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~subject:"Volatility"
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Volatility
Theorie
104
Theory
103
Estimation theory
82
Schätztheorie
82
Zeitreihenanalyse
53
Time series analysis
52
Stochastic process
48
Stochastischer Prozess
48
Bayesian inference
47
Volatilität
46
Econometrics
41
Bayes-Statistik
37
Markov chain
32
Quadratic variation
32
Markov-Kette
31
Stochastic volatility
28
ARCH model
26
ARCH-Modell
26
Markov chain Monte Carlo
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Realised variance
25
Schätzung
24
Estimation
23
State space model
22
Simulation
21
Zustandsraummodell
21
Capital income
20
Kapitaleinkommen
20
Multivariate Analyse
20
Multivariate analysis
20
Financial market
19
Finanzmarkt
19
Großbritannien
18
stochastic volatility
18
Realised volatility
17
Ökonometrie
17
CAPM
16
United Kingdom
16
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Free
27
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3
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Book / Working Paper
36
Article
19
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
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19
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17
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17
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3
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3
Aufsatzsammlung
2
Collection of articles of several authors
2
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2
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1
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1
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1
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English
50
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5
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All
Shephard, Neil G.
38
Barndorff-Nielsen, Ole E.
18
Shephard, Neil
11
Chib, Siddhartha
9
Sheppard, Kevin
8
Andersen, Torben
4
Nardari, Federico
4
Omori, Yasuhiro
4
Nakajima, Jouchi
3
Noureldin, Diaa
3
Shin, Minchul
3
Tan, Fei
3
Fiorentini, Gabriele
2
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Sentana, Enrique
2
Xiu, Dacheng
2
Asai, Manabu
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Dark, Jonathan
1
Engle, Robert F.
1
Gao, Xin
1
Graversen, Svend Erik
1
Griffin, John M.
1
Heijden, Thijs van der
1
Hoyle, Edward
1
Pakel, Cavit
1
Sentana, Gabriele Fiorentini Enrique
1
Stulz, René M.
1
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Department of Economics, Oxford University
6
Nuffield College
4
Economics Group, Nuffield College, University of Oxford
2
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
London School of Economics (LSE)
1
Oxford Financial Research Centre
1
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Economics discussion papers
9
Journal of econometrics
7
Economics Series Working Papers / Department of Economics, Oxford University
6
Department of Economics discussion paper series / University of Oxford
3
Oxford Financial Research Centre economics series
3
Advanced texts in econometrics
2
Economics Papers / Economics Group, Nuffield College, University of Oxford
2
Handbook of financial time series
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Advances in economics and econometrics ; Vol. 3
1
Computational economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
LSE Research Online Documents on Economics
1
Mathematical finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of futures markets
1
The review of financial studies
1
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ECONIS (ZBW)
46
RePEc
9
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1
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
2
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
3
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
4
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
5
Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil G.
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
6
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
7
Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2000
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001533130
Saved in:
8
The econometrics of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
9
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
10
Power variation & stochastic volatility : a review and some new results
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001759031
Saved in:
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