//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion papers / CEPR"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Stochastic volatility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
12
Volatilität
12
stochastic volatility
12
Stochastic process
8
Stochastischer Prozess
8
Risiko
5
Risk
5
VAR model
5
VAR-Modell
5
Bayes-Statistik
4
Bayesian inference
4
Business cycle
4
Konjunktur
4
Welt
4
World
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Bayesian VARs
2
Climate change
2
Coronavirus
2
Epidemic
2
Epidemie
2
Forecasting model
2
Klimawandel
2
Pandemics
2
Prognoseverfahren
2
Social costs
2
Soziale Kosten
2
Adaptation
1
Allgemeines Gleichgewicht
1
Bayesian Computations
1
Bayesian methods
1
Business cycle uncertainty
1
Capital mobility
1
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Working Paper
12
Graue Literatur
7
Non-commercial literature
7
Language
All
English
12
Author
All
Carriero, Andrea
4
Clark, Todd E.
4
Marcellino, Massimiliano
4
Mertens, Elmar
2
Anna, Beliansk
1
Baumeister, Christiane
1
Chen, Yu-chin
1
Eyquem, Aurélien
1
Forni, Mario
1
Fujiwara, Ippei
1
Gambetti, Luca
1
Ghironi, Fabio
1
Hirose, Yasuo
1
Korobilis, Dimitris
1
Lee, Thomas
1
Lin, Xu
1
Mlikota, Marko
1
Ozhan, G. Kemal
1
Poilly, Céline
1
Sala, Luca
1
Schorfheide, Frank
1
Traeger, Christian
1
Wijnbergen, Sweder van
1
more ...
less ...
Published in...
All
Discussion papers / CEPR
International journal of theoretical and applied finance
42
Tinbergen Institute Discussion Papers
40
CREATES Research Papers
39
International Journal of Theoretical and Applied Finance (IJTAF)
38
Working Paper
37
Journal of econometrics
34
Discussion paper / Tinbergen Institute
32
MPRA Paper
29
Tinbergen Institute Discussion Paper
29
Quantitative finance
28
Quantitative Finance
24
Journal of economic dynamics & control
23
Finance and Stochastics
22
Working paper
21
Applied Mathematical Finance
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Applied mathematical finance
18
CAMA working paper series
18
Physica A: Statistical Mechanics and its Applications
18
Research Paper Series / Finance Discipline Group, Business School
18
ECB Working Paper
17
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
CEPR Discussion Papers
16
Energy economics
15
The journal of computational finance
15
The journal of futures markets
15
CIRANO Working Papers
14
Economic modelling
14
Economics letters
14
Journal of banking & finance
14
Review of Derivatives Research
14
SFB 649 Discussion Papers
14
Finance research letters
13
SFB 649 Discussion Paper
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Insurance / Mathematics & economics
12
Journal of Risk and Financial Management
12
Journal of risk and financial management : JRFM
12
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The social cost of carbon under climate volatility risk
Lin, Xu
;
Wijnbergen, Sweder van
-
2023
Persistent link: https://www.econbiz.de/10014325501
Saved in:
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
Saved in:
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->