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~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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A Markov-Chain Sampling Algori...
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ECONIS (ZBW)
908
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1
New volatility models under a Bayesian perspective : a case study
Cuervo, Edilberto Cepeda
;
Achcar, Jorge Alberto
; …
- In:
Economia aplicada : EA
18
(
2014
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10011449738
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2
Markov switching
GARCH
models for Bayesian hedging on energy futures markets
Billio, Monica
;
Casarin, Roberto
;
Osuntuyi, Anthony
- In:
Energy economics
70
(
2018
),
pp. 545-562
Persistent link: https://www.econbiz.de/10011942887
Saved in:
3
Infinite-state markov-switching for dynamic volatility
Dufays, Arnaud
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 418-460
Persistent link: https://www.econbiz.de/10011589021
Saved in:
4
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:
5
Regime changes in Bitcoin
GARCH
volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
6
How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with
GARCH
approach
Chang, Hao Wen
;
Chang, Tsangyao
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014247010
Saved in:
7
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
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8
Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano
;
Sgarra, Carlo
- In:
International journal of computational economics and …
5
(
2015
)
4
,
pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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9
On the Bayesian risk evaluation of minimum guarantees in variable annuities
Byoung Hark Yoo
;
Ko, Bangwon
;
Kwon, Hyuk-Sung
- In:
Asia-Pacific journal of risk and insurance : APJRI
10
(
2016
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10011410497
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10
Tests of investor learning models using earnings innovations and implied volatilities
Neururer, Thaddeus
;
Papadakis, George
;
Riedl, Edward J.
- In:
Review of accounting studies
21
(
2016
)
2
,
pp. 400-437
Persistent link: https://www.econbiz.de/10011488222
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