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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Stochastischer Prozess
16,946
Stochastic process
16,769
Theorie
9,936
Theory
9,919
Volatility
3,823
Volatilität
3,823
Optionspreistheorie
3,205
Option pricing theory
3,199
Mathematical programming
2,170
Mathematische Optimierung
2,170
Portfolio selection
1,475
Portfolio-Management
1,475
Estimation
1,418
Schätzung
1,415
Time series analysis
1,412
Lagerhaltungsmodell
1,356
Inventory model
1,350
Inventory
1,108
Estimation theory
1,026
Schätztheorie
1,026
Lagermanagement
992
Warehouse management
990
Supply chain
989
Lieferkette
963
Markov chain
903
Markov-Kette
899
Risk
841
Risiko
833
Simulation
827
Forecasting model
723
Prognoseverfahren
723
Statistical distribution
661
Statistische Verteilung
661
Börsenkurs
656
Share price
654
Derivat
643
Derivative
643
USA
634
United States
630
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Free
554
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380
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Article
722
Book / Working Paper
696
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Article in journal
666
Aufsatz in Zeitschrift
666
Graue Literatur
398
Non-commercial literature
398
Arbeitspapier
391
Working Paper
391
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48
Book section
48
Hochschulschrift
32
Thesis
29
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13
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11
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10
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10
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8
Collection of articles written by one author
7
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7
Bibliografie enthalten
6
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6
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6
Konferenzbeitrag
6
Konferenzschrift
4
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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
1,376
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
Lucas, André
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Bos, Charles S.
14
Caporale, Guglielmo Maria
14
Asai, Manabu
13
Yu, Jun
13
Blasques, Francisco
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
72
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
Economics letters
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
Computational economics
17
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
Quantitative finance
13
The econometrics journal
13
Cowles Foundation discussion paper
12
European journal of operational research : EJOR
12
SFB 649 discussion paper
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
Journal of banking & finance
9
Journal of economic dynamics & control
9
Journal of financial econometrics
9
Journal of risk and financial management : JRFM
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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)
1,415
USB Cologne (EcoSocSci)
3
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1
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date (oldest first)
1
The value of
inventory
and the direction of the supply chain bullwhip effect
Fortsch, Sima M.
;
Khapalova, Elena A.
- In:
International journal of business and systems research
12
(
2018
)
4
,
pp. 391-410
Persistent link: https://www.econbiz.de/10011960597
Saved in:
2
New forecasting insights on the bullwhip effect in a supply chain
Najafi, Mehdi
;
Farahani, Reza Zanjirani
- In:
IMA journal of management mathematics
25
(
2014
)
3
,
pp. 259-286
Persistent link: https://www.econbiz.de/10010387735
Saved in:
3
Exponential smoothing forecasts : taming the bullwhip effect when demand is seasonal
Udenio, Maximiliano
;
Vatamidou, Eleni
;
Fransoo, Jan C.
- In:
International journal of production research
61
(
2023
)
6
,
pp. 1796-1813
Persistent link: https://www.econbiz.de/10014230486
Saved in:
4
Measuring the bullwhip effect for supply chains with seasonal demand components
Nagaraja, C. H.
;
Thavaneswaran, A.
;
Appadoo, S. S.
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 445-454
Persistent link: https://www.econbiz.de/10010491680
Saved in:
5
Meta-prediction models for bullwhip effect prediction of a supply chain using regression analysis
Navee Chiadamrong
;
Nont Sarnrak
- In:
International journal of information systems and supply …
14
(
2021
)
4
,
pp. 36-71
Persistent link: https://www.econbiz.de/10012648137
Saved in:
6
Measure of bullwhip effect in supply chains with first-order bivariate vector autoregression time-series demand model
Sirikasemsuk, Kittiwat
;
Huynh Trung Luong
- In:
Computers & operations research : and their …
78
(
2017
),
pp. 59-79
Persistent link: https://www.econbiz.de/10011630999
Saved in:
7
The impact of temporal aggregation on supply chains with ARMA(1,1) demand processes
Rostami-Tabar, Bahman
;
Babai, M. Zied
;
Ali, Mohammad
; …
- In:
European journal of operational research : EJOR
273
(
2019
)
3
,
pp. 920-932
Persistent link: https://www.econbiz.de/10011987658
Saved in:
8
The multivariate bullwhip effect
Nagaraja, Chaitra H.
;
McElroy, Tucker
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 96-106
Persistent link: https://www.econbiz.de/10011812320
Saved in:
9
When bullwhip increases in the lead time : an eigenvalue analysis of ARMA demand
Gaalman, Gerard J. C.
;
Disney, Stephen M.
;
Wang, Xun
- In:
International journal of production economics
250
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013535783
Saved in:
10
Impact of cross-docking on the bullwhip effect
Benrqya, Yassine
;
Jabbouri, Imad
- In:
Journal of modelling in management
18
(
2023
)
6
,
pp. 1783-1808
Persistent link: https://www.econbiz.de/10014432525
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