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subject:"Zeitreihenanalyse"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Econometrisch Instituut <Rotterdam>"
~subject:"Algorithmus"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Inventory model"
~subject:"Kointegration"
~subject:"Markov chain"
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Zeitreihenanalyse
Algorithmus
Börsenkurs
CAPM
Inventory model
Kointegration
Markov chain
Theorie
218
Theory
218
Stochastic process
17
Stochastischer Prozess
17
Time series analysis
17
Option pricing theory
15
Optionspreistheorie
15
Estimation
14
Mathematical programming
14
Mathematische Optimierung
14
Schätzung
14
Lagerhaltungsmodell
13
Yield curve
12
Zinsstruktur
12
USA
11
United States
11
Lagermanagement
10
Statistical test
10
Statistischer Test
10
Warehouse management
10
ARCH model
9
ARCH-Modell
9
Game theory
9
Spieltheorie
9
Volatility
9
Volatilität
9
Bayes-Statistik
8
Bayesian inference
8
Cointegration
8
Estimation theory
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Schätztheorie
8
Auction theory
7
Auktionstheorie
7
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Online availability
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Free
21
Type of publication
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Book / Working Paper
56
Type of publication (narrower categories)
All
Arbeitspapier
56
Working Paper
56
Graue Literatur
33
Non-commercial literature
33
Systematic review
1
Übersichtsarbeit
1
Language
All
English
56
Author
All
Franses, Philip Hans
5
Dekker, Rommert
4
Dijk, Herman K. van
4
Bázsa, Emöke
3
Heuvel, Wilco van den
3
Iseger, Peter den
3
Lau, Sau-Him Paul
3
Paap, Richard
3
Porras, Eric
3
Wagelmans, Albert P. M.
3
Christiansen, Charlotte
2
Dijk, Dick van
2
Engsted, Tom
2
Garvey, Gerald
2
Grant, Simon
2
King, Stephen P.
2
Laan, Erwin A. van der
2
Mikkelsen, Peter
2
Oest, Rutger van
2
Teunter, Ruud H.
2
Bartholdy, Jan
1
Bauwens, Luc
1
Bayındır, Z. P.
1
Bayındır, Z. Pelin
1
Bechmann, Ken L.
1
Berkelaar, Arjan B.
1
Bi̇rbi̇l, Ş. İlker
1
Bos, Charles S.
1
Breusch, Trevor S.
1
Brito, Marisa P. de
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Fok, Dennis
1
Frenk, Johannes G.
1
Groenen, Patrick J. F.
1
Hansen, Niels Richard
1
Hartley, Peter Reginald
1
Harvey, Andrew C.
1
Heaney, Richard A.
1
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Institution
All
Australian National University / Faculty of Economics and Commerce
Centre for Analytical Finance <Århus>
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
486
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
76
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
46
Erasmus Research Institute of Management
12
Umeå universitet
12
Birkbeck College / Department of Economics
11
Center for Economic Research <Tilburg>
10
Rodney L. White Center for Financial Research
10
Deutsche Forschungsgemeinschaft
9
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Federal Reserve Bank of St. Louis
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Institut für Höhere Studien
8
Springer Fachmedien Wiesbaden
8
University of Strathclyde / Department of Economics
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Centre for Economic Policy Research
7
Chambre de commerce et d'industrie de Paris
7
Christian-Albrechts-Universität zu Kiel
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Københavns Universitet / Økonomisk Institut
7
London School of Economics and Political Science
7
Svenska Handelshögskolan <Helsinki>
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Cambridge / Department of Applied Economics
7
University of Chicago / Center for Research in Security Prices
7
University of Exeter / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
6
European University Institute / Department of Law
6
Federal Reserve System / Division of Research and Statistics
6
Institute of Finance and Accounting <London>
6
Instituto Valenciano de Investigaciones Económicas
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
University of British Columbia / Finance Division
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
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Published in...
All
Econometric Institute research papers
27
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Working papers in economics and econometrics
9
Source
All
ECONIS (ZBW)
56
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1
A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
Fok, Dennis
;
Horváth, Csilla
;
Paap, Richard
;
Franses, …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186139
Saved in:
2
A deterministic inventory/production model with gerneral inventory cost rate function and concave production costs
Bayındır, Z. P.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186279
Saved in:
3
On the efficiency of optimal algorithms for the joint replenishment problem : a comparative study
Porras, Eric
(
contributor
);
Dekker, Rommert
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002186425
Saved in:
4
On the econometrics of the Koyck model
Franses, Philip Hans
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953723
Saved in:
5
Determination of recovery effort for a probabilistic recovery system under various inventory control policies
Bayındır, Z. Pelin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953781
Saved in:
6
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
(
contributor
);
Paap, Richard
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783481
Saved in:
7
Selecting a nonlinear time series model using weighted tests of equal forecast accuracy
Dijk, Dick van
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783554
Saved in:
8
A sequential approach to testing seasonal unit roots in high frequency data
Rodrigues, Paulo M. M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783901
Saved in:
9
Forecasting industrial production with linear, nonlinear, and structural change models
Siliverstovs, Boriss
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783904
Saved in:
10
A polynominal time algorithm for a deterministic joint pricing and inventory model
Heuvel, Wilco van den
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784042
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