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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working papers"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Theory"
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Subject
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Time series analysis
Theorie
952
Theory
952
Estimation
131
Schätzung
131
Zeitreihenanalyse
90
Forecasting model
82
Prognoseverfahren
82
Volatility
66
Volatilität
66
Estimation theory
63
Schätztheorie
63
Börsenkurs
58
Share price
58
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Portfolio selection
55
Portfolio-Management
55
USA
55
United States
55
Geldpolitik
49
Monetary policy
49
Deutschland
48
Germany
48
Stochastic process
47
Stochastischer Prozess
47
Statistical distribution
44
Statistische Verteilung
44
Bayes-Statistik
40
Bayesian inference
40
Risikomaß
36
Risk measure
36
Business cycle
34
Konjunktur
34
Risk
34
Risiko
33
Regression analysis
32
Regressionsanalyse
32
Experiment
30
Financial market
30
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Online availability
All
Free
66
Type of publication
All
Book / Working Paper
90
Type of publication (narrower categories)
All
Aufsatz im Buch
Graue Literatur
Arbeitspapier
94
Working Paper
94
Non-commercial literature
90
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
86
German
4
Author
All
Härdle, Wolfgang
18
Hautsch, Nikolaus
7
Okhrin, Ostap
7
Ślepaczuk, Robert
7
Lütkepohl, Helmut
5
Mittnik, Stefan
5
Billio, Monica
4
Casarin, Roberto
4
Paolella, Marc S.
4
Račev, Svetlozar T.
4
Chen, Ying
3
Kurz-Kim, Jeong-Ryeol
3
Rachev, Svetlozar T.
3
Reiß, Markus
3
Bibinger, Markus
2
Blaskowitz, Oliver
2
Hansen, Gerd
2
Iacopini, Matteo
2
Kim, Jeong-Ryeol
2
Malec, Peter
2
Mohr, Walter
2
Mungo, Julius
2
Netšunajev, Aleksei
2
Okhrin, Yarema
2
Otranto, Edoardo
2
Rudl, Jan
2
Schneider, Wolfgang
2
Song, Song
2
Spokojnyj, Vladimir G.
2
Almuzara, Martín
1
Anas, Jacques
1
Aparicio Acosta, Felipe M.
1
Bauwens, Luc
1
Bickel, Peter J.
1
Borak, Szymon
1
Burdejová, Petra
1
Capistrán Carmona, Carlos
1
Cavicchioli, Maddalena
1
Chen, Cathy Yi-hsuan
1
Chen, Likai
1
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Institution
All
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
Published in...
All
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
SFB 649 discussion paper
Working papers
Discussion paper / Tinbergen Institute
156
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
96
Working paper / Department of Econometrics and Business Statistics, Monash University
78
CREATES research paper
70
Working paper
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
49
Cowles Foundation discussion paper
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Centre for Economic Policy Research
37
Discussion paper / Center for Economic Research, Tilburg University
35
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
CAMA working paper series
32
Documentos de trabajo / Banco de España, Servicio de Estudios
27
Working paper series
27
CORE discussion paper : DP
26
Cambridge working papers in economics
26
Discussion paper
25
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
Report / Econometric Institute, Erasmus University Rotterdam
22
Economics working paper
21
IHS economics series : working paper
21
SSE EFI working paper series in economics and finance
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
CoFE discussion papers
18
Discussion papers in economics
18
Economics discussion papers
18
Umeå economic studies
18
Econometric Institute research papers
17
Working paper series / European Central Bank
17
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Source
All
ECONIS (ZBW)
90
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1
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90
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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
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:
3
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:
4
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:
5
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
6
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
7
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:
8
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:
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
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
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