//--> //--> //-->
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
~person:"Breitung, Jörg"
~person:"Nakajima, Jouchi"
~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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Stochastic volatility
11
Markov chain Monte Carlo
10
Bayesian inference
6
Monetary policy
6
State space model
6
Capital income
5
Volatility
5
Volatilität
5
EGARCH
4
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Time-varying parameter
4
stochastic volatility
4
ARCH model
3
ARCH-Modell
3
ARMA
3
ARMA model
3
ARMA-Modell
3
Estimation
3
Schätzung
3
Stock returns
3
Time series analysis
3
Zeitreihenanalyse
3
Bayesian forecasting
2
Benchmark neutral portfolio
2
Dynamic factor models
2
Latent threshold dynamic models
2
Mixing distribution
2
Multivariate stochastic volatility
2
Portfolio optimization
2
Portfolio selection
2
Portfolio-Management
2
Sparse time-varying loadings
2
Statistical distribution
2
Statistische Verteilung
2
Structural vector autoregression
2
Structural vector autoregressive model
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Breitung, Jörg
Nakajima, Jouchi
McAleer, Michael
10
Tauchen, George Eugene
10
Asai, Manabu
8
Todorov, Viktor
8
Koopman, Siem Jan
6
Li, Jia
6
Omori, Yasuhiro
5
Ravazzolo, Francesco
5
Rodriguez, Gabriel
5
Chang, Chia-Lin
4
Forbes, Catherine Scipione
4
Maneesoonthorn, Worapree
4
Martin, Gael M.
4
Yamauchi, Yuta
4
Baum, Christopher F.
3
Bollerslev, Tim
3
Caporin, Massimiliano
3
Chen, Liyuan
3
Gefang, Deborah
3
Guidolin, Massimo
3
Gupta, Rangan
3
Huang, Jing-Zhi
3
Ignatieva, Ekaterina
3
Koop, Gary
3
Li, Yong
3
Mandal, Anandadeep
3
Poon, Aubrey
3
Poshakwale, Sunil S.
3
Witzany, Jiří
3
Xu, Li
3
Zerilli, Paola
3
Ahsan, Nazmul
2
Alanya, Willy
2
Allen, David E.
2
Andersen, Torben
2
Baldeaux, Jan
2
Bates, David S.
2
Bekierman, Jeremias
2
more ...
less ...
Published in...
All
International journal of forecasting
2
CORE discussion papers : DP
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Econometric reviews
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
2
Bayesian analysis of multivariate
stochastic
volatility
with skew return distribution
Nakajima, Jouchi
- In:
Econometric reviews
36
(
2017
)
5
,
pp. 546-562
Persistent link: https://www.econbiz.de/10011795262
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
4
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
5
Stochastic
volatility
model with regime-switching skewness in heavy-tailed errors for exchange rate returns
Nakajima, Jouchi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 499-520
Persistent link: https://www.econbiz.de/10010228561
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->