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~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Finance and Stochastics"
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Search: subject_exact:"Stochastic volatility"
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stochastic volatility
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Finance and Stochastics
International journal of theoretical and applied finance
42
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The social cost of carbon under climate volatility risk
Lin, Xu
;
Wijnbergen, Sweder van
-
2023
Persistent link: https://www.econbiz.de/10014325501
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2
Sequential monte carlo with model tempering
Mlikota, Marko
;
Schorfheide, Frank
-
2022
Persistent link: https://www.econbiz.de/10012816978
Saved in:
3
Macroeconomic uncertainty and vector autoregressions
Forni, Mario
;
Gambetti, Luca
;
Sala, Luca
-
2021
Persistent link: https://www.econbiz.de/10012417673
Saved in:
4
Measuring uncertainty and its effects in the Covid-19 era
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012495991
Saved in:
5
The transmission channels of government spending uncertainty
Anna, Beliansk
;
Eyquem, Aurélien
;
Poilly, Céline
-
2021
Persistent link: https://www.econbiz.de/10012490506
Saved in:
6
Addressing Covid-19 outliers in bvars with stochastic volatility
Marcellino, Massimiliano
;
Clark, Todd E.
;
Carriero, Andrea
-
2021
Persistent link: https://www.econbiz.de/10012495968
Saved in:
7
Exchange rate disconnect and the general equilibrium puzzle
Chen, Yu-chin
;
Fujiwara, Ippei
;
Hirose, Yasuo
-
2021
Persistent link: https://www.econbiz.de/10012619664
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8
Uncertainty in the analytic climate economy
Traeger, Christian
-
2021
Persistent link: https://www.econbiz.de/10012502122
Saved in:
9
Using time-varying volatility for identification in vector autoregressions : an application to endogenous uncertainty
Marcellino, Massimiliano
;
Carriero, Andrea
;
Clark, Todd E.
-
2021
Persistent link: https://www.econbiz.de/10012589508
Saved in:
10
Energy markets and global economic conditions
Baumeister, Christiane
;
Korobilis, Dimitris
;
Lee, Thomas
-
2020
Persistent link: https://www.econbiz.de/10012221159
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