//--> //--> //-->
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
~institution:"Society for Computational Economics - SCE"
~subject:"Stochastic 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
Aggregate Trading Behaviour of...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Stochastic Volatility
volatility
10
Genetic Programming
6
Volatility
5
exchange rates
5
Learning
4
GARCH
3
Monte Carlo
3
emerging markets
3
learning
3
market efficiency
3
market microstructure
3
monetary policy
3
technical and fundamental analysis
3
Agent Based Models
2
Automatically Defined Functions
2
Behavioural Finance
2
Estimation
2
Evolution
2
Interest Rates
2
Monetary Policy
2
Option pricing
2
Real Exchange Rate
2
Self-Organizing Maps
2
Social Learning
2
Time Dependent Spectral Analysis
2
Value-at-Risk
2
aging
2
bootstrap
2
capital mobility
2
central bank intervention
2
chaos
2
exchange rate dynamics
2
exchange rate expectations
2
finance
2
financial markets
2
forecasting
2
foreign exchange markets
2
genetic algorithms
2
heterogeneous agents
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Hoeg, Esben
1
Hoyo, J. del
1
Llorente, J.-Guillermo
1
Lunde, Asger
1
Institution
All
Society for Computational Economics - SCE
Faculteit Economie en Bedrijfskunde, Universiteit Gent
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
Published in...
All
Computing in Economics and Finance 2002
1
Computing in Economics and Finance 2003
1
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural Change Testing in Stochastic
Volatility
Models
Hoyo, J. del
;
Llorente, J.-Guillermo
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537682
Saved in:
2
Wavelet
Estimation
of Integrated
Volatility
Lunde, Asger
;
Hoeg, Esben
-
Society for Computational Economics - SCE
-
2003
Persistent link: https://www.econbiz.de/10005345735
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->