//--> //--> //--> //-->
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:"MCMC"
~type_genre:"Article in journal"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
MCMC
Volatility
901
Volatilität
901
Stochastic process
823
Stochastischer Prozess
823
Option pricing theory
446
Optionspreistheorie
446
Stochastic volatility
416
Theorie
289
Theory
289
Estimation
264
Schätzung
262
stochastic volatility
250
Time series analysis
139
Zeitreihenanalyse
139
Bayes-Statistik
128
Bayesian inference
128
Capital income
110
Kapitaleinkommen
110
Markov chain
106
Markov-Kette
106
Monte Carlo simulation
104
Monte-Carlo-Simulation
104
Forecasting model
99
Prognoseverfahren
99
ARCH model
94
ARCH-Modell
94
Option trading
91
Optionsgeschäft
91
Estimation theory
89
Schätztheorie
89
Börsenkurs
88
Share price
88
VAR model
88
VAR-Modell
88
Portfolio selection
87
Portfolio-Management
87
Derivat
83
Derivative
83
Experiment
82
Risiko
62
more ...
less ...
Online availability
All
Undetermined
7
Free
2
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Working Paper
2
Article
1
Aufsatz im Buch
1
Book section
1
Language
All
English
17
Author
All
Laurini, Márcio Poletti
3
Witzany, Jiří
2
Bera, Anil K.
1
Boulter, Terry
1
Caldeira, João F.
1
Chan, Jennifer S. K.
1
Cohen, Michael
1
Creal, Drew
1
Djegnéné, Barnabé
1
Doğan, Osman
1
Fičura, Milan
1
Griffin, Jim
1
Gustafsson, Oskar
1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Han, Heejoon
1
Hepsag, Aycan
1
Kalli, Maria
1
Lee, Eunhee
1
Li, Jinzhi
1
Liu, Qingfu
1
Masmoudi, Afif
1
Mauad, Roberto Baltieri
1
McCausland, William J.
1
Peiris, Shelton
1
Phillip, Andrew
1
Stockhammar, Pär
1
Taṣpınar, Süleyman
1
Tu, Anthony H.
1
Villani, Mattias
1
Vo, Minh T.
1
Wu, Jing Cynthia
1
more ...
less ...
Published in...
All
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance a úvěr
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Pacific-Basin finance journal
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Korean economic review
1
Theoretical and applied economics : GAER review
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates
Gustafsson, Oskar
;
Villani, Mattias
;
Stockhammar, Pär
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 577-595
Persistent link: https://www.econbiz.de/10014288027
Saved in:
2
Bond risk premia in consumption‐based models
Creal, Drew
;
Wu, Jing Cynthia
- In:
Quantitative economics : QE ; journal of the …
11
(
2020
)
4
,
pp. 1461-1484
conditional means of the risk factors, while structural models with recursive preferences credit it to
stochastic
volatility
. We …
Persistent link: https://www.econbiz.de/10012316725
Saved in:
3
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
4
Bayesian estimation of the
stochastic
volatility
model with double exponential jumps
Li, Jinzhi
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012549106
Saved in:
5
Triple regime
stochastic
volatility
model with threshold and leverage effects
Han, Heejoon
;
Lee, Eunhee
- In:
The Korean economic review
36
(
2020
)
2
,
pp. 481-509
Persistent link: https://www.econbiz.de/10013273019
Saved in:
6
Sequential gibbs particle filter algorithm with applications to
stochastic
volatility
and jumps estimation
Witzany, Jiří
;
Fičura, Milan
- In:
Finance a úvěr
69
(
2019
)
5
,
pp. 463-488
Persistent link: https://www.econbiz.de/10012170648
Saved in:
7
Bayesian estimation of Gegenbauer long memory processes with
stochastic
volatility
: methods and applications
Phillip, Andrew
;
Chan, Jennifer S. K.
;
Peiris, Shelton
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011897536
Saved in:
8
A macro-finance term structure model with multivariate
stochastic
volatility
Laurini, Márcio Poletti
;
Caldeira, João F.
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 68-90
Persistent link: https://www.econbiz.de/10011626008
Saved in:
9
Asymmetric
stochastic
volatility
in Central and Eastern European stock markets
Hepsag, Aycan
- In:
Theoretical and applied economics : GAER review
23
(
2016
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10011564448
Saved in:
10
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->