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type_genre:"Arbeitspapier"
type_genre:"Series"
~person:"Johansen, Søren"
~person:"Schmid, Wolfgang"
~subject:"Kapitaleinkommen"
~subject:"Risk"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Kapitaleinkommen
Risk
Time series analysis
Theorie
137
Theory
137
Zeitreihenanalyse
57
Cointegration
31
Kointegration
31
Estimation theory
26
Schätztheorie
26
VAR model
24
VAR-Modell
24
Portfolio selection
22
Portfolio-Management
22
Statistical quality control
20
Statistische Qualitätskontrolle
20
Multivariate Analyse
13
Multivariate analysis
13
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12
Regression analysis
12
Regressionsanalyse
12
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12
Statistical theory
11
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10
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7
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7
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6
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6
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23
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42
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42
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English
63
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Johansen, Søren
Schmid, Wolfgang
Franses, Philip Hans
119
Gil-Alaña, Luis A.
114
Phillips, Peter C. B.
106
Koopman, Siem Jan
91
Caporale, Guglielmo Maria
84
Pesaran, M. Hashem
70
Härdle, Wolfgang
68
Koop, Gary
62
Lütkepohl, Helmut
61
Timmermann, Allan
61
Gollier, Christian
57
Lucas, André
57
McAleer, Michael
56
Diebold, Francis X.
55
Teräsvirta, Timo
54
Maravall Herrero, Agustín
53
Dijk, Herman K. van
50
Sibbertsen, Philipp
50
Marcellino, Massimiliano
49
Gupta, Rangan
48
Hyndman, Rob J.
48
Swanson, Norman R.
48
Kunst, Robert M.
45
Harvey, Andrew C.
44
Hallin, Marc
43
Bollerslev, Tim
42
Hassler, Uwe
42
Engle, Robert F.
41
Taylor, Robert
41
Eeckhoudt, Louis R.
40
Granger, C. W. J.
39
Feng, Yuanhua
37
Bauwens, Luc
36
Saikkonen, Pentti
36
Ghysels, Eric
35
Ludwig, Alexander
35
Perron, Pierre
35
Dijk, Dick van
34
Robinson, Peter M.
33
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
13
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
10
Discussion papers / Department of Economics, University of Copenhagen
9
CREATES research paper
5
Econometric theory
4
Econometric reviews
2
Journal of econometrics
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Computational management science
1
Discussion papers / Institute of Economics, University of Copenhagen
1
EUI working paper / ECO
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
European journal of operational research : EJOR
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Quantitative finance
1
Queen's Economics Department working paper
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Statistical papers
1
The American economic review
1
The econometrics journal
1
Time series models : in econometrics, finance and other fields
1
Working paper
1
Österreichische Zeitschrift für Statistik und Informatik : ZSI
1
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ECONIS (ZBW)
65
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1
Multi-period power utility optimization under stock return predictability
Bodnar, Taras
;
Ivasiuk, Dmytro
;
Parolya, Nestor
; …
- In:
Computational management science
20
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014228499
Saved in:
2
Bayesian mean-variance analysis : optimal portfolio selection under parameter uncertainty
Bauder, David
;
Bodnar, Taras
;
Parolya, Nestor
;
Schmid, …
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 221-242
Persistent link: https://www.econbiz.de/10012424557
Saved in:
3
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524093
Saved in:
4
Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren
;
Nielsen, Bent
-
2016
Persistent link: https://www.econbiz.de/10011524565
Saved in:
5
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010416823
Saved in:
6
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010418994
Saved in:
7
Outlier detection algorithms for least squares time series regression
Johansen, Søren
;
Nielsen, Bent
-
2014
Persistent link: https://www.econbiz.de/10010405202
Saved in:
8
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006788
Saved in:
9
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006830
Saved in:
10
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
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