//--> //--> //--> //-->
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
~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
Option valuation bounds : a co...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
625,126
Theory
610,223
USA
42,523
United States
41,416
Schätzung
31,043
Estimation
30,316
Welt
25,958
World
25,342
Deutschland
23,102
Geldpolitik
22,546
Monetary policy
21,816
Germany
21,682
Portfolio-Management
21,065
Portfolio selection
20,857
CAPM
19,009
Risiko
18,742
Risk
18,549
Mathematische Optimierung
16,947
Mathematical programming
16,842
Prognoseverfahren
14,343
Forecasting model
14,080
Derivat
13,951
Derivative
13,917
Börsenkurs
13,552
Share price
13,344
Wirtschaftswachstum
13,245
Spieltheorie
12,710
Economic growth
12,658
Time series analysis
12,572
Volatilität
12,090
Game theory
11,989
Volatility
11,826
Kapitaleinkommen
11,567
Capital income
11,527
Experiment
11,296
Asymmetrische Information
10,670
Asymmetric information
10,385
Finanzmarkt
10,378
Stochastischer Prozess
10,291
more ...
less ...
Online availability
All
Free
4,142
Undetermined
2,168
Type of publication
All
Book / Working Paper
6,591
Article
6,355
Type of publication (narrower categories)
All
Article in journal
5,828
Aufsatz in Zeitschrift
5,828
Working Paper
3,522
Graue Literatur
3,423
Non-commercial literature
3,423
Arbeitspapier
3,213
Hochschulschrift
546
Thesis
470
Aufsatz im Buch
465
Book section
465
Collection of articles of several authors
145
Sammelwerk
145
Lehrbuch
129
Collection of articles written by one author
111
Sammlung
111
Textbook
108
Bibliografie enthalten
96
Bibliography included
96
Aufsatzsammlung
69
Amtsdruckschrift
56
Government document
56
Konferenzschrift
55
Systematic review
53
Übersichtsarbeit
53
Forschungsbericht
41
Conference proceedings
32
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
18
Multi-volume publication
18
Rezension
16
Festschrift
15
Bibliografie
12
Handbook
11
Handbuch
11
Einführung
10
Reprint
10
Article
7
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,353
German
408
French
76
Spanish
65
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Franses, Philip Hans
139
Koopman, Siem Jan
126
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
111
Caporale, Guglielmo Maria
96
Lütkepohl, Helmut
72
Pesaran, M. Hashem
72
Koop, Gary
71
Härdle, Wolfgang
70
Sibbertsen, Philipp
70
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Hassler, Uwe
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
50
Dijk, Herman K. van
47
Engle, Robert F.
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Bauwens, Luc
45
Kapetanios, George
45
Proietti, Tommaso
43
Beran, Jan
42
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Mills, Terence C.
40
Timmermann, Allan
40
Hendry, David F.
39
Robinson, Peter M.
39
Stock, James H.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
68
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
more ...
less ...
Published in...
All
Journal of econometrics
331
International journal of forecasting
318
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
114
Applied economics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
75
CREATES research paper
73
Applied economics letters
70
Journal of economic dynamics & control
69
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
NBER Working Paper
58
Journal of empirical finance
56
Cowles Foundation discussion paper
55
NBER working paper series
55
Oxford bulletin of economics and statistics
54
CESifo working papers
50
Tinbergen Institute Discussion Paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
Finance research letters
47
The econometrics journal
47
SFB 649 discussion paper
46
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Discussion paper / Center for Economic Research, Tilburg University
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,624
EconStor
318
USB Cologne (EcoSocSci)
2
ArchiDok
1
RePEc
1
Showing
1
-
10
of
12,946
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000834763
Saved in:
2
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
3
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
4
Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.
;
Goulielmos, Matina A.
- In:
International journal of transport economics : IJTE
35
(
2008
)
3
,
pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
Saved in:
5
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
6
A new methodology to derive a bank's maturity structure using accounting-based time series information
Entrop, Oliver
;
Memmel, Christoph
;
Wilkens, Marco
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 299-304)
.
2007
Persistent link: https://www.econbiz.de/10003471218
Saved in:
7
Modelling and forecasting temperature based weather derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
Saved in:
8
Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494301
Saved in:
9
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
10
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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...
//-->