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~isPartOf:"Econometric Institute research papers"
~language:"cat"
~language:"eng"
~subject:"Kapitalmarktrendite"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Subject
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Kapitalmarktrendite
Stochastischer Prozess
Theorie
151
Theory
151
Forecasting model
84
Prognoseverfahren
84
Volatility
77
Volatilität
77
ARCH model
65
ARCH-Modell
65
Estimation
61
Schätzung
61
USA
59
United States
59
Welt
57
World
57
Time series analysis
53
Zeitreihenanalyse
53
Netherlands
43
Niederlande
43
Modellierung
35
Scientific modelling
35
Mathematical programming
31
Mathematische Optimierung
31
Stochastic process
31
Inventory model
29
Lagerhaltungsmodell
29
Risikomaß
29
Risk measure
29
Tourenplanung
29
Vehicle routing problem
29
Portfolio selection
27
Portfolio-Management
27
Capital market returns
26
Scheduling problem
25
Scheduling-Verfahren
25
Spillover effect
25
Spillover-Effekt
25
Bayes-Statistik
24
Bayesian inference
24
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Online availability
All
Free
53
Type of publication
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Book / Working Paper
53
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Arbeitspapier
58
Working Paper
58
Graue Literatur
53
Language
All
Valencian
English
Author
All
McAleer, Michael
38
Chang, Chia-Lin
15
Asai, Manabu
9
Ilomäki, Jukka
4
Laurila, Hannu
4
Allen, David E.
3
Caporin, Massimiliano
3
Dekker, Rommert
3
Hooi Hooi Lean
3
Wong, Wing Keung
3
Dijk, Herman K. van
2
Franses, Philip Hans
2
Frenk, Johannes G.
2
Hsieh, Tai-Lin
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Nicolai, R. P.
2
Powell, Robert
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Barros, Ana
1
Bruijn, Bert de
1
Chen, Jinghui
1
Dalmeijer, Kevin
1
Duijzer, Evelot
1
Eckert, Christine
1
Evers, Lanah
1
Glorie, Kristiaan
1
Hafner, Christian M.
1
Hohberger, Jan
1
Hoogerheide, Lennart F.
1
Hsu, Hui-Kuang
1
Hsu, Shu-Han
1
Huang, Jian
1
Ishida, Isao
1
Jaarsveld, Willem van
1
Kleibergen, Frank
1
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Institution
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Econometrisch Instituut <Rotterdam>
3
Published in...
All
Econometric Institute research papers
European journal of operational research : EJOR
626
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
224
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
180
Quantitative finance
175
International journal of production research
169
Operations research
168
Operations research letters
164
Mathematics of operations research
156
The review of financial studies
154
Journal of economic dynamics & control
143
Working paper / National Bureau of Economic Research, Inc.
141
Discussion paper / Tinbergen Institute
140
Risks : open access journal
125
International journal of production economics
123
Applied mathematical finance
119
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Finance research letters
114
Computational economics
111
Journal of banking & finance
108
Economics letters
106
Energy economics
106
The journal of computational finance
105
The journal of futures markets
105
Journal of financial and quantitative analysis : JFQA
99
Management science : journal of the Institute for Operations Research and the Management Sciences
99
Discussion paper / Centre for Economic Policy Research
95
Journal of mathematical finance
91
Economic modelling
90
Econometric reviews
86
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
83
International journal of financial engineering
80
Transportation research / E : an international journal
80
INFORMS journal on computing : JOC
79
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Working paper
79
Journal of financial economics
78
Applied economics
77
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ECONIS (ZBW)
53
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1
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
Saved in:
2
Dynamic time window adjustment
Dalmeijer, Kevin
;
Spliet, Remy
;
Wagelmans, Albert P. M.
-
2019
Persistent link: https://www.econbiz.de/10012008567
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
4
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
5
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
6
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
7
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
8
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
9
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
10
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
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