//--> //--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Hassler, Uwe"
~person:"Härdle, Wolfgang"
~subject:"Cointegration"
~subject:"Faktorenanalyse"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Cointegration
Faktorenanalyse
Stochastischer Prozess
Theorie
75
Theory
75
Time series analysis
29
Estimation theory
16
Schätztheorie
16
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
Regression analysis
9
Regressionsanalyse
9
Risikomaß
9
Risk measure
9
Forecasting model
7
Kointegration
7
Portfolio selection
7
Portfolio-Management
7
Prognoseverfahren
7
Statistical distribution
6
Statistische Verteilung
6
USA
6
United States
6
Factor analysis
5
Business network
4
Deutschland
4
Exchange rate
4
Germany
4
Multivariate Verteilung
4
Multivariate distribution
4
Risikomanagement
4
Risk management
4
Systemic risk
4
Systemrisiko
4
Unternehmensnetzwerk
4
Wechselkurs
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
85
Working Paper
85
Graue Literatur
80
Non-commercial literature
80
Aufsatz in Zeitschrift
36
Lehrbuch
14
Textbook
13
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
3
Hochschulschrift
3
Sammelwerk
3
Thesis
3
Bibliografie enthalten
2
Bibliography included
2
Aufsatzsammlung
1
Collection of articles written by one author
1
Einführung
1
Elektronischer Datenträger
1
Sammlung
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
35
German
1
French
1
Author
All
Hassler, Uwe
Härdle, Wolfgang
Phillips, Peter C. B.
76
Franses, Philip Hans
56
Gil-Alaña, Luis A.
55
Lütkepohl, Helmut
40
Taylor, Robert
37
Escudero, Laureano F.
35
Koopman, Siem Jan
31
Leybourne, Stephen James
31
McAleer, Michael
30
Gupta, Rangan
29
Koop, Gary
29
Perron, Pierre
29
Saikkonen, Pentti
29
Caporale, Guglielmo Maria
28
Granger, C. W. J.
27
Timmermann, Allan
27
Ghysels, Eric
25
Pesaran, M. Hashem
25
Harvey, Andrew C.
24
Johansen, Søren
24
Gendreau, Michel
23
Hecq, Alain W. J.
23
Hendry, David F.
23
Marcellino, Massimiliano
23
Yu, Jun
23
Swanson, Norman R.
22
Hong, Yongmiao
21
Kapetanios, George
21
Park, Joon Y.
21
Bai, Jushan
20
Herwartz, Helmut
20
Mills, Terence C.
20
Newbold, Paul
20
Ng, Serena
20
Breitung, Jörg
19
Chan, Joshua
19
Engle, Robert F.
19
Fabozzi, Frank J.
19
Hyndman, Rob J.
19
more ...
less ...
Published in...
All
Economics letters
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of econometrics
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Econometric theory
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Progress in economics research
2
Digital finance : smart data analytics, investment innovation, and financial technology
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
Oxford bulletin of economics and statistics
1
Quantitative finance
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Statistical papers
1
The European journal of finance
1
The econometrics journal
1
The journal of asset management
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
Forex exchange rate forecasting using deep recurrent neural networks
Dautel, Alexander Jakob
;
Härdle, Wolfgang
;
Lessmann, Stefan
- In:
Digital finance : smart data analytics, investment …
2
(
2020
)
1/2
,
pp. 69-96
Persistent link: https://www.econbiz.de/10012284950
Saved in:
3
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Chen, Ying
;
Chua, Wee Song
;
Härdle, Wolfgang
- In:
Quantitative finance
19
(
2019
)
9
,
pp. 1473-1489
Persistent link: https://www.econbiz.de/10012194799
Saved in:
4
Tail Event Driven ASset allocation: evidence from equity and mutual funds' markets
Härdle, Wolfgang
;
Lee, David Kuo Chuen
;
Nasekin, Sergey
; …
- In:
The journal of asset management
19
(
2018
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10011847640
Saved in:
5
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
6
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
Saved in:
7
An application of principal component analysis on multivariate time-stationary spatio-temporal data
Stahlschmidt, Stephan
;
Härdle, Wolfgang
;
Thome, Helmut
- In:
Spatial economic analysis : the journal of the Regional …
10
(
2015
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10011312235
Saved in:
8
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
9
Persistence under temporal aggregation and differencing
Hassler, Uwe
- In:
Economics letters
124
(
2014
)
2
,
pp. 318-322
Persistent link: https://www.econbiz.de/10010494135
Saved in:
10
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->