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subject:"Welt"
type_genre:"Sammlung"
~person:"Schmid, Wolfgang"
~subject:"Economic growth"
~subject:"Estimation theory"
~subject:"Time series analysis"
~type_genre:"Multi-volume publication"
~type_genre:"Working Paper"
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Subject
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Welt
Economic growth
Estimation theory
Time series analysis
Theorie
42
Theory
42
Zeitreihenanalyse
20
Statistical quality control
17
Statistische Qualitätskontrolle
17
Multivariate Analyse
12
Multivariate analysis
12
Portfolio selection
10
Portfolio-Management
10
Analysis of variance
9
Kontrollkarte
9
Kontrollkarten
9
Schätztheorie
9
Varianzanalyse
9
Financial analysis
7
Finanzanalyse
7
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
EWMA
4
Financial market
4
Finanzmarkt
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Capital income
3
Deutschland
3
Germany
3
Kapitaleinkommen
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
Yield curve
3
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Type of publication
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Book / Working Paper
29
Type of publication (narrower categories)
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Sammlung
Multi-volume publication
Working Paper
Arbeitspapier
29
Graue Literatur
29
Non-commercial literature
29
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
27
German
2
Author
All
Schmid, Wolfgang
Härdle, Wolfgang
89
Franses, Philip Hans
82
Pesaran, M. Hashem
71
Koopman, Siem Jan
70
Gil-Alaña, Luis A.
62
Phillips, Peter C. B.
62
Caporale, Guglielmo Maria
57
McAleer, Michael
48
Dijk, Herman K. van
45
Lucas, André
42
Maravall Herrero, Agustín
42
Sibbertsen, Philipp
41
Feng, Yuanhua
40
Lütkepohl, Helmut
40
Swanson, Norman R.
40
Koop, Gary
37
Marcellino, Massimiliano
37
Kilian, Lutz
35
Teräsvirta, Timo
32
Beran, Jan
31
Gouriéroux, Christian
31
Hyndman, Rob J.
31
Kunst, Robert M.
31
Hallin, Marc
29
Bauwens, Luc
28
Dijk, Dick van
27
Robinson, Peter M.
27
Timmermann, Allan
26
Breitung, Jörg
25
Galor, Oded
23
Hassler, Uwe
23
Imbens, Guido
23
Lux, Thomas
23
Dette, Holger
22
Heckman, James J.
22
Johansen, Søren
22
Acemoglu, Daron
21
Bretschger, Lucas
21
Fiorentini, Gabriele
21
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Institution
All
Centre for Analytical Finance <Århus>
1
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
15
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
13
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Source
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ECONIS (ZBW)
29
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1
Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10003800378
Saved in:
2
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800387
Saved in:
3
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
4
On the structure and estimation of hierarchical archimedian copulas
Okhrin, Ostap
;
Okhrin, Yarema
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800392
Saved in:
5
Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800413
Saved in:
6
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
7
Estimation of optimal portfolio weights
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003697373
Saved in:
8
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
Saved in:
9
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635784
Saved in:
10
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
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