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~institution:"Institut für Industriebetriebsforschung <Hamburg>"
~institution:"Technische Universität Dresden"
~subject:"Börsenkurs"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Börsenkurs
Structural break
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Time series analysis
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Hansmann, Karl-Werner
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Kaden, Sven
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Institut für Industriebetriebsforschung <Hamburg>
Technische Universität Dresden
National Bureau of Economic Research
23
Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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ECONIS (ZBW)
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Forecasting of the German stock market prices with a modified Box-Jenkins-Model and a multiple regression model
Hansmann, Karl-Werner
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Institut für Industriebetriebsforschung <Hamburg>
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1983
Persistent link: https://www.econbiz.de/10000714931
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Analyse inhomogener Zeitreihen : eine Untersuchung des Informationsflusses im Fall von zweitnotierten Aktien mit autoregressiven bedingten Wartezeitmodellen auf Basis ultra-hochfre...
Kaden, Sven
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2019
Persistent link: https://www.econbiz.de/10012196302
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