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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Stochastischer Prozess
16,888
Stochastic process
16,710
Theorie
9,363
Theory
9,352
Volatilität
3,802
Volatility
3,798
Optionspreistheorie
3,189
Option pricing theory
3,183
Mathematical programming
2,075
Mathematische Optimierung
2,075
Portfolio selection
1,465
Portfolio-Management
1,465
Estimation
1,408
Schätzung
1,405
Time series analysis
1,380
Estimation theory
1,008
Schätztheorie
1,008
Markov chain
875
Markov-Kette
875
Risk
812
Risiko
807
Simulation
736
Statistical distribution
656
Statistische Verteilung
656
Börsenkurs
649
Forecasting model
647
Prognoseverfahren
647
Share price
647
Derivat
639
Derivative
639
Monte-Carlo-Simulation
589
Monte Carlo simulation
588
United States
572
USA
571
CAPM
562
Dynamic programming
559
Bayesian inference
557
Zinsstruktur
556
Yield curve
555
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Free
544
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366
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Article
698
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689
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Article in journal
643
Aufsatz in Zeitschrift
643
Graue Literatur
394
Non-commercial literature
394
Arbeitspapier
387
Working Paper
387
Aufsatz im Buch
48
Book section
48
Hochschulschrift
32
Thesis
29
Lehrbuch
13
Textbook
11
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
8
Collection of articles written by one author
7
Sammlung
7
Bibliografie enthalten
6
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6
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6
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6
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3
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3
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3
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2
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2
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2
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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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English
1,345
German
35
French
5
Undetermined
2
Polish
1
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Phillips, Peter C. B.
37
Koopman, Siem Jan
35
Gao, Jiti
26
Gil-Alaña, Luis A.
26
Chan, Joshua
22
McAleer, Michael
21
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Caporale, Guglielmo Maria
14
Lucas, André
14
Asai, Manabu
13
Blasques, Francisco
12
Yu, Jun
12
Marcellino, Massimiliano
11
Taylor, Robert
11
Härdle, Wolfgang
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Shephard, Neil G.
9
Carriero, Andrea
8
Cross, Jamie
8
Dong, Chaohua
8
Gonçalves, Sílvia
8
Lieberman, Offer
8
Rodriguez, Gabriel
8
Busetti, Fabio
7
Lacroix, Renaud
7
Li, Jia
7
Robinson, Peter M.
7
Schorfheide, Frank
7
Strachan, Rodney W.
7
Caporin, Massimiliano
6
Dette, Holger
6
Lux, Thomas
6
Martin, Gael 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
24
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
International journal of forecasting
16
Economic modelling
15
Working paper
15
CAMA working paper series
14
Computational economics
14
The econometrics journal
13
Cowles Foundation discussion paper
12
Quantitative finance
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
Risks : open access journal
6
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Source
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ECONIS (ZBW)
1,384
USB Cologne (EcoSocSci)
3
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1
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date (oldest first)
1
What do market-calibrated stochastic processes indicate about the long-term price of crude oil?
Hahn, Warren J.
;
DiLellio, James A.
;
Dyer, James S.
- In:
Energy economics
44
(
2014
),
pp. 212-221
Persistent link: https://www.econbiz.de/10010457221
Saved in:
2
Adaptive stochastic risk estimation of firm operating profit
Akca, Ahmet
;
Çanakoğlu, Ethem
- In:
Journal of industrial and business economics
48
(
2021
)
3
,
pp. 463-504
Persistent link: https://www.econbiz.de/10012621417
Saved in:
3
A new class of change point test statistics of Rényi type
Horváth, Lajos
;
Miller, Curtis
;
Rice, Gregory
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 570-579
Persistent link: https://www.econbiz.de/10012262495
Saved in:
4
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo
;
Ziegelmann, Flávio A.
- In:
International journal of forecasting
34
(
2018
)
1
,
pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Saved in:
5
A stochastic program with time series and affine decision rules for the reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 716-732
Persistent link: https://www.econbiz.de/10011812732
Saved in:
6
A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles
;
Delage, Erick
;
Gendreau, Michel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
Saved in:
7
The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000896409
Saved in:
8
Sharing stochastic trends
Pellegrini, Guido
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000861948
Saved in:
9
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
10
Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
;
Phillips, Peter C. B.
;
Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
Saved in:
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