//--> //--> //--> //-->
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:"USA"
type_genre:"Hochschulschrift"
~isPartOf:"Working papers"
~subject:"Time series analysis"
~type:"book"
~type_genre:"CD-ROM, DVD"
~type_genre:"Working Paper"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
USA
Time series analysis
Theorie
561
Theory
561
Estimation
55
Schätzung
55
Portfolio selection
38
Portfolio-Management
38
Forecasting model
37
Prognoseverfahren
37
Geldpolitik
35
Monetary policy
35
Volatility
31
Volatilität
31
Zeitreihenanalyse
31
Bayes-Statistik
27
Bayesian inference
27
Business cycle
26
Konjunktur
26
Einkommensverteilung
25
Income distribution
25
Allgemeines Gleichgewicht
24
General equilibrium
24
Experiment
23
Welfare analysis
23
Wohlfahrtsanalyse
23
Risk
21
Overlapping Generations
20
Overlapping generations
20
Risiko
20
United States
20
Börsenkurs
19
Share price
19
Schock
18
Shock
18
Statistical distribution
18
Statistische Verteilung
18
Finanzpolitik
17
Fiscal policy
17
Financial market
15
more ...
less ...
Online availability
All
Free
38
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Hochschulschrift
CD-ROM, DVD
Working Paper
Arbeitspapier
50
Graue Literatur
48
Non-commercial literature
48
Language
All
English
50
Author
All
Billio, Monica
6
Ślepaczuk, Robert
6
Casarin, Roberto
4
Capistrán Carmona, Carlos
2
Di Sanzo, Silvestro
2
Iacopini, Matteo
2
Otranto, Edoardo
2
Alexandrova-Kabadjova, Biliana
1
Almuzara, Martín
1
Anas, Jacques
1
Annen, Kurt
1
Aparicio Acosta, Felipe M.
1
Basso, Antonella
1
Batuo, Michael Enowbi
1
Castellanos, Sara G.
1
Cavicchioli, Maddalena
1
Chlebus, Marcin
1
Constandse, Christian
1
Contreras, Óscar F.
1
Covarrubias, Enrique
1
Delgado, Miguel A.
1
Deniz, Pinar
1
Dezhbakhsh, Hashem
1
Dijk, Herman K. van
1
Engle, Robert F.
1
Etro, Federico
1
Ferrara, Laurent
1
Fiorentini, Gabriele
1
Funari, Stefania
1
Gajda, Janusz
1
Gallo, Giampiero M.
1
García-Almanza, Alma Lilia
1
Getmansky, Mila
1
Giacomin, Alberto
1
Grassi, Stefano
1
Guégan, Dominique
1
Harding, Don
1
Hassani, Bertrand
1
Hirschberg, Joseph G.
1
Jakubowski, Paweł
1
more ...
less ...
Institution
All
Universidad Carlos III de Madrid / Departamento de Estadística y Econometría
2
Published in...
All
Working papers
Working paper / National Bureau of Economic Research, Inc.
1,422
Discussion paper / Centre for Economic Policy Research
390
Working paper
260
Discussion paper / Tinbergen Institute
226
CESifo working papers
186
Discussion paper series / IZA
183
Finance and economics discussion series
165
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
112
Europäische Hochschulschriften / 5
97
CREATES research paper
83
Discussion paper
81
Cowles Foundation discussion paper
80
Working paper / Department of Econometrics and Business Statistics, Monash University
80
SFB 649 discussion paper
74
Working paper series / European Central Bank
73
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
Discussion paper series / Harvard Institute of Economic Research
68
Staff reports / Federal Reserve Bank of New York
68
Discussion paper / Center for Economic Research, Tilburg University
64
CORE discussion paper : DP
63
Working papers / Federal Reserve Bank of Philadelphia, Research Department
63
Série des documents de travail / Centre de Recherche en Économie et Statistique
62
Working paper series
57
International finance discussion papers
55
Report / Econometric Institute, Erasmus University Rotterdam
54
IMF working paper
52
Discussion papers / CEPR
51
Discussion papers of interdisciplinary research project 373
51
Discussion papers in economics
44
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
44
Staff report / Research Department, Federal Reserve Bank of Minneapolis
44
Technical working paper / National Bureau of Economic Research
44
Working papers / The Levy Economics Institute
42
Working papers series / Federal Reserve Bank of San Francisco
39
EUI working paper / ECO
38
Econometric Institute research papers
38
CFS working paper series
37
Working papers / Penn Institute for Economic Research
37
EUI working paper
36
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
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
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->