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~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Cointegration"
~subject:"Portfolio-Management"
~type_genre:"Non-commercial literature"
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Labor economics: modern views
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Cointegration
Portfolio-Management
Theorie
370
Theory
370
Time series analysis
49
Zeitreihenanalyse
49
Stochastic process
46
Stochastischer Prozess
46
Estimation
32
Kointegration
32
Schätzung
32
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Statistical test
19
Statistischer Test
19
Estimation theory
18
Experiment
18
Schätztheorie
18
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17
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Unit root test
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VAR-Modell
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Analysis
15
Mathematical analysis
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PC-Software
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Portfolio selection
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14
Deutschland
14
Germany
14
Share price
14
Volatility
13
Volatilität
13
ARCH model
11
ARCH-Modell
11
Statistical theory
11
Statistische Methodenlehre
11
USA
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Non-commercial literature
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47
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47
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47
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English
46
French
1
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Lütkepohl, Helmut
10
Saikkonen, Pentti
9
Gil-Alaña, Luis A.
7
Trenkler, Carsten
4
Breitung, Jörg
3
Föllmer, Hans
3
Caporale, Guglielmo Maria
2
Hens, Thorsten
2
Kongsted, Hans Christian
2
Lardic, Sandrine
2
Leukert, Peter
2
Mignon, Valérie
2
Schenk-Hoppé, Klaus Reiner
2
Weber, Stefan
2
Andersen, J. V.
1
Bank, Peter
1
Bartel, Holger
1
Battocchio, Paolo
1
Baum, Dietmar
1
Bohn Nielsen, Heino
1
Braila, Peghe
1
Brüggemann, Ralf
1
Candelon, Bertrand
1
Choi, In
1
Dachraoui, Kaïs
1
Dionne, Georges
1
Dubois, Emmanuel
1
Giesecke, Kay
1
Hassler, Uwe
1
Henry, S. G. B.
1
Herwartz, Helmut
1
Jaschke, Stefan R.
1
Johansen, Søren
1
Jusélius, Katarina
1
Karlsen, Hans Arnfinn
1
Küchler, Uwe
1
Malevergne, Y.
1
Menoncin, Francesco
1
Mercurio, Danilo
1
Myklebust, Terje
1
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Institution
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Københavns Universitet / Økonomisk Institut
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
European University Institute / Department of Economics
14
Institute of Finance and Accounting <London>
14
Center for Economic Research <Tilburg>
9
European University Institute / Department of Law
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Nationalekonomiska Institutionen <Lund>
6
Rodney L. White Center for Financial Research
6
Gottfried Wilhelm Leibniz Universität Hannover
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Friedrich-Schiller-Universität Jena
4
Goethe-Universität Frankfurt am Main
4
National Bureau of Economic Research
4
Pensions Institute
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Bonn Graduate School of Economics
3
Centre for Analytical Finance <Århus>
3
International Association for the Study of Insurance Economics
3
International Center for Financial Asset Management and Engineering
3
Johns Hopkins University / Department of Economics
3
Judge Institute of Management Studies
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
Svenska Handelshögskolan <Helsinki>
3
The Wharton Financial Institutions Center
3
University of Canterbury / Dept. of Economics and Finance
3
Universität Mannheim
3
Australian National University / Faculty of Economics and Commerce
2
Banco Central do Brasil
2
Bank für Internationalen Zahlungsausgleich
2
Basel Committee on Banking Supervision
2
Brown University / Department of Economics
2
Centre for International Macroeconomics
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Institut for Finansiering <Frederiksberg>
2
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Discussion papers of interdisciplinary research project 373
36
Discussion papers / Department of Economics, University of Copenhagen
6
Documents de travail / THEMA
5
Source
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ECONIS (ZBW)
47
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The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
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2
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases /Paolo Battocchio, Francesco Menoncin, Olivier Scaillet
Battocchio, Paolo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906837
Saved in:
3
Comprendre et gérer les risques grands et extrêmes
Andersen, J. V.
(
contributor
);
Malevergne, Y.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906912
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4
Markets do not select for a liquidity preference as behaviour towards risk
Hens, Thorsten
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716130
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5
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
6
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001592931
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7
Undiversifiable returns in a CAPM economy
Braila, Peghe
(
contributor
);
Wampach, Claude
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001592958
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8
Stochastic dominance and optimal portfolio
Dachraoui, Kaïs
(
contributor
);
Dionne, Georges
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661207
Saved in:
9
Distribution-invariant dynamic risk measures
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001917139
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10
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
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