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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
625,588
Theory
610,686
USA
45,263
Portfolio-Management
44,091
United States
44,000
Portfolio selection
43,747
Risikomanagement
35,143
Risk management
34,079
Schätzung
31,727
Estimation
30,945
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29,366
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Deutschland
27,018
Germany
25,137
Risiko
23,682
Risk
23,607
Geldpolitik
22,801
Monetary policy
22,080
Mathematische Optimierung
17,435
Mathematical programming
17,329
Prognoseverfahren
15,026
Forecasting model
14,754
Wirtschaftswachstum
13,399
Kapitaleinkommen
13,344
Capital income
13,301
Börsenkurs
13,038
Spieltheorie
12,894
Economic growth
12,854
Share price
12,820
Time series analysis
12,815
Game theory
12,173
Volatilität
12,140
Volatility
11,882
Experiment
11,621
CAPM
11,432
Finanzmarkt
11,037
Financial market
10,807
Asymmetrische Information
10,804
EU-Staaten
10,698
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4,236
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Book / Working Paper
6,715
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6,496
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5,958
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3,548
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8
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Franses, Philip Hans
139
Koopman, Siem Jan
127
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
96
Härdle, Wolfgang
73
Lütkepohl, Helmut
72
Sibbertsen, Philipp
72
Koop, Gary
71
Pesaran, M. Hashem
70
Teräsvirta, Timo
66
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
59
Lucas, André
57
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Hassler, Uwe
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
48
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Engle, Robert F.
46
Bauwens, Luc
45
Proietti, Tommaso
43
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
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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
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Analytical Finance <Århus>
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
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
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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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Journal of econometrics
329
International journal of forecasting
320
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Journal of forecasting
228
Econometric theory
190
Discussion paper / Tinbergen Institute
177
Econometric reviews
132
Economic modelling
113
Applied economics
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
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
CREATES research paper
73
Applied economics letters
72
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
NBER Working Paper
58
Journal of empirical finance
57
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
NBER working paper series
54
Oxford bulletin of economics and statistics
54
The econometrics journal
52
Tinbergen Institute Discussion Paper
52
CESifo working papers
51
Finance research letters
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Econometrics : open access journal
44
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Source
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ECONIS (ZBW)
12,870
EconStor
324
USB Cologne (EcoSocSci)
13
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
Dynamic factor Value-at-Risk for large heteroskedastic portfolios
Aramonte, Sirio
;
Giudice Rodriguez, Marius del
;
Wu, Jason
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4299-4309
Persistent link: https://www.econbiz.de/10010247041
Saved in:
2
Expected shortfall in the presence of asymmetry and long memory : an application to Vietnamese stock markets
Walther, Thomas
- In:
Pacific accounting review
29
(
2017
)
2
,
pp. 132-151
Persistent link: https://www.econbiz.de/10011703972
Saved in:
3
Predicting and hedging credit portfolio risk with macroeconomic factors
Bär, Tobias
-
2002
Persistent link: https://www.econbiz.de/10001649713
Saved in:
4
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong
;
Lehnert, Thorsten
-
2017
Persistent link: https://www.econbiz.de/10011817658
Saved in:
5
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
Saved in:
6
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im
Risikomanagement
Jensen, Sören
-
2012
Persistent link: https://www.econbiz.de/10013360909
Saved in:
7
Modeling dependencies in finance using copulae
Härdle, Wolfgang
(
contributor
);
Okhrin, Ostap
(
contributor
)
-
2008
In this paper we provide a review of copula
theory
with applications to finance. We illustrate the idea on the …
Persistent link: https://www.econbiz.de/10003727552
Saved in:
8
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
Saved in:
9
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
10
Value-at-risk :
theory
and practice
Holton, Glyn A.
-
2003
Persistent link: https://www.econbiz.de/10001748316
Saved in:
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