Structural stochastic volatility in asset pricing dynamics: Estimation and model contest

By R. Franke, Frank H. Westerhoff. 2012

238 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d3eb0eb62cf52d6fbb9cd7f99c0b65e0470736ab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Xiao Li
2. Pengfei Wang
3. Dehua Shen
4. Wei Zhang

In Finance

1. Xiao Li
2. Pengfei Wang
3. Dehua Shen
4. Wei Zhang

Citations in the corpus

• Complexity and the Economics of Climate Change: A Survey and a Look Forward (2017, unknown): “increasing (Gilli and Winker, 2003; Franke and Westerhoff, 2012; Barde, 2016; Grazzini et al., 2015; Guerini and Moneta, 2016; Lamperti, 2016; Lamperti, 2017), and the results appear promising.”
• Some stylized facts of the cryptocurrency market (2018, methodology): “This article is in line with the stylized statistical properties of agent-based and empirical researches (Franke and Westerhoff 2012, 2016; Schmitt and Westerhoff 2017a, 2017b; Westerhoff and Franke 2012) and extends the exploration for new assets.”