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subject:"Portfolio-Management"
subject:"United States"
~person:"Gil-Alaña, Luis A."
~person:"Korn, Ralf"
~subject:"Cointegration"
~subject:"Konjunktur"
~subject:"Share price"
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Portfolio-Management
United States
Cointegration
Konjunktur
Share price
Theorie
216
Theory
216
Time series analysis
109
Zeitreihenanalyse
109
Estimation
73
Schätzung
73
Portfolio selection
52
Einheitswurzeltest
41
Unit root test
41
Kointegration
39
USA
34
Großbritannien
25
United Kingdom
25
Börsenkurs
22
Stochastischer Prozess
22
fractional integration
22
Stochastic process
21
Capital income
20
Kapitaleinkommen
20
long memory
19
Fractional integration
15
persistence
15
Efficient market hypothesis
14
Effizienzmarkthypothese
14
Option pricing theory
14
Optionspreistheorie
14
Arbeitslosigkeit
13
Business cycle
13
Unemployment
13
Persistence
11
Saisonale Schwankungen
11
Seasonal variations
11
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11
Volatilität
11
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10
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45
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English
119
German
3
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Gil-Alaña, Luis A.
Korn, Ralf
Fabozzi, Frank J.
152
Campbell, John Y.
98
Caporale, Guglielmo Maria
87
Pesaran, M. Hashem
84
Maurer, Raimond
78
Lütkepohl, Helmut
75
Caballero, Ricardo J.
73
Gertler, Mark
72
Heckman, James J.
72
Timmermann, Allan
71
Acemoglu, Daron
67
Christiano, Lawrence J.
67
Lo, Andrew W.
67
Diebold, Francis X.
66
Platen, Eckhard
65
Mankiw, Nicholas Gregory
64
Stambaugh, Robert F.
63
Engle, Robert F.
61
Hautsch, Nikolaus
61
Härdle, Wolfgang
59
Jarrow, Robert A.
58
Chiarella, Carl
57
Mitchell, Olivia S.
56
Ang, Andrew
55
Gorton, Gary
54
Allen, Franklin
53
Kehoe, Patrick J.
53
Shleifer, Andrei
53
Flaschel, Peter
52
Hall, Robert Ernest
52
Semmler, Willi
52
Bekaert, Geert
51
Fernández-Villaverde, Jesús
51
Gollier, Christian
51
Guidolin, Massimo
51
Uppal, Raman
50
Artus, Patrick
49
Beaudry, Paul
49
Stiglitz, Joseph E.
49
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Johannes Gutenberg-Universität Mainz
4
Centre for International Macroeconomics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
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Economics and finance working paper series
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
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8
Discussion papers of interdisciplinary research project 373
8
International journal of theoretical and applied finance
6
Berichte zur Stochastik und verwandten Gebieten
5
Mathematical methods of operations research
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Economic modelling
3
Empirica : journal of european economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Oxford bulletin of economics and statistics
3
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Chapman & Hall/CRC financial mathematics series
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Finance research letters
1
HWWA discussion paper
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of theoretical and applied finance : IJTAF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economics and finance
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Journal of forecasting
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OR spectrum : quantitative approaches in management
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OR-Spektrum : quantitative approaches in management
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ECONIS (ZBW)
122
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91
Optimal portfolios with defaultable securities a firm value approach
Korn, Ralf
;
Kraft, Holger
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 793-819
Persistent link: https://www.econbiz.de/10001862125
Saved in:
92
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
93
Optimal portfolios under the threat of a crash
Korn, Ralf
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10001662970
Saved in:
94
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
95
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
- In:
Economic modelling
18
(
2001
)
4
,
pp. 643-658
Persistent link: https://www.econbiz.de/10001654141
Saved in:
96
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001606213
Saved in:
97
Optionsbewertung und Portfolio-Optimierung : moderne Methoden der Finanzmathematik
Korn, Ralf
;
Korn, Elke
-
2001
-
2., verb. Aufl.
Persistent link: https://www.econbiz.de/10001609980
Saved in:
98
A fractionally integrated exponential model for UK uneomployment
Gil-Alaña, Luis A.
- In:
Journal of forecasting
20
(
2001
)
5
,
pp. 329-340
Persistent link: https://www.econbiz.de/10001611315
Saved in:
99
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
100
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
(
contributor
); …
-
2001
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001726255
Saved in:
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