//--> //--> //--> //-->
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:"Stochastic process"
subject:"Time series analysis"
~isPartOf:"Working papers"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Time series analysis
Theorie
590
Theory
590
Estimation
57
Schätzung
57
Portfolio selection
38
Portfolio-Management
38
Forecasting model
37
Prognoseverfahren
37
Geldpolitik
36
Monetary policy
36
Volatility
31
Volatilität
31
Zeitreihenanalyse
31
Bayes-Statistik
27
Bayesian inference
27
Einkommensverteilung
27
Income distribution
27
Business cycle
26
Konjunktur
26
Allgemeines Gleichgewicht
25
General equilibrium
25
Welfare analysis
24
Wohlfahrtsanalyse
24
Experiment
23
USA
23
United States
22
Börsenkurs
21
Risk
21
Share price
21
Overlapping Generations
20
Overlapping generations
20
Risiko
20
Statistical distribution
19
Statistische Verteilung
19
Schock
18
Shock
18
Finanzpolitik
17
Fiscal policy
17
Financial market
16
more ...
less ...
Online availability
All
Free
31
Type of publication
All
Book / Working Paper
40
Type of publication (narrower categories)
All
Arbeitspapier
40
Working Paper
40
Graue Literatur
37
Non-commercial literature
37
Language
All
English
40
Author
All
Billio, Monica
6
Casarin, Roberto
6
Ślepaczuk, Robert
6
Barro, Diana
2
Canestrelli, Elio
2
Di Sanzo, Silvestro
2
Iacopini, Matteo
2
Otranto, Edoardo
2
Sartore, Domenico
2
Almuzara, Martín
1
Anas, Jacques
1
Aparicio Acosta, Felipe M.
1
Belianska, Anna
1
Capistrán Carmona, Carlos
1
Cavicchioli, Maddalena
1
Chlebus, Marcin
1
Constandse, Christian
1
Delgado, Miguel A.
1
Dezhbakhsh, Hashem
1
Dijk, Herman K. van
1
Eyquem, Aurélien
1
Ferrara, Laurent
1
Fiorentini, Gabriele
1
Gajda, Janusz
1
Gallo, Giampiero M.
1
Grassi, Stefano
1
Guégan, Dominique
1
Harding, Don
1
Hassani, Bertrand
1
Jakubowski, Paweł
1
Juárez-Torres, Miriam
1
Kaiser, Regina
1
Kaufmann, Sylvia
1
Kijewskia, Mateusz
1
Kocięcki, Andrzej
1
Korobilis, Dimitris
1
Lanza, Fabio
1
Levy, Daniel C.
1
Li, Kehan
1
Lis, Szymon
1
more ...
less ...
Institution
All
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
Published in...
All
Working papers
European journal of operational research : EJOR
496
Journal of econometrics
393
International journal of forecasting
326
Economics letters
311
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Journal of forecasting
230
Econometric theory
214
Discussion paper / Tinbergen Institute
210
Insurance / Mathematics & economics
171
Econometric reviews
170
Computers & operations research : and their applications to problems of world concern ; an international journal
153
International journal of production research
147
Economic modelling
145
Finance and stochastics
134
Journal of economic dynamics & control
133
International journal of theoretical and applied finance
123
Operations research
123
Applied economics
115
Computational economics
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Operations research letters
104
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
103
CREATES research paper
101
Working paper
101
Journal of applied econometrics
97
International journal of production economics
93
Working paper / Department of Econometrics and Business Statistics, Monash University
93
NBER Working Paper
91
Working paper / National Bureau of Economic Research, Inc.
91
Risks : open access journal
90
Discussion papers of interdisciplinary research project 373
84
Energy economics
84
Mathematics of operations research
84
NBER working paper series
84
Applied economics letters
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
82
SFB 649 discussion paper
79
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
Saved in:
2
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
3
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
4
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
5
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
6
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
7
Interpolation and shock persistence of prewar U.S. macroeconomic time series : a reconsideration
Dezhbakhsh, Hashem
;
Levy, Daniel C.
-
2022
-
Last revision: February 9, 2022
Persistent link: https://www.econbiz.de/10013164224
Saved in:
8
Subjective expectations and uncertainty
Kocięcki, Andrzej
;
Łyziak, Tomasz
;
Stanisławska, Ewa
-
2022
Persistent link: https://www.econbiz.de/10013188035
Saved in:
9
Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS
Scaffidi Domianello, Luca
;
Gallo, Giampiero M.
; …
-
2022
-
Prima edizione
Persistent link: https://www.econbiz.de/10014261237
Saved in:
10
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->