Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Factor stochastic volatility"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
20
Volatilität
20
Stochastic process
16
Stochastischer Prozess
16
Theorie
10
Theory
10
VAR model
10
VAR-Modell
10
Bayes-Statistik
8
Bayesian inference
8
Factor stochastic volatility
7
Risiko
5
Risk
5
Schock
5
Shock
5
Welt
5
World
5
factor stochastic volatility
5
Business cycle
4
Financial crisis
4
Finanzkrise
4
Forecasting model
4
Konjunktur
4
Option pricing theory
4
Optionspreistheorie
4
Prognoseverfahren
4
State space model
4
Zustandsraummodell
4
vector autoregressive models
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Economic crisis
3
Economic indicator
3
Estimation
3
Estimation theory
3
Factor stochastic volatility model
3
G7 countries
3
G7-Staaten
3
Impact assessment
3
more ...
less ...
Online availability
All
Free
17
Undetermined
8
Type of publication
All
Article
14
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Working Paper
10
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Hochschulschrift
1
more ...
less ...
Language
All
English
24
Undetermined
2
Author
All
Huber, Florian
7
Pfarrhofer, Michael
6
Crespo Cuaresma, Jesús
4
Onorante, Luca
4
Böck, Maximilian
3
Hauzenberger, Niko
3
Stelzer, Anna
3
Zens, Gregor
3
Scheiber, Matthias
2
Byrne, Joseph P.
1
Chung, Shing Fung
1
Eller, Markus
1
Geman, Helyette
1
Geman, Hélyette
1
Ghanbari, Hamed
1
Gozgor, Giray
1
Han, Chuan-Hsiang
1
Jo, Soojin
1
Kastner, Gregor
1
Kinkyō, Takuji
1
Ladkau, Marcel
1
Lai, Yongzeng
1
Lu, Zhou
1
Pun, Chi Seng
1
Schneider, Lorenz
1
Schuberth, Helene
1
Sekkel, Rodrigo
1
Shi, Yongjing
1
Tavin, Bertrand
1
Tiwari, Aviral Kumar
1
Vitenu-Sackey, Prince Asare
1
Wong, Hoi Ying
1
Wu, Ping
1
more ...
less ...
Institution
All
Birkbeck, Department of Economics, Mathematics & Statistics
1
Published in...
All
Department of Economics working paper
3
International journal of forecasting
2
Birkbeck Working Papers in Economics and Finance
1
Birkbeck working papers in economics and finance : BWPEF
1
ECB Working Paper
1
ESRB Working Paper Series
1
Environmental and resource economics
1
European journal of operational research : EJOR
1
Focus on European economic integration
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
Macroeconomic dynamics
1
Mathematics and Computers in Simulation (MATCOM)
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working Papers in Economics
1
Working paper series
1
Working paper series / European Central Bank
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
EconStor
3
RePEc
2
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Persistent and transient variance components in option pricing models with variance-dependent Kernel
Ghanbari, Hamed
- In:
Journal of empirical finance
79
(
2024
),
pp. 1-32
Persistent link: https://www.econbiz.de/10015179565
Saved in:
2
The macroeconomic impact of global and country-specific climate risk
Byrne, Joseph P.
;
Vitenu-Sackey, Prince Asare
- In:
Environmental and resource economics
87
(
2024
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10014500378
Saved in:
3
Should I open to forecast? : implications from a multi-country unobserved components model with sparse
factor
stochastic
volatility
Wu, Ping
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 903-917
Persistent link: https://www.econbiz.de/10014547224
Saved in:
4
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
- In:
Macroeconomic dynamics
27
(
2023
)
3
,
pp. 770-793
Persistent link: https://www.econbiz.de/10014247550
Saved in:
5
The macroeconomic effects of international uncertainty
Crespo Cuaresma, Jesús
;
Huber, Florian
;
Onorante, Luca
-
2019
This paper proposes a large-scale Bayesian vector autoregression with
factor
stochastic
volatility
to investigate the …
Persistent link: https://www.econbiz.de/10012142146
Saved in:
6
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and
factor
stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012271234
Saved in:
7
Measuring international uncertainty using global vector autoregressions with drifting parameters
Pfarrhofer, Michael
-
2019
vector autoregressive (GVAR) specification with drifting coefficients and
factor
stochastic
volatility
in the errors to model …
Persistent link: https://www.econbiz.de/10012052678
Saved in:
8
The macroeconomic effects of international uncertainty
Crespo Cuaresma, Jesús
;
Huber, Florian
;
Onorante, Luca
-
2019
This paper proposes a large-scale Bayesian vector autoregression with
factor
stochastic
volatility
to investigate the …
Persistent link: https://www.econbiz.de/10012037349
Saved in:
9
The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
Saved in:
10
Implications of macroeconomic volatility in the Euro area
Hauzenberger, Niko
;
Böck, Maximilian
;
Pfarrhofer, Michael
-
2018
In this paper we estimate a Bayesian vector autoregressive model with
factor
stochastic
volatility
in the error term to …
Persistent link: https://www.econbiz.de/10011984863
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
