//--> //--> //-->
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
~subject:"Börsenkurs"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~type_genre:"Book section"
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
Forecasting model
Kapitaleinkommen
Stochastic volatility
14
Volatility
11
Volatilität
11
Stochastic process
10
Stochastischer Prozess
10
Stochastische Volatilität
6
Theorie
6
Theory
6
Oil price
4
Option pricing theory
4
Optionspreistheorie
4
Ölpreis
4
Capital income
3
Estimation
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Business cycle
2
Konjunktur
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Portfolio selection
2
Portfolio-Management
2
Schock
2
Share price
2
Shock
2
Time series analysis
2
VAR model
2
VAR-Modell
2
Yield curve
2
Zeitreihenanalyse
2
Zinsstruktur
2
ARCH
1
Affine stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Book section
Article in journal
227
Aufsatz in Zeitschrift
227
Graue Literatur
111
Non-commercial literature
111
Working Paper
108
Arbeitspapier
100
Aufsatz im Buch
4
Hochschulschrift
3
Collection of articles written by one author
1
Sammlung
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
4
Author
All
Ahsan, Nazmul
1
Aloui, Donia
1
BenMabrouk, Houda
1
Bonomelli, Marco
1
Dufour, Jean-Marie
1
Ghabri, Yosra
1
Giacometti, Rosella
1
Ortobelli Lozza, Sergio
1
more ...
less ...
Published in...
All
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Stochastic optimization: theory and applications
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The transmission of oil shocks to the developed and emerging stock markets : COVID-19 from first to the second wave
Ghabri, Yosra
;
Aloui, Donia
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 57-66)
.
2022
Persistent link: https://www.econbiz.de/10013198541
Saved in:
2
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda
- In:
Financial Market Dynamics after COVID 19 : The …
,
(pp. 67-99)
.
2022
Persistent link: https://www.econbiz.de/10013198542
Saved in:
3
Joint tails impact in
stochastic
volatility
portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
Persistent link: https://www.econbiz.de/10012290845
Saved in:
4
A simple efficient moment-based estimator for the
stochastic
volatility
model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->