//--> //--> //-->
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:"Documento de trabajo"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
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:"Stochastic Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Volatility
10
Volatilität
10
Stochastic Volatility
8
Stochastic process
8
Stochastischer Prozess
8
Bayes-Statistik
7
Bayesian inference
7
Estimation
7
Schätzung
7
Peru
6
Schock
6
Shock
6
VAR model
6
VAR-Modell
6
Business cycle
5
Estimation theory
5
Konjunktur
5
Schätztheorie
5
Time series analysis
5
Zeitreihenanalyse
5
Macroeconomic Fluctuations
4
Theorie
4
Theory
4
External Shocks
3
Impact assessment
3
Markov chain
3
Markov-Kette
3
Wirkungsanalyse
3
ARCH model
2
ARCH-Modell
2
Bayesian Estimation and Comparison
2
Deviance Information Criterion
2
Feed-Back Effect
2
Lateinamerika
2
Latin America
2
Marginal Likelihood
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Peruvian Economy
2
Riemannian Manifold Hamiltonian Monte Carlo
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Rodriguez, Gabriel
2
Abanto-Valle, Carlos A.
1
Castro Cepero, Luis M.
1
Fernández Prada Saucedo, Jean Pierre
1
Garrafa-Aragón, Hernán B.
1
Published in...
All
Documento de trabajo
Journal of econometrics
19
Discussion paper / Tinbergen Institute
8
International journal of forecasting
6
Quantitative finance
6
Finance research letters
5
International review of financial analysis
5
Journal of economic dynamics & control
5
Journal of risk and financial management : JRFM
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The journal of futures markets
4
Asia-Pacific financial markets
3
Economic modelling
3
International review of economics & finance : IREF
3
Journal of banking & finance
3
Theoretical and applied economics : GAER review
3
Tinbergen Institute Discussion Paper
3
Working paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Annals of finance
2
Applied economics
2
CIRJE discussion papers / F series
2
Computational economics
2
Decisions in economics and finance : a journal of applied mathematics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
Economics letters
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
Journal of emerging market finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Pacific-Basin finance journal
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Approximate Bayesian estimation of
stochastic
volatility
in mean models using Hidden Markov Models: empirical evidence from stock Latin American markets
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
;
Castro …
-
2021
-
Primera edición
Persistent link: https://www.econbiz.de/10013170523
Saved in:
2
Modeling the volatility of returns on commodities: an application and empirical comparison of GARCH and SV models
Fernández Prada Saucedo, Jean Pierre
;
Rodriguez, Gabriel
-
2020
Persistent link: https://www.econbiz.de/10012435636
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->