STW Thesaurus for Economics

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V Economics > V.05 Money and financial markets > V.05.04 Financial markets > V.05.04.01 Financial economics > Stochastic volatility

... > V.05 Money and financial markets > V.05.04 Financial markets > V.05.04.01 Financial economics > Volatility > Stochastic volatility

... > V.01.02 Economic methodology > V.01.02.02 Econometrics > Time series analysis > Volatility > Stochastic volatility

... > Statistical method > Longitudinal analysis > Time series analysis > Volatility > Stochastic volatility

... > Statistical method > Longitudinal analysis > Time series analysis > Volatility > Stochastic volatility

... > Statistical method > Longitudinal analysis > Time series analysis > Volatility > Stochastic volatility

... > N.09.02.03 Statistical data analysis > Longitudinal analysis > Time series analysis > Volatility > Stochastic volatility

... > N.09.02 Statistics > N.09.02.08 Time series analysis > Time series analysis > Volatility > Stochastic volatility

... > N.09 Mathematical and statistical methods > N.09.02 Statistics > N.09.02.08 Time series analysis > Volatility > Stochastic volatility

N Related subject areas > N.09 Mathematical and statistical methods > N.09.02 Statistics > N.09.02.05 Probability theory > Stochastic volatility

TÉRMINO PREFERIDO

Stochastic volatility

TIPO

Descriptor

CONCEPTO GENÉRICO

ETIQUETA ALTERNATIVA

Heston model
SABR model
Stochastic volatility model

EN OTRAS LENGUAS

Stochastische Volatilität

German

URI

http://zbw.eu/stw/descriptor/29885-3

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