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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~person:"Maravall Herrero, Agustín"
~subject:"Management"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Portfolio selection
Management
Zeitreihenanalyse
Theorie
41
Theory
41
Time series analysis
39
Estimation theory
23
Schätztheorie
23
Saisonale Schwankungen
11
Seasonal variations
11
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5
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5
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Estimation
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Geldmenge
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Großbritannien
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1999
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39
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Maravall Herrero, Agustín
Gil-Alaña, Luis A.
66
Koopman, Siem Jan
63
Caporale, Guglielmo Maria
56
Franses, Philip Hans
53
Härdle, Wolfgang
48
Lucas, André
47
Phillips, Peter C. B.
47
Pesaran, M. Hashem
42
Sibbertsen, Philipp
41
Kunst, Robert M.
37
McAleer, Michael
35
Lütkepohl, Helmut
33
Dijk, Herman K. van
32
Koop, Gary
32
Feng, Yuanhua
31
Platen, Eckhard
31
Teräsvirta, Timo
31
Hyndman, Rob J.
29
Marcellino, Massimiliano
29
Beran, Jan
28
Schmid, Wolfgang
28
Timmermann, Allan
28
Swanson, Norman R.
27
Uppal, Raman
26
Lux, Thomas
25
Bauwens, Luc
23
Gouriéroux, Christian
22
Sentana, Enrique
21
Campbell, John Y.
19
Hallin, Marc
19
Hassler, Uwe
19
Johansen, Søren
19
Maurer, Raimond
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Vries, Casper G. de
19
Fried, Roland
18
Harvey, Andrew C.
18
Werker, Bas J. M.
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ECONIS (ZBW)
39
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Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2007
Persistent link: https://www.econbiz.de/10003541855
Saved in:
2
An application of the TRAMO-SEATS automatic procedure : direct versus indirect adjustment
Maravall Herrero, Agustín
-
2005
Persistent link: https://www.econbiz.de/10003173081
Saved in:
3
Time aggregation and the Hodrick-Prescott filter
Maravall Herrero, Agustín
;
Río, Ana del
-
2001
Persistent link: https://www.econbiz.de/10001577413
Saved in:
4
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
5
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
6
An application of tramo-seats : model selection and out-of-sample performance ; the Swiss CPI series
Maravall Herrero, Agustín
;
Sánchez, Fernando J.
-
2000
Persistent link: https://www.econbiz.de/10001514396
Saved in:
7
Short-term and long-term trends, seasonal adjustment and the business cycle : the Hodrick-Prescott filter revisited
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001362047
Saved in:
8
Seasonal outliers in time series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393245
Saved in:
9
Estimation of the business cycle : a modified Hodrick-Prescott filter
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001393248
Saved in:
10
Short-term and long-term trends, seasonal adjustment, and the business cycle
Kaiser, Regina
;
Maravall Herrero, Agustín
-
1999
Persistent link: https://www.econbiz.de/10001415795
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