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Search: subject:"Volatility Model"
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Subject
All
Volatilität
186
Volatility
180
Stochastic process
145
Stochastischer Prozess
145
Stochastic volatility
130
Stochastische Volatilität
128
Optionspreistheorie
111
Option pricing theory
110
Theorie
88
Theory
86
Stochastic volatility model
66
ARCH-Modell
50
ARCH model
47
Prognoseverfahren
46
Forecasting model
44
Estimation
41
stochastic volatility model
41
Schätzung
40
Monte Carlo simulation
38
Monte-Carlo-Simulation
38
Bayesian inference
31
Zeitreihenanalyse
31
Time series analysis
30
Derivat
29
Derivative
29
Bayes-Statistik
28
Schätztheorie
27
Black-Scholes model
26
Black-Scholes-Modell
26
Estimation theory
26
Option trading
24
Optionsgeschäft
24
Markov chain
22
Börsenkurs
21
Markov-Kette
21
Welt
21
World
21
USA
20
United States
20
Risiko
19
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Online availability
All
Free
175
Undetermined
163
CC license
5
Type of publication
All
Article
244
Book / Working Paper
177
Other
2
Type of publication (narrower categories)
All
Article in journal
173
Aufsatz in Zeitschrift
173
Working Paper
86
Graue Literatur
79
Non-commercial literature
79
Arbeitspapier
69
Hochschulschrift
11
Article
9
Aufsatz im Buch
6
Book section
6
Thesis
5
Collection of articles written by one author
4
Sammlung
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
1
research-article
1
Übersichtsarbeit
1
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Language
All
English
331
Undetermined
87
German
5
Author
All
McAleer, Michael
17
Clark, Todd E.
15
Huber, Florian
14
Koopman, Siem Jan
13
Asai, Manabu
11
Jungbacker, Borus
10
Kaufmann, Daniel
10
Mertens, Elmar
9
Teräsvirta, Timo
9
Escobar, Marcos
8
McCracken, Michael W.
8
Peiris, Shelton
8
Silvennoinen, Annastiina
8
Carriero, Andrea
7
Marcellino, Massimiliano
7
Aastveit, Knut Are
6
Chiarella, Carl
6
Kobayashi, Masahito
6
Xu, Dinghai
6
Chang, Chia-Lin
5
Neto, David
5
Platen, Eckhard
5
Sardy, Sylvain
5
Takahashi, Akihiko
5
Alòs, Elisa
4
Chan, Jiun Hong
4
Chan, Leunglung
4
Crespo Cuaresma, Jesús
4
Febrian, Erie
4
Funahashi, Hideharu
4
Grasselli, Martino
4
Herwany, Aldrin
4
Hol, Eugenie
4
Joshi, Mark S.
4
Li, Minqiang
4
Spokoiny, Vladimir G.
4
Baldeaux, Jan
3
Breitung, Jörg
3
Caporin, Massimiliano
3
Chen, Jinghui
3
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Institution
All
School of Economics and Management, University of Aarhus
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Society for Computational Economics - SCE
3
Tinbergen Institute
3
Tinbergen Instituut
3
Université Paris-Dauphine (Paris IX)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Economics and Development Studies, Fakultas Ekonomi
2
Departemen Manajemen dan Bisnis, Fakultas Ekonomi
2
Econometric Society
2
Finance Discipline Group, Business School
2
HAL
2
Institut d'Economie et Econométrie, Université de Genève
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Banca d'Italia
1
Birkbeck, Department of Economics, Mathematics & Statistics
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Department of Economics and Business, Universitat Pompeu Fabra
1
Department of Economics and Finance, College of Business and Economics
1
Department of Economics, University of Victoria
1
Department of Economics, University of Waterloo
1
EconWPA
1
EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X)
1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Frankfurt School of Finance and Management
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Institute for Monetary and Economic Studies, Bank of Japan
1
Institute of Economic Research, Kyoto University
1
KOF Swiss Economic Institute, Department of Management, Technology and Economics (D-MTEC)
1
National Bureau of Economic Research
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Technische Universität Dresden
1
Universität Trier
1
Université Paris-Dauphine
1
Wirtschaftswissenschaftliches Zentrum, Universität Basel
1
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Published in...
All
International journal of theoretical and applied finance
24
The journal of futures markets
11
Quantitative finance
10
Discussion paper / Tinbergen Institute
8
International Journal of Theoretical and Applied Finance (IJTAF)
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Department of Economics working paper
6
Econometric Institute research papers
6
International journal of financial engineering
6
Tinbergen Institute Discussion Papers
6
European journal of operational research : EJOR
5
Journal of econometrics
5
Review of Derivatives Research
5
SSE/EFI Working Paper Series in Economics and Finance
5
CREATES Research Papers
4
Discussion paper / Centre for Economic Policy Research
4
Finance research letters
4
Journal of Risk and Financial Management
4
Journal of mathematical finance
4
Journal of risk and financial management : JRFM
4
Physica A: Statistical Mechanics and its Applications
4
Tinbergen Institute Discussion Paper
4
Applied Mathematical Finance
3
Applied mathematical finance
3
CORE discussion papers : DP
3
Computational Statistics & Data Analysis
3
Discussion Paper
3
Economics Papers from University Paris Dauphine
3
Energy economics
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and Stochastics
3
Finance and stochastics
3
Journal of risk
3
MPRA Paper
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working paper
3
Applied Econometrics
2
Asia-Pacific journal of risk and insurance : APJRI
2
CESifo working papers
2
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Source
All
ECONIS (ZBW)
282
RePEc
109
EconStor
26
BASE
5
Other ZBW resources
1
Showing
121
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130
of
423
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date (oldest first)
121
Modeling time-varying uncertainty of multiple-horizon forecast errors
Clark, Todd E.
;
McCracken, Michael W.
;
Mertens, Elmar
- In:
The review of economics and statistics
102
(
2020
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10012208035
Saved in:
122
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:
123
Nominal stability and Swiss monetary regimes over two centuries
Kaufmann, Daniel
-
2015
nominal GDP changes. The trends of these indicators are estimated by an unobserved-components stochastic-
volatility
model
in …
Persistent link: https://www.econbiz.de/10011307782
Saved in:
124
Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2015
We estimate a multivariate unobserved components-stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011417862
Saved in:
125
Testing for time variation in an unobserved components model for the US economy
Berger, Tino
;
Everaert, Gerdie
;
Vierke, Hauke
-
2015
Persistent link: https://www.econbiz.de/10010515386
Saved in:
126
US monetary policy in a globalized world
Crespo Cuaresma, Jesús
;
Doppelhofer, Gernot
; …
-
2015
Persistent link: https://www.econbiz.de/10011421835
Saved in:
127
A stochastic
volatility
model
with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
128
Trend fundamentals and exchange rate dynamics
Huber, Florian
;
Kaufmann, Daniel
-
2015
We estimate a multivariate unobserved components-stochastic
volatility
model
to explain the dynamics of a panel of six …
Persistent link: https://www.econbiz.de/10011326550
Saved in:
129
Essays on higher order approximation solution methods for DSGE models
Lan, Hong
-
2015
Persistent link: https://www.econbiz.de/10011334249
Saved in:
130
Zur Prognose des Value-at-Risk und Expected Shortfall mit zeitdiskreten Stochastic-Volatility-Modellen : empirische Ergebnisse für Finanzmarktzeitreihen
Dimitrov, Valentin S.
-
2015
Persistent link: https://www.econbiz.de/10011343772
Saved in:
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