//--> //--> //--> //-->
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:"Volatility"
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:"student-t distribution"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Continuous distribution
95
Stetige Verteilung
95
Theorie
58
Theory
56
Statistische Verteilung
32
Statistical distribution
30
Forecasting model
27
Prognoseverfahren
27
Student-t distribution
21
Volatilität
21
Estimation
17
Schätzung
17
Risikomaß
16
Risk measure
16
ARCH model
15
ARCH-Modell
15
Capital income
15
Kapitaleinkommen
15
Bayesian inference
11
Stochastic process
11
Stochastischer Prozess
11
Bayes-Statistik
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Student t distribution
10
USA
9
United States
9
Börsenkurs
8
Share price
8
State space model
8
Stochastic volatility
8
Welt
7
World
7
Economic forecast
6
Estimation theory
6
Maximum likelihood estimation
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätztheorie
6
more ...
less ...
Online availability
All
Free
9
Undetermined
9
Type of publication
All
Article
17
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
22
Undetermined
1
Author
All
Mazur, Stepan
4
Nguyen, Hoang
4
Jondeau, Eric
2
Karlsson, Sune
2
Kiss, Tamás
2
Rockinger, Michael
2
Österholm, Pär
2
Abass, Olaide
1
Afuecheta, Emmanuel
1
Bu, Ruijun
1
Creal, Drew
1
Gilbert, Thomas
1
Hachicha, Ahmed
1
Hachicha, Fatma
1
Hou, Yang
1
Hrdlicka, Christopher
1
Ikeda, Masayuki
1
Jawadi, Fredj
1
Kalodimos, Jonathan
1
Ke, Rui
1
Koopman, Siem Jan
1
Kumar, Dilip
1
Lengua Lafosse, Patricia
1
Li, Steven
1
Li, Yuyi
1
Lucas, André
1
Lyu, Yongjian
1
Maheswaran, Srinivasan
1
Masmoudi, Afif
1
Mazur, Błażej
1
Morimoto, Takayuki
1
Nadarajah, Saralees
1
Nkemnole, Bridget
1
Nugroho, Didit B.
1
Nzeribe, Geraldine E.
1
Okorie, Idika E.
1
Panas, Epaminodas
1
Pipień, Mateusz
1
Rodriguez, Gabriel
1
Siegel, Stephan
1
more ...
less ...
Institution
All
Swiss Finance Institute
1
Published in...
All
Working paper
2
Applied economics
1
Asia-Pacific financial markets
1
Computational economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Economics, management and financial markets
1
Energy economics
1
FAME Research Paper Series
1
International review of economics & finance : IREF
1
Journal of economic and financial sciences : JEF
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Quantitative finance and economics
1
Review of asset pricing studies
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Swiss Finance Institute Research Paper Series
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
RePEc
2
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Estimation of geometric Brownian motion model with a t-distribution-based particle filter
Nkemnole, Bridget
;
Abass, Olaide
- In:
Journal of economic and financial sciences : JEF
12
(
2019
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012018946
Saved in:
4
Volatility estimation using a rational GARCH model
Takaishi, Tetsuya
- In:
Quantitative finance and economics
2
(
2018
)
1
,
pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
Saved in:
5
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012604814
Saved in:
6
Modelling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian disturbances
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
-
2021
Persistent link: https://www.econbiz.de/10012605022
Saved in:
7
Vector autoregression models with skewness and heavy tails
Karlsson, Sune
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014478164
Saved in:
8
Volatility modeling of the JSE all share index and risk estimation using the Bayesian and frequentist approaches
Sigauke, Casto
- In:
Economics, management and financial markets
11
(
2016
)
4
,
pp. 33-48
Persistent link: https://www.econbiz.de/10011868092
Saved in:
9
Incorporating realized quarticity into a realized stochastic volatility model
Nugroho, Didit B.
;
Morimoto, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 495-528
Persistent link: https://www.econbiz.de/10012309817
Saved in:
10
An empirical comparison of transformed diffusion models for VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 116-127
Persistent link: https://www.econbiz.de/10011745478
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->