//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the management of populatio...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
820
Theory
820
Estimation theory
178
Schätztheorie
178
Time series analysis
124
Estimation
65
Schätzung
65
Stochastic process
65
Stochastischer Prozess
65
Volatility
53
Volatilität
53
Forecasting model
51
Prognoseverfahren
51
Yield curve
50
Zinsstruktur
50
Portfolio selection
46
Portfolio-Management
46
Statistical theory
46
Statistische Methodenlehre
46
France
41
Frankreich
41
USA
39
United States
39
Markov chain
34
Markov-Kette
34
CAPM
31
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Sampling
26
Stichprobenerhebung
26
Option pricing theory
25
Optionspreistheorie
25
Börsenkurs
23
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Share price
23
Bayes-Statistik
22
Bayesian inference
22
Probability theory
22
more ...
less ...
Online availability
All
Free
75
Type of publication
All
Book / Working Paper
124
Type of publication (narrower categories)
All
Arbeitspapier
124
Working Paper
124
Graue Literatur
118
Non-commercial literature
118
Amtsdruckschrift
40
Government document
40
Language
All
English
121
French
3
Author
All
Guégan, Dominique
10
Gouriéroux, Christian
9
Comte, Fabienne
7
Grassi, Stefano
6
Podolskij, Mark
6
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Francq, Christian
4
Haldrup, Niels
4
Jasiak, Joann
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Bredahl Kock, Anders
3
Doukhan, Paul
3
Ergemen, Yunus Emre
3
Florens, Jean-Pierre
3
Guerre, Emmanuel
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Broze, Laurence
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Darolles, Serge
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Entorf, Horst
2
Fermanian, Jean-David
2
Ghysels, Eric
2
Hansen, Peter Reinhard
2
Hardouin, C.
2
Hillebrand, Eric
2
Lang, Gabriel
2
Lange, Theis
2
Lisi, Francesco
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
more ...
less ...
Published in...
All
CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
333
International journal of forecasting
323
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
226
Econometric theory
191
Discussion paper / Tinbergen Institute
177
Econometric reviews
133
Economic modelling
115
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
90
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
77
Applied economics letters
76
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
58
Energy economics
57
NBER working paper series
57
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
The econometrics journal
49
European journal of operational research : EJOR
47
Finance research letters
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
EUI working paper / ECO
45
Econometrics : open access journal
44
more ...
less ...
Source
All
ECONIS (ZBW)
124
Showing
1
-
10
of
124
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
4
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
5
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
6
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
8
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
Saved in:
9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
Saved in:
10
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->