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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
626,270
Theory
611,367
Portfolio-Management
44,150
Portfolio selection
43,806
USA
43,101
United States
41,961
Schätzung
30,849
Estimation
30,086
Welt
27,124
World
26,484
Mathematische Optimierung
24,633
Mathematical programming
24,596
Deutschland
23,311
Geldpolitik
22,677
Monetary policy
21,939
Germany
21,851
Risiko
19,583
Risk
19,377
Prognoseverfahren
14,518
Forecasting model
14,247
Wirtschaftswachstum
13,274
Spieltheorie
13,094
Kapitaleinkommen
12,911
Capital income
12,871
Börsenkurs
12,696
Economic growth
12,661
Time series analysis
12,616
Share price
12,486
Game theory
12,360
Experiment
11,506
Volatilität
11,429
CAPM
11,302
Volatility
11,161
Asymmetrische Information
10,686
Stochastischer Prozess
10,573
Finanzmarkt
10,473
Schätztheorie
10,427
Asymmetric information
10,399
Wettbewerb
10,311
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Free
4,169
Undetermined
2,201
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Book / Working Paper
6,629
Article
6,379
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Article in journal
5,853
Aufsatz in Zeitschrift
5,853
Working Paper
3,527
Graue Literatur
3,426
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3,426
Arbeitspapier
3,215
Hochschulschrift
546
Thesis
469
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461
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461
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147
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147
Lehrbuch
132
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111
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109
Sammlung
109
Bibliografie enthalten
95
Bibliography included
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Aufsatzsammlung
73
Amtsdruckschrift
56
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56
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56
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52
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52
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42
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32
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29
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29
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19
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17
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12
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11
Handbuch
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10
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7
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English
12,406
German
415
French
76
Spanish
65
Italian
20
Portuguese
13
Polish
9
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5
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4
Undetermined
4
Czech
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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Franses, Philip Hans
139
Koopman, Siem Jan
128
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
111
Caporale, Guglielmo Maria
95
Lütkepohl, Helmut
72
Koop, Gary
71
Härdle, Wolfgang
70
Sibbertsen, Philipp
70
Pesaran, M. Hashem
69
Teräsvirta, Timo
68
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Lucas, André
55
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Bauwens, Luc
46
Engle, Robert F.
46
Proietti, Tommaso
44
Kapetanios, George
42
Taylor, Robert
42
Timmermann, Allan
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
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National Bureau of Economic Research
67
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
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Published in...
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Journal of econometrics
329
International journal of forecasting
318
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
175
Econometric reviews
133
Economic modelling
113
Applied economics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
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
Applied economics letters
72
CREATES research paper
72
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Energy economics
57
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
Journal of empirical finance
55
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
51
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
49
European journal of operational research : EJOR
48
Finance research letters
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
43
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Source
All
ECONIS (ZBW)
12,674
EconStor
321
USB Cologne (EcoSocSci)
9
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A.
-
2014
Persistent link: https://www.econbiz.de/10010526646
Saved in:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
5
Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999
Abu-Mostafa, Yaser S.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001387916
Saved in:
6
Special issue: Symposium on computational finance
Jensen, Bjarne Astrup
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001653140
Saved in:
7
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
8
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
9
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
Saved in:
10
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
Saved in:
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