//--> //--> //--> //-->
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:"Time series analysis"
type_genre:"Aufsatz im Buch"
~subject:"Portfolio-Management"
~type_genre:"Bibliografie enthalten"
~type_genre:"Konferenzschrift"
~type_genre:"Sammlung"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Portfolio-Management
Theory
67,576
Theorie
67,573
Deutschland
6,592
Germany
6,503
USA
4,773
United States
4,711
Welt
3,986
World
3,985
Schätzung
2,018
Estimation
2,011
History of economic thought
1,868
Ökonomische Ideengeschichte
1,868
Geldpolitik
1,635
Monetary policy
1,582
Spieltheorie
1,411
Wirtschaftswachstum
1,398
Game theory
1,380
Economic growth
1,339
Innovation
1,284
EU countries
1,264
EU-Staaten
1,264
Management
1,254
Portfolio selection
1,253
Mathematical programming
1,218
Mathematische Optimierung
1,218
Nachhaltige Entwicklung
1,142
Sustainable development
1,142
Environmental economics
1,128
Umweltökonomik
1,128
Neue politische Ökonomie
1,118
Public choice
1,118
Institutionenökonomik
1,070
Institutional economics
1,069
Multinationales Unternehmen
1,069
Unternehmensnetzwerk
1,069
Business network
1,068
Evolutionary economics
1,052
Evolutionsökonomik
1,052
Transnational corporation
1,047
more ...
less ...
Online availability
All
Undetermined
174
Free
39
Type of publication
All
Article
1,356
Book / Working Paper
582
Type of publication (narrower categories)
All
Aufsatz im Buch
Bibliografie enthalten
Konferenzschrift
Sammlung
Article in journal
13,627
Aufsatz in Zeitschrift
13,627
Graue Literatur
6,098
Non-commercial literature
6,098
Arbeitspapier
5,543
Working Paper
5,543
Hochschulschrift
1,400
Book section
1,333
Thesis
1,208
Lehrbuch
387
Textbook
358
Collection of articles of several authors
340
Sammelwerk
340
Collection of articles written by one author
254
Bibliography included
248
Aufsatzsammlung
154
Systematic review
76
Übersichtsarbeit
76
Amtsdruckschrift
75
Conference paper
75
Government document
75
Konferenzbeitrag
75
Conference proceedings
69
Glossar enthalten
64
Glossary included
64
Forschungsbericht
60
Handbook
60
Handbuch
60
Mehrbändiges Werk
33
Multi-volume publication
33
Bibliografie
27
Rezension
21
Reprint
19
Festschrift
18
Case study
17
Fallstudie
17
more ...
less ...
Language
All
English
1,520
German
402
Italian
7
Polish
6
French
5
Undetermined
3
Spanish
2
Danish
1
Russian
1
Swedish
1
more ...
less ...
Author
All
Fabozzi, Frank J.
21
Barnett, William A.
11
Lütkepohl, Helmut
9
Račev, Svetlozar T.
9
Locarek-Junge, Hermann
8
Zopounidis, Constantin
8
Merton, Robert C.
7
Satchell, Stephen
7
Spremann, Klaus
7
Gredenhoff, Mikael P.
6
Hendry, David F.
6
Maurer, Raimond
6
Mills, Terence C.
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Teräsvirta, Timo
6
Albrecht, Peter
5
Andersson, Michael K.
5
Bertocchi, Marida
5
Granger, C. W. J.
5
Hafner, Christian M.
5
He, Changli
5
Herbertsson, Alexander
5
Härdle, Wolfgang
5
Markowitz, Harry
5
Metz, Rainer
5
Moriggia, Vittorio
5
Persson, Mattias
5
Prinzler, Ralf
5
Samuelson, Paul Anthony
5
Spronk, Jaap
5
Steiner, Manfred
5
Straßberger, Mario
5
Anderson, Heather M.
4
Andersson, Eva
4
Beyer, Andreas H.
4
Consigli, Giorgio
4
Crépey, Stéphane
4
Dempster, Michael A. H.
4
Derigs, Ulrich
4
more ...
less ...
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
8
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
Deutschland / Bundeswehr / Universität Hamburg
2
Econometric Society
2
Friedrich-Schiller-Universität Jena
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of California Santa Barbara
2
Universität Mannheim
2
Aarhus Universitet
1
American Statistical Association
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Associazione bancaria italiana
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Bachelier Finance Society
1
Brėscki dzjaržaŭny universitėt imja A. S. Puškina
1
Centro Interdipartimentale di Studi Internazionali sull'Economia e lo Sviluppo <Rom>
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Nonlinear Dynamics and Econometrics <1991, Los Angeles, Calif.>
1
Conference on the Seasonal Analysis of Economic Time Series <1976, Washington, DC>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Deutsche Bank <Frankfurt am Main> / Research
1
Eberhard Karls Universität Tübingen / Geographisches Institut
1
Econometrics Conference <1995, Melbourne>
1
Fachhochschule Liechtenstein
1
Gesellschaft für Wirtschafts- und Sozialwissenschaften / Ausschuß für Geldtheorie und Geldpolitik
1
Goethe-Universität Frankfurt am Main
1
Gruppo IMI <Rom>
1
Institut for Graenseregionsforskning
1
Institut für Höhere Studien
1
Institut für Wirtschaftsstudien / Wissenschaftlicher Beirat
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Law and Economics <2., 2007, Sankt Gallen>
1
International Conference on Multidimensional Finance, Insurance and Investment <5., 2013, Madīnat ʿĪsā>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
more ...
less ...
Published in...
All
Europäische Hochschulschriften / 5
39
Investment management and financial management
13
Applied quantitative finance
12
Valuation, financial modeling, and quantitative tools
12
Handbook of financial time series
10
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
10
Long memory in economics : with 50 tables
10
Optimizing optimization : the next generation of optimization applications and theory
10
Analyse saisonaler Zeitreihen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
The handbook of fixed income securities
9
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
8
Quantitative fund management
8
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
8
Advanced bond portfolio management : best practices in modeling and strategies
7
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
7
Gabler Edition Wissenschaft
7
Journal of econometrics
7
Multi-moment asset allocation and pricing models
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Risk management decisions and value under uncertainty
7
Risk management for central bank foreign reserves
7
Advances in risk management
6
Advances of OR in commodities and financial modeling
6
Decision making and risk/return optimization in financial economics
6
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
6
Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Handbook of heavy tailed distributions in finance
6
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
6
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
6
Managerial multiple objective optimization
6
Modelling techniques for financial markets and bank management
6
Multiple criteria decision making in finance, insurance and investment
6
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
6
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
6
Progress in financial markets research
6
Projektportfolio-Management : strategisches und operatives Multi-Projektmanagement in der Praxis
6
Reihe Quantitative Ökonomie : Ökon
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
more ...
less ...
Source
All
ECONIS (ZBW)
1,938
Showing
1
-
10
of
1,938
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monetary utility functions and risk functionals
Floros, Christos
;
Gillas, Konstantinos Gkillas
; …
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 27-35)
.
2023
Persistent link: https://www.econbiz.de/10014338785
Saved in:
2
An answer to Roll's critique (1977) 45 years later
Desban, Marc
;
Diyarbakirlioglu, Erkin
;
Lajili Jarjir, Souad
- In:
Essays on Financial Analytics : Applications and Methods
,
(pp. 297-341)
.
2023
Persistent link: https://www.econbiz.de/10014338892
Saved in:
3
VaR model for managing market risk of portfolio
Pribadi, Firman
;
Surwanti, Arni
;
Shih, Wen-Chung
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 165-172)
.
2023
Persistent link: https://www.econbiz.de/10014462381
Saved in:
4
Got crypto? : evidence from Markowitz, Kataoka, and conditional value-at-risk models
Du, Lanqing
;
Lee, Jinwook
;
Kim, Namjong
;
Choi, Paul Moon Sub
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 113-143)
.
2023
Persistent link: https://www.econbiz.de/10014245458
Saved in:
5
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
6
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
7
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
8
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
9
Zero-investment portfolio strategy and excess returns in ESG100 stocks
Parichat Sinlapates
;
Thawaree Chinnasaeng
- In:
Comparative analysis of trade and finance in emerging …
,
(pp. 51-66)
.
2023
Persistent link: https://www.econbiz.de/10014316845
Saved in:
10
Determining the impact of different forms of stationarity on financial time series analysis
Greunen, Jan van
;
Heymans, André
- In:
Business research : an illustrative guide to practical …
,
(pp. 61-76)
.
2023
Persistent link: https://www.econbiz.de/10014317749
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...
//-->