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subject:"Time series analysis"
~person:"Beaumont, Adrian"
~person:"Härdle, Wolfgang"
~person:"Martin, Gael M."
~subject:"Dynamic price and volatility jumps"
~subject:"Financial crisis"
~subject:"Prognoseverfahren"
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Time series analysis
Dynamic price and volatility jumps
Financial crisis
Prognoseverfahren
Theorie
330
Theory
330
Zeitreihenanalyse
84
Estimation theory
69
Schätztheorie
69
Nichtparametrisches Verfahren
68
Nonparametric statistics
68
Forecasting model
58
Estimation
55
Schätzung
55
Volatility
50
Volatilität
50
Regression analysis
41
Regressionsanalyse
41
Börsenkurs
33
Deutschland
33
Germany
33
Share price
33
Statistical distribution
31
Statistische Verteilung
31
Risikomaß
30
Risk measure
30
Option pricing theory
29
Optionspreistheorie
29
Stochastic process
24
Stochastischer Prozess
24
Portfolio selection
22
Portfolio-Management
22
Financial market
20
Finanzmarkt
20
USA
20
United States
20
Statistical theory
19
Statistische Methodenlehre
19
State space model
17
Zustandsraummodell
17
Bayes-Statistik
16
Bayesian inference
16
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Free
75
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13
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106
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28
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92
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92
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88
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88
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24
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11
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11
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4
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2
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1
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1
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English
131
German
3
French
1
Author
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Beaumont, Adrian
Härdle, Wolfgang
Martin, Gael M.
Franses, Philip Hans
184
Diebold, Francis X.
142
Phillips, Peter C. B.
134
Koopman, Siem Jan
131
Gil-Alaña, Luis A.
106
Timmermann, Allan
101
Caporale, Guglielmo Maria
95
Pesaran, M. Hashem
91
Marcellino, Massimiliano
88
Clark, Todd E.
86
Swanson, Norman R.
85
Lütkepohl, Helmut
81
Clements, Michael P.
80
Granger, C. W. J.
80
Koop, Gary
79
Hendry, David F.
72
Caballero, Ricardo J.
71
McAleer, Michael
69
Teräsvirta, Timo
68
Dijk, Herman K. van
66
Kilian, Lutz
64
Schorfheide, Frank
64
Gupta, Rangan
63
Hyndman, Rob J.
63
Krishnamurthy, Arvind
62
Ravazzolo, Francesco
62
Ghysels, Eric
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Sibbertsen, Philipp
55
Lucas, André
54
Kunst, Robert M.
53
McCracken, Michael W.
53
Stock, James H.
53
Engle, Robert F.
52
Lux, Thomas
52
Bollerslev, Tim
51
Watson, Mark W.
49
Dijk, Dick van
48
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
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SFB 649 discussion paper
39
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
8
Universitext
7
International journal of forecasting
6
CORE discussion paper : DP
3
Journal of econometrics
3
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Applied quantitative finance
1
CFS working paper series
1
Contributions to statistics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Deutsche Bundesbank
1
Discussion papers / Department of Economics, University of Albany, State University of New York
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
IRTG 1792 discussion paper
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Measuring risk in complex stochastic systems
1
Nonparametric dynamic modelling
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
Quantitative finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
1
Spatial economic analysis : the journal of the Regional Studies Association
1
Springer eBook Collection / Mathematics and Statistics
1
Springer series in statistics
1
SpringerLink / Bücher
1
Statistik und ihre Anwendungen
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The European journal of finance
1
The econometrics journal
1
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ECONIS (ZBW)
134
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
3
Bayesian forecasting in the 21st century : a modern review
Martin, Gael M.
;
Frazier, David T.
;
Loiza-Maya, Ruben
; …
-
2023
Persistent link: https://www.econbiz.de/10014315412
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
The impact of sampling variability on estimated combinations of distributional forecasts
Zischke, Ryan
;
Martin, Gael M.
;
Frazier, David T.
; …
-
2022
Persistent link: https://www.econbiz.de/10013494329
Saved in:
6
FRM Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
-
2021
Persistent link: https://www.econbiz.de/10012500180
Saved in:
7
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
8
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
9
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 384-406
Persistent link: https://www.econbiz.de/10013347814
Saved in:
10
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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