EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Stochastic volatility."
Narrow search

Narrow search

Year of publication
Subject
All
Volatilität 1,346 Volatility 1,305 Stochastischer Prozess 1,126 Stochastic process 1,094 Stochastic volatility 1,009 stochastic volatility 981 Optionspreistheorie 545 Option pricing theory 538 Theorie 509 Theory 475 Schätzung 409 Estimation 404 Zeitreihenanalyse 263 Time series analysis 252 Bayesian inference 249 Bayes-Statistik 239 Monte Carlo simulation 236 Monte-Carlo-Simulation 214 Prognoseverfahren 211 Stochastic Volatility 210 VAR-Modell 203 Forecasting model 202 Schätztheorie 196 VAR model 196 Estimation theory 192 ARCH-Modell 188 Markov chain 181 ARCH model 179 Markov-Kette 177 Derivat 154 Derivative 153 Optionsgeschäft 151 Option trading 149 Risiko 136 Risk 136 Stochastische Volatilität 130 Kapitaleinkommen 113 Capital income 110 Portfolio selection 109 Portfolio-Management 109
more ... less ...
Online availability
All
Free 1,322 Undetermined 1,133 CC license 54
Type of publication
All
Article 1,535 Book / Working Paper 1,274 Other 10
Type of publication (narrower categories)
All
Article in journal 1,020 Aufsatz in Zeitschrift 1,020 Working Paper 523 Graue Literatur 343 Non-commercial literature 343 Arbeitspapier 318 Article 53 Aufsatz im Buch 18 Book section 18 Thesis 17 Hochschulschrift 16 research-article 8 Conference Paper 5 Collection of articles written by one author 4 Conference paper 4 Konferenzbeitrag 4 Sammlung 4 Aufsatzsammlung 3 Collection of articles of several authors 3 Sammelwerk 3 Konferenzschrift 1 Systematic review 1 Übersichtsarbeit 1
more ... less ...
Language
All
English 1,936 Undetermined 868 French 6 German 5 Spanish 3 Romanian 1
Author
All
McAleer, Michael 73 Asai, Manabu 54 Koopman, Siem Jan 53 Mumtaz, Haroon 51 Shephard, Neil 48 Bos, Charles S. 41 Clark, Todd E. 39 Huber, Florian 37 Carriero, Andrea 28 Marcellino, Massimiliano 28 Todorov, Viktor 28 Barndorff-Nielsen, Ole E. 26 Chiarella, Carl 23 Platen, Eckhard 23 Rodriguez, Gabriel 23 Escobar, Marcos 22 Karlsson, Sune 20 Mertens, Elmar 20 Alòs, Elisa 19 Nakajima, Jouchi 18 Theodoridis, Konstantinos 18 Österholm, Pär 18 Branger, Nicole 17 Tauchen, George 17 Bollerslev, Tim 16 Chan, Joshua 16 Ravazzolo, Francesco 16 Lord, Roger 15 Benati, Luca 14 Gupta, Rangan 14 Poon, Aubrey 14 Shin, Minchul 14 Martin, Gael M. 13 Nguyen, Hoang 13 Omori, Yasuhiro 13 Caporin, Massimiliano 12 Chang, Chia-Lin 12 Cross, Jamie 12 Hautsch, Nikolaus 12 Hou, Chenghan 12
more ... less ...
Institution
All
School of Economics and Management, University of Aarhus 44 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 39 Tinbergen Instituut 28 Finance Discipline Group, Business School 22 Tinbergen Institute 22 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 21 Department of Economics, Oxford University 20 Economics Group, Nuffield College, University of Oxford 17 Society for Computational Economics - SCE 17 C.E.P.R. Discussion Papers 16 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 14 EconWPA 13 Econometric Society 13 HAL 12 European Central Bank 11 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 10 Henley Business School, University of Reading 9 Duke University, Department of Economics 8 London School of Economics (LSE) 8 School of Economics and Finance, Queen Mary 8 Department of Econometrics and Business Statistics, Monash Business School 7 Department of Economics and Business, Universitat Pompeu Fabra 7 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 7 Suntory and Toyota International Centres for Economics and Related Disciplines, LSE 7 Université Paris-Dauphine (Paris IX) 7 Bank of England 6 Department of Economics and Finance, College of Business and Economics 6 Department of Economics, University of Pennsylvania 6 Département de Sciences Économiques, Université de Montréal 6 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 6 Institute for Monetary and Economic Studies, Bank of Japan 6 Institute of Economic Research, Hitotsubashi University 6 University of Bonn, Germany 6 Erasmus University Rotterdam, Econometric Institute 5 Institute of Economic Research, Kyoto University 5 Anderson Graduate School of Management, University of California-Los Angeles (UCLA) 4 Bank for International Settlements (BIS) 4 Departamento de Estadistica, Universidad Carlos III de Madrid 4 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 4 Institut für Weltwirtschaft (IfW) 4
more ... less ...
Published in...
All
International journal of theoretical and applied finance 65 Working Paper 51 International Journal of Theoretical and Applied Finance (IJTAF) 50 Tinbergen Institute Discussion Papers 50 CREATES Research Papers 44 Journal of econometrics 43 Quantitative finance 43 Discussion paper / Tinbergen Institute 41 MPRA Paper 39 Tinbergen Institute Discussion Paper 37 Quantitative Finance 29 Journal of economic dynamics & control 28 Finance and Stochastics 27 Finance research letters 26 Working paper 26 Physica A: Statistical Mechanics and its Applications 25 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 24 Applied Mathematical Finance 23 Applied mathematical finance 22 CAMA working paper series 22 Energy economics 22 CIRANO Working Papers 21 Research Paper Series / Finance Discipline Group, Business School 21 Computational economics 20 Economics Series Working Papers / Department of Economics, Oxford University 20 Economics letters 20 Journal of banking & finance 20 The journal of computational finance 19 The journal of futures markets 19 ECB Working Paper 18 European journal of operational research : EJOR 18 Economics Papers / Economics Group, Nuffield College, University of Oxford 17 Finance and stochastics 17 Journal of Risk and Financial Management 17 Review of Derivatives Research 17 The North American journal of economics and finance : a journal of financial economics studies 17 CEPR Discussion Papers 16 Journal of mathematical finance 16 Journal of risk and financial management : JRFM 16 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 16
more ... less ...
Source
All
ECONIS (ZBW) 1,420 RePEc 1,096 EconStor 264 BASE 30 Other ZBW resources 9
Showing 1 - 10 of 2,819
Cover Image
Signal extraction by the extremum Monte Carlo method
Moussa, Karim - 2024
Persistent link: https://www.econbiz.de/10014512213
Saved in:
Cover Image
Robustness of Hilbert space-valued stochastic volatility models
Benth, Fred Espen; Eyjolfsson, Heidar - In: Finance and stochastics 28 (2024) 4, pp. 1117-1146
Persistent link: https://www.econbiz.de/10015130556
Saved in:
Cover Image
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Huber, Florian; Kastner, Gregor; Pfarrhofer, Michael - In: Empirical economics : a quarterly journal of the … 68 (2025) 2, pp. 535-553
Persistent link: https://www.econbiz.de/10015193830
Saved in:
Cover Image
State-dependent Phillips Curve
Kim, Hyun Hak; Lee, Na Kyeong - In: Economies : open access journal 13 (2025) 1, pp. 1-14
We propose a state-dependent Phillips curve (PC) where the regime has changed endogenously. Using this framework, a free-standing PC is constructed. This study tests the robustness of the model, various types of inflation, slack measures, and various expectation measures. The PC is found to work...
Persistent link: https://www.econbiz.de/10015206817
Saved in:
Cover Image
Time-varying local projections with stochastic volatility
Nakajima, Jouchi - 2025
Persistent link: https://www.econbiz.de/10015332533
Saved in:
Cover Image
Volatility estimation through stochastic processes : evidence from cryptocurrencies
Harasheh, Murad; Bouteska, Ahmed - 2025
Persistent link: https://www.econbiz.de/10015359903
Saved in:
Cover Image
World GDP, anthropogenic emissions, and global temperatures, sea level, and ice cover
Benati, Luca - 2025
I use Bayesian VARs with stochastic volatility to forecast global temperatures and sea level and ice cover in the …
Persistent link: https://www.econbiz.de/10015358801
Saved in:
Cover Image
Characterization and prediction of the Ghana stock exchange composite index utilizing Bayesian stochastic volatility models
Tweneboah, Osei Kofi; Ohene-Obeng, Kwesi A.; Mariani, … - 2025
variations of Stochastic Volatility (SV) models: SV with linear regressors, SV with Student's t errors, SV with leverage effects …
Persistent link: https://www.econbiz.de/10015331109
Saved in:
Cover Image
Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
Saved in:
Cover Image
Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - 2025
Persistent link: https://www.econbiz.de/10015372122
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...