//--> //--> //--> //-->
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
Managing liquidity buffer thro...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
625,486
Theory
610,584
USA
46,037
United States
44,820
Portfolio-Management
44,081
Portfolio selection
43,737
Schätzung
31,973
Estimation
31,193
Welt
28,847
World
28,184
Deutschland
25,066
Mathematische Optimierung
24,610
Mathematical programming
24,573
Geldpolitik
24,473
Monetary policy
23,638
Germany
23,383
Risiko
20,185
Risk
19,980
Prognoseverfahren
15,485
Insolvenz
15,444
Forecasting model
15,211
Insolvency
15,118
Börsenkurs
13,718
Kapitaleinkommen
13,542
Capital income
13,500
Share price
13,492
Wirtschaftswachstum
13,374
Spieltheorie
13,289
Economic growth
12,788
Time series analysis
12,650
Game theory
12,557
Volatilität
11,946
Volatility
11,709
CAPM
11,566
Experiment
11,564
Finanzmarkt
11,165
Financial market
10,935
Asymmetrische Information
10,914
EU-Staaten
10,817
more ...
less ...
Online availability
All
Free
4,186
Undetermined
2,205
Type of publication
All
Book / Working Paper
6,647
Article
6,397
Type of publication (narrower categories)
All
Article in journal
5,872
Aufsatz in Zeitschrift
5,872
Working Paper
3,537
Graue Literatur
3,437
Non-commercial literature
3,437
Arbeitspapier
3,224
Hochschulschrift
552
Thesis
472
Aufsatz im Buch
462
Book section
462
Collection of articles of several authors
148
Sammelwerk
148
Lehrbuch
132
Collection of articles written by one author
111
Sammlung
111
Textbook
111
Bibliografie enthalten
95
Bibliography included
95
Aufsatzsammlung
72
Amtsdruckschrift
56
Government document
56
Konferenzschrift
56
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
42
Conference proceedings
32
Conference paper
29
Konferenzbeitrag
29
Mehrbändiges Werk
19
Multi-volume publication
19
Rezension
17
Festschrift
15
Bibliografie
12
Handbook
11
Handbuch
11
Einführung
10
Reprint
10
Article
7
Statistik
6
Dissertation u.a. Prüfungsschriften
5
more ...
less ...
Language
All
English
12,440
German
417
French
76
Spanish
65
Italian
20
Portuguese
13
Polish
9
Dutch
5
Russian
4
Undetermined
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Franses, Philip Hans
139
Koopman, Siem Jan
129
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
Lucas, André
57
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
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
Engle, Robert F.
46
Bauwens, Luc
45
Proietti, Tommaso
44
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Timmermann, Allan
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
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 Cambridge / Department of Applied Economics
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 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
329
International journal of forecasting
318
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
177
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
80
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
59
Working paper / National Bureau of Economic Research, Inc.
59
Journal of empirical finance
56
Cowles Foundation discussion paper
55
Energy economics
55
NBER working paper series
55
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
51
CESifo working papers
49
Finance research letters
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
12,709
EconStor
322
USB Cologne (EcoSocSci)
9
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
Showing
1
-
10
of
13,044
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio rebalancing based on time series momentum and downside risk
Guo, Xiaoshi
;
Ryan, Sarah M.
- In:
IMA journal of management mathematics
34
(
2023
)
2
,
pp. 355-381
Persistent link: https://www.econbiz.de/10014313747
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/10008669351
Saved in:
3
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:
4
Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A.
-
2014
Persistent link: https://www.econbiz.de/10010526646
Saved in:
5
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:
6
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:
7
Special issue: Symposium on computational finance
Jensen, Bjarne Astrup
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001653140
Saved in:
8
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:
9
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:
10
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:
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...
//-->