//--> //--> //--> //-->
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:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"SFB 649 discussion paper"
~isPartOf:"Working papers"
~type_genre:"Graue Literatur"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
1,214
Theory
1,214
Estimation
121
Schätzung
121
Zeitreihenanalyse
92
Forecasting model
83
Prognoseverfahren
83
Estimation theory
74
Schätztheorie
74
Volatility
69
Volatilität
69
Börsenkurs
60
Share price
60
USA
59
United States
59
Portfolio selection
57
Portfolio-Management
57
Nichtparametrisches Verfahren
55
Nonparametric statistics
55
Geldpolitik
50
Monetary policy
50
Stochastic process
46
Stochastischer Prozess
46
Experiment
41
Bayes-Statistik
40
Bayesian inference
40
Mathematical programming
40
Mathematische Optimierung
40
Statistical distribution
38
Statistische Verteilung
38
Risk
37
Business cycle
36
Konjunktur
36
Risiko
36
Risikomaß
36
Risk measure
36
Deutschland
34
Germany
34
Financial market
33
more ...
less ...
Online availability
All
Free
66
Type of publication
All
Book / Working Paper
92
Type of publication (narrower categories)
All
Aufsatz im Buch
Graue Literatur
Arbeitspapier
96
Working Paper
96
Non-commercial literature
92
Language
All
English
92
Author
All
Härdle, Wolfgang
18
Hautsch, Nikolaus
7
Okhrin, Ostap
7
Ślepaczuk, Robert
7
Franses, Philip Hans
5
Billio, Monica
4
Casarin, Roberto
4
Dijk, Herman K. van
4
Chen, Ying
3
Hoek, Henk
3
Lütkepohl, Helmut
3
Reiß, Markus
3
Vries, Casper G. de
3
Bibinger, Markus
2
Blaskowitz, Oliver
2
Iacopini, Matteo
2
Koop, Gary
2
Lucas, André
2
Malec, Peter
2
Mungo, Julius
2
Netšunajev, Aleksei
2
Okhrin, Yarema
2
Otranto, Edoardo
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
Bos, Charles S.
1
Boswijk, Herman Peter
1
Burdejová, Petra
1
Capistrán Carmona, Carlos
1
Cavicchioli, Maddalena
1
Chen, Cathy Yi-hsuan
1
Chen, Likai
1
Chen, Ray-Bing
1
Chlebus, Marcin
1
more ...
less ...
Institution
All
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
Published in...
All
Discussion paper / Tinbergen Institute / Tinbergen Institute
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
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
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
Econometric Institute research papers
17
Working paper series / European Central Bank
17
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
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
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->