//--> //--> //--> //-->
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:"International finance discussion papers"
~isPartOf:"Working papers"
~type_genre:"Arbeitspapier"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
935
Theory
935
Geldpolitik
113
Monetary policy
113
Estimation
92
Schätzung
92
USA
71
United States
71
Forecasting model
53
Prognoseverfahren
53
Volatility
49
Volatilität
49
Portfolio selection
47
Portfolio-Management
47
Schock
43
Shock
43
Wechselkurs
43
Exchange rate
42
Business cycle
41
Konjunktur
41
Risk
37
Welt
37
World
37
Risiko
36
Zeitreihenanalyse
36
Finanzpolitik
35
Fiscal policy
35
Allgemeines Gleichgewicht
34
General equilibrium
34
Börsenkurs
32
Inflation
32
Share price
32
Bayes-Statistik
31
Bayesian inference
31
Welfare analysis
30
Wohlfahrtsanalyse
30
Financial crisis
29
Finanzkrise
29
Einkommensverteilung
27
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
36
Type of publication (narrower categories)
All
Aufsatz im Buch
Arbeitspapier
Working Paper
36
Graue Literatur
33
Non-commercial literature
33
Language
All
English
36
Author
All
Ślepaczuk, Robert
6
Billio, Monica
5
Casarin, Roberto
4
Di Sanzo, Silvestro
2
Iacopini, Matteo
2
Otranto, Edoardo
2
Almuzara, Martín
1
Anas, Jacques
1
Aparicio Acosta, Felipe M.
1
Aruoba, S. Borağan
1
Boyer, Brian H.
1
Capistrán Carmona, Carlos
1
Cavicchioli, Maddalena
1
Chlebus, Marcin
1
Constandse, Christian
1
Cuba-Borda, Pablo
1
Delgado, Miguel A.
1
Dezhbakhsh, Hashem
1
Dijk, Herman K. van
1
Ericsson, Neil R.
1
Ferrara, Laurent
1
Fiorentini, Gabriele
1
Gajda, Janusz
1
Gallo, Giampiero M.
1
Gibson, Michael S.
1
Grassi, Stefano
1
Guégan, Dominique
1
Harding, Don
1
Hassani, Bertrand
1
Higa-Flores, Kenji
1
Jakubowski, Paweł
1
Kaiser, Regina
1
Kaufmann, Sylvia
1
Kijewskia, Mateusz
1
Korobilis, Dimitris
1
Levy, Daniel C.
1
Li, Kehan
1
Lis, Szymon
1
Lo Duca, Marco
1
Loretan, Mico
1
more ...
less ...
Institution
All
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
Federal Reserve System / Board of Governors
1
Published in...
All
International finance discussion papers
Working papers
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
79
CREATES research paper
70
Working paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
55
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Cowles Foundation discussion paper
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Discussion paper / Centre for Economic Policy Research
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
Report / Econometric Institute, Erasmus University Rotterdam
33
Documentos de trabajo / Banco de España, Servicio de Estudios
29
EUI working paper / ECO
29
Econometric Institute research papers
29
CORE discussion paper : DP
27
Working paper series
27
Discussion paper
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
ECARES working paper
23
Economics working paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
Discussion papers / CEPR
21
IHS economics series : working paper
21
Technical working paper / National Bureau of Economic Research
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Discussion papers in economics
19
Cambridge working papers in economics
18
CoFE discussion papers
18
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
17
Economics and finance working paper series
17
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
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
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:
9
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->