//--> //--> //-->
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
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of mathematical finance"
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_exact:"Stochastic volatility model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic volatility
4
Stochastische Volatilität
4
Theorie
4
Theory
4
Stochastic Volatility Model
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
CAPM
2
Forecasting model
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
1950-2013
1
Aktienmarkt
1
Algorithm
1
Algorithmus
1
Bates Model
1
Bayes-Statistik
1
Bayesian inference
1
Black-Scholes Model
1
Black-Scholes model
1
Black-Scholes-Modell
1
Constant Elasticity of Variance Model
1
Contingent Claim
1
Double Exponential Jump-Diffusion Model
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Economic forecast
1
Economic growth
1
Estimation
1
Estimation theory
1
European Option
1
Fast Fourier Transform Method
1
Fast Hilbert Transform Method
1
Finanzmathematik
1
Growth theory
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Book / Working Paper
4
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
7
Author
All
Aastveit, Knut Are
1
Andreou, Elena
1
Assaf, Ata
1
Carriero, Andrea
1
Clark, Todd E.
1
Den Haan, Wouter J.
1
Fadugba, Sunday Emmanuel
1
Gargano, Antonio
1
Kobielarz, Michal L.
1
Marcellino, Massimiliano
1
Nwozo, Chuma Raphael
1
Rendahl, Pontus
1
Timmermann, Allan
1
Tsumurai, Shota
1
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Journal of mathematical finance
International journal of theoretical and applied finance
14
The journal of futures markets
11
Discussion paper / Tinbergen Institute
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
Department of Economics working paper
6
Econometric Institute research papers
6
Tinbergen Institute Discussion Papers
6
Journal of econometrics
5
International journal of financial engineering
4
Discussion Paper
3
Economics Papers from University Paris Dauphine
3
Federal Reserve Bank of Cleveland working paper series
3
Journal of risk
3
Tinbergen Institute Discussion Paper
3
Working paper
3
Applied Econometrics
2
CESifo working papers
2
CORE discussion papers : DP
2
Cahiers du Département d'Econométrie
2
Economic modelling
2
Energy economics
2
European Journal of Operational Research
2
Finance and Stochastics
2
Financial Innovation
2
Financial innovation : FIN
2
Interest rate modelling after the financial crisis
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Risk and Financial Management
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of risk and financial management : JRFM
2
MPRA Paper
2
NBER working paper series
2
Physica A: Statistical Mechanics and its Applications
2
Quantitative finance
2
Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva
2
Review of Derivatives Research
2
SFB 373 Discussion Paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Malliavin differentiability of CEV-type Heston model
Tsumurai, Shota
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 173-199
Persistent link: https://www.econbiz.de/10012545592
Saved in:
2
The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
Saved in:
3
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011521697
Saved in:
4
Forecasting macroeconomic variables under model instability
Gargano, Antonio
;
Timmermann, Allan
-
2016
Persistent link: https://www.econbiz.de/10011521711
Saved in:
5
Have standard VARs remained stable since the crisis?
Aastveit, Knut Are
;
Carriero, Andrea
;
Clark, Todd E.
; …
-
2016
Persistent link: https://www.econbiz.de/10011571317
Saved in:
6
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
7
Exact present solution with consistent future approximation : a gridless algorithm to solve stochastic dynamics models
Den Haan, Wouter J.
;
Kobielarz, Michal L.
;
Rendahl, Pontus
-
2015
Persistent link: https://www.econbiz.de/10011442792
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->