//--> //--> //--> //-->
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
Exact Simulation of Multi-Dime...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
622,968
Theory
608,067
USA
41,155
United States
40,046
Schätzung
29,826
Estimation
29,098
Welt
24,888
World
24,257
Deutschland
23,058
Geldpolitik
22,437
Monetary policy
21,707
Germany
21,569
Simulation
20,263
Portfolio-Management
19,285
Portfolio selection
19,083
Risiko
17,665
Mathematische Optimierung
17,612
Mathematical programming
17,507
Risk
17,478
Stochastischer Prozess
17,117
Stochastic process
16,677
Prognoseverfahren
14,228
Forecasting model
13,954
Wirtschaftswachstum
13,408
Spieltheorie
13,101
Time series analysis
12,941
Economic growth
12,796
Volatilität
12,369
Game theory
12,365
Volatility
12,108
Experiment
11,567
Börsenkurs
11,226
Schätztheorie
11,039
Share price
11,022
Estimation theory
10,640
Asymmetrische Information
10,535
Wettbewerb
10,282
Asymmetric information
10,251
Wohlfahrtsanalyse
10,229
more ...
less ...
Online availability
All
Free
4,343
Undetermined
2,253
Type of publication
All
Book / Working Paper
6,803
Article
6,535
Type of publication (narrower categories)
All
Article in journal
5,995
Aufsatz in Zeitschrift
5,995
Working Paper
3,656
Graue Literatur
3,555
Non-commercial literature
3,555
Arbeitspapier
3,334
Hochschulschrift
551
Aufsatz im Buch
475
Book section
475
Thesis
474
Collection of articles of several authors
149
Sammelwerk
149
Lehrbuch
128
Collection of articles written by one author
113
Sammlung
113
Textbook
109
Bibliografie enthalten
94
Bibliography included
94
Aufsatzsammlung
74
Amtsdruckschrift
56
Government document
56
Konferenzschrift
56
Systematic review
53
Übersichtsarbeit
53
Forschungsbericht
43
Conference proceedings
33
Conference paper
31
Konferenzbeitrag
31
Mehrbändiges Werk
19
Multi-volume publication
19
Rezension
17
Festschrift
15
Bibliografie
12
Handbook
12
Handbuch
12
Reprint
11
Einführung
10
Article
7
Mikroform
6
Statistik
6
more ...
less ...
Language
All
English
12,738
German
408
French
78
Spanish
65
Italian
20
Portuguese
13
Polish
9
Dutch
5
Undetermined
5
Russian
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
143
Koopman, Siem Jan
140
Phillips, Peter C. B.
132
Gil-Alaña, Luis A.
121
Caporale, Guglielmo Maria
101
Sibbertsen, Philipp
76
Lütkepohl, Helmut
75
Koop, Gary
72
McAleer, Michael
72
Härdle, Wolfgang
70
Pesaran, M. Hashem
66
Teräsvirta, Timo
65
Kunst, Robert M.
62
Swanson, Norman R.
62
Harvey, Andrew C.
57
Lucas, André
57
Maravall Herrero, Agustín
56
Gao, Jiti
53
Hassler, Uwe
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
49
Dijk, Herman K. van
47
Lux, Thomas
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
45
Kapetanios, George
44
Saikkonen, Pentti
43
Taylor, Robert
43
Beran, Jan
42
Perron, Pierre
42
Ghysels, Eric
41
Timmermann, Allan
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
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
9
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
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
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
more ...
less ...
Published in...
All
Journal of econometrics
363
International journal of forecasting
322
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Journal of forecasting
225
Econometric theory
195
Discussion paper / Tinbergen Institute
186
Econometric reviews
141
Economic modelling
119
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Applied economics
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Computational economics
87
Working paper
85
CREATES research paper
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Applied economics letters
75
Journal of economic dynamics & control
72
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Energy economics
61
NBER Working Paper
58
Cowles Foundation discussion paper
57
Working paper / National Bureau of Economic Research, Inc.
57
Oxford bulletin of economics and statistics
56
Journal of empirical finance
55
NBER working paper series
54
Tinbergen Institute Discussion Paper
53
CESifo working papers
52
The econometrics journal
52
European journal of operational research : EJOR
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
49
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
47
Technical Report
46
EUI working paper / ECO
45
Finance research letters
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,999
EconStor
331
USB Cologne (EcoSocSci)
5
ArchiDok
1
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
13,338
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting dirty tanker freight rate index by using stochastic differential equations
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012028815
Saved in:
2
Temporale Aggregation von heteroskedastischen Prozessen : stochastische Differenzengleichungen versus stochastische Differentialgleichungen unter Berücksichtigung von Lévy-Ornstein...
Hegewald, Sabine
-
2006
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003320495
Saved in:
3
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
4
Expected a posteriori estimation in financial applications
Mazzoni, Thomas
-
2008
Persistent link: https://www.econbiz.de/10003699961
Saved in:
5
Functionals associated with gradient stochastic flows and nonlinear SPDEs
Iftimie, Bogdan
;
Mazurencu Marinescu, Miruna
;
Vârsan, …
- In:
Advanced mathematical methods for finance
,
(pp. 397-415)
.
2011
Persistent link: https://www.econbiz.de/10008991280
Saved in:
6
Profitability of time series momentum
He, Xue-zhong
;
Li, Kai
- In:
Journal of banking & finance
53
(
2015
),
pp. 140-157
Persistent link: https://www.econbiz.de/10011377714
Saved in:
7
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
8
Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.
;
MacCrorie, J. Roderick
;
Thornton, …
-
University of Essex / Department of Economics
-
2017
Persistent link: https://www.econbiz.de/10013162724
Saved in:
9
A stochastic differential equation approach to the
analysis
of the 2017 and 2019 UK general election polls
Levene, Mark
;
Fenner, Trevor
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1227-1234
Persistent link: https://www.econbiz.de/10012794848
Saved in:
10
Testing for threshold diffusion
Su, Fei
;
Chan, Kung-sik
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10011704178
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...
//-->