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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Stochastischer Prozess
17,074
Stochastic process
16,632
Theorie
9,495
Theory
9,262
Volatilität
3,830
Volatility
3,767
Optionspreistheorie
3,205
Option pricing theory
3,154
Mathematische Optimierung
2,046
Mathematical programming
2,035
Portfolio-Management
1,460
Portfolio selection
1,451
Schätzung
1,436
Estimation
1,398
Time series analysis
1,366
Schätztheorie
1,008
Estimation theory
991
Markov-Kette
873
Markov chain
872
Risiko
805
Risk
793
Simulation
727
Börsenkurs
671
Statistische Verteilung
663
Prognoseverfahren
655
Statistical distribution
651
Share price
642
Forecasting model
638
Derivat
632
Derivative
631
USA
606
Monte Carlo simulation
583
Monte-Carlo-Simulation
583
United States
573
Bayes-Statistik
562
CAPM
558
Zinsstruktur
557
Kontrolltheorie
556
Bayesian inference
554
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Free
576
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357
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Book / Working Paper
722
Article
689
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Article in journal
635
Aufsatz in Zeitschrift
635
Working Paper
420
Graue Literatur
394
Non-commercial literature
394
Arbeitspapier
387
Aufsatz im Buch
48
Book section
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Hochschulschrift
32
Thesis
29
Lehrbuch
13
Textbook
11
Collection of articles of several authors
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Sammelwerk
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8
Collection of articles written by one author
7
Sammlung
7
Bibliografie enthalten
6
Bibliography included
6
Conference paper
6
Konferenzbeitrag
6
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3
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
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2
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2
Handbook
2
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2
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2
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2
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1
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1
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1
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1
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1
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English
1,369
German
35
French
5
Undetermined
2
Polish
1
Author
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Koopman, Siem Jan
39
Phillips, Peter C. B.
37
Gao, Jiti
26
Gil-Alaña, Luis A.
26
Chan, Joshua
22
McAleer, Michael
21
Bos, Charles S.
18
Caporale, Guglielmo Maria
17
Tauchen, George Eugene
15
Todorov, Viktor
15
Blasques, Francisco
14
Lucas, André
14
Asai, Manabu
13
Marcellino, Massimiliano
12
Yu, Jun
12
Taylor, Robert
11
Härdle, Wolfgang
10
Kilian, Lutz
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Gonçalves, Sílvia
9
Hafner, Christian M.
9
Harvey, Andrew C.
9
Lux, Thomas
9
Shephard, Neil G.
9
Carriero, Andrea
8
Cross, Jamie
8
Dong, Chaohua
8
Lieberman, Offer
8
Rodriguez, Gabriel
8
Strachan, Rodney W.
8
Busetti, Fabio
7
Lacroix, Renaud
7
Li, Jia
7
Robinson, Peter M.
7
Schorfheide, Frank
7
Caporin, Massimiliano
6
Dette, Holger
6
Kunst, Robert M.
6
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
National Bureau of Economic Research
2
Université de Montréal / Département de sciences économiques
2
Cowles Commission for Research in Economics
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
International Statistical Institute
1
London School of Economics and Political Science
1
Nuffield College
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Essex / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
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Journal of econometrics
70
Discussion paper / Tinbergen Institute
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Econometric reviews
28
Econometric theory
23
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Economics letters
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Economic modelling
15
International journal of forecasting
15
Working paper
15
CAMA working paper series
14
Computational economics
14
Tinbergen Institute Discussion Paper
13
Cowles Foundation discussion paper
12
Quantitative finance
12
The econometrics journal
12
CREATES research paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
11
Applied economics letters
10
Journal of empirical finance
10
Energy economics
9
European journal of operational research : EJOR
9
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
SFB 649 discussion paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of financial econometrics
8
Journal of forecasting
8
Discussion papers of interdisciplinary research project 373
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of theoretical and applied finance
7
Journal of applied econometrics
7
Journal of time series econometrics
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Research paper series / Swiss Finance Institute
6
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Source
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ECONIS (ZBW)
1,373
EconStor
33
USB Cologne (EcoSocSci)
5
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1
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
Saved in:
2
Linear filters : a survey
Pollock, David Stephen G.
-
1994
Persistent link: https://www.econbiz.de/10000148066
Saved in:
3
Applied time series analysis of economic data
Zellner, Arnold
(
ed.
)
-
1983
Persistent link: https://www.econbiz.de/10000057236
Saved in:
4
Methoden zur Analyse von kurzen Zeitreihen : Simulation stochastischer Prozesse und ihre Analyse im Frequenz- und Zeitbereich, einschliesslich Maximum-Likelihood-Schätzungen
Birkenfeld, Wolfgang
-
1977
Persistent link: https://www.econbiz.de/10000064286
Saved in:
5
The decomposition of economic time series : a deterministic and stochastic approach
Pauly, Ralf
;
Schlicht, Ekkehart
-
1982
Persistent link: https://www.econbiz.de/10000072809
Saved in:
6
An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10000130882
Saved in:
7
Stationary random processes
Rozanov, Jurij A.
-
1967
Persistent link: https://www.econbiz.de/10000040911
Saved in:
8
Dynamic feature space modelling, filtering and self-tuning control of stochastic systems
Otter, Pieter Wieger
-
1984
Persistent link: https://www.econbiz.de/10000015907
Saved in:
9
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
10
The econometric modelling of financial time series
Mills, Terence C.
-
1994
-
Reprinted
Persistent link: https://www.econbiz.de/10000905318
Saved in:
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