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:"Stochastic Volatility in Mean"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Stochastic process
13
Stochastischer Prozess
13
Volatility
13
Volatilität
13
Theorie
12
Theory
12
VAR model
8
VAR-Modell
8
Bayes-Statistik
7
Bayesian inference
7
Stochastic volatility in mean
7
State space model
6
Zustandsraummodell
6
Stochastic Volatility in Mean
5
VAR
5
Markov chain
4
Markov-Kette
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Riemannian Manifold Hamiltonian Monte Carlo
4
Risikomaß
4
Risk measure
4
error covariance
4
ARCH model
3
ARCH-Modell
3
Bayesian VARs
3
Correlation
3
Forecasting model
3
Hamiltonian Monte Carlo
3
Korrelation
3
Lateinamerika
3
Latin America
3
Prognoseverfahren
3
Uncertainty
3
stochastic volatility in mean
3
Bayesian global vector autoregressive model
2
Börsenkurs
2
Economic forecast
2
Feed-Back Effect
2
Feed-back effect
2
more ...
less ...
Online availability
All
Free
12
Undetermined
4
Type of publication
All
Book / Working Paper
11
Article
5
Type of publication (narrower categories)
All
Working Paper
10
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
16
Author
All
Mumtaz, Haroon
5
Abanto-Valle, Carlos A.
4
Garrafa-Aragón, Hernán B.
4
Rodriguez, Gabriel
4
Hou, Chenghan
3
Pfarrhofer, Michael
3
Poon, Aubrey
3
Castro Cepero, Luis M.
2
Cross, Jamie
2
Koop, Gary
2
Cross, Jamie L.
1
Zhu, Beili
1
more ...
less ...
Published in...
All
CAMA working paper series
2
Documento de trabajo
2
Working Paper
2
Working paper
2
CAMP working paper series
1
Computational economics
1
Economics letters
1
Journal of econometrics
1
Macroeconomic dynamics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working Papers in Economics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
EconStor
3
Showing
11
-
16
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
A generalised
stochastic
volatility
in
mean
VAR
Mumtaz, Haroon
-
2018
This paper introduces a VAR with
stochastic
volatility
in
mean
where the residuals of the volatility equations and the …
Persistent link: https://www.econbiz.de/10011928022
Saved in:
12
A generalised
stochastic
volatility
in
mean
VAR
Mumtaz, Haroon
-
2018
This paper introduces a VAR with
stochastic
volatility
in
mean
where the residuals of the volatility equations and the …
Persistent link: https://www.econbiz.de/10011812167
Saved in:
13
International transmissions of aggregate macroeconomic uncertainty in small open economies : an empirical approach
Cross, Jamie L.
;
Hou, Chenghan
;
Poon, Aubrey
-
2018
Persistent link: https://www.econbiz.de/10012202181
Saved in:
14
Stochastic
volatility
in
mean
: empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods
Abanto-Valle, Carlos A.
;
Rodriguez, Gabriel
; …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 272-286
Persistent link: https://www.econbiz.de/10012655392
Saved in:
15
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
16
A generalised
stochastic
volatility
in
mean
VAR
Mumtaz, Haroon
- In:
Economics letters
173
(
2018
),
pp. 10-14
Persistent link: https://www.econbiz.de/10012022862
Saved in:
First
Prev
1
2
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
