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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~person:"Schmid, Wolfgang"
~subject:"Deutschland"
~subject:"Germany"
~subject:"Zeitreihenanalyse"
~type_genre:"Conference paper"
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Deutschland
Germany
Zeitreihenanalyse
Theorie
42
Theory
42
Time series analysis
20
Statistical quality control
17
Statistische Qualitätskontrolle
17
Multivariate Analyse
12
Multivariate analysis
12
Portfolio selection
10
Portfolio-Management
10
Analysis of variance
9
Estimation theory
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
Kapitaleinkommen
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
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3
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Book / Working Paper
21
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Arbeitspapier
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Conference paper
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Article in journal
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English
19
German
2
Author
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Schmid, Wolfgang
Koopman, Siem Jan
64
Franses, Philip Hans
63
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
58
Härdle, Wolfgang
58
Phillips, Peter C. B.
49
Pesaran, M. Hashem
43
Maravall Herrero, Agustín
41
Sibbertsen, Philipp
41
Dijk, Herman K. van
39
Lütkepohl, Helmut
39
Feng, Yuanhua
35
Kunst, Robert M.
33
McAleer, Michael
33
Teräsvirta, Timo
33
Koop, Gary
32
Lucas, André
32
Marcellino, Massimiliano
31
Hallin, Marc
29
Hyndman, Rob J.
29
Albach, Horst
28
Bauer, Hans H.
28
Bauwens, Luc
28
Beran, Jan
28
Hautsch, Nikolaus
27
Swanson, Norman R.
27
Bruhn, Manfred
26
Lux, Thomas
25
Dustmann, Christian
24
Hassler, Uwe
22
Kaiser, Ulrich
21
Robinson, Peter M.
21
Dijk, Dick van
20
Harvey, Andrew C.
20
Meffert, Heribert
20
Saikkonen, Pentti
20
Berthold, Norbert
19
Fried, Roland
19
Johansen, Søren
19
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Published in...
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
10
Source
All
ECONIS (ZBW)
21
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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
Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800413
Saved in:
5
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
6
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
Saved in:
7
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635784
Saved in:
8
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002464163
Saved in:
9
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołowski, M.
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001798797
Saved in:
10
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołiwski, Maciej
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693098
Saved in:
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