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subject:"Time series analysis"
type_genre:"Working Paper"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~type_genre:"Bibliografie"
~type_genre:"Mikroform"
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Search: subject_exact:"Theory"
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Time series analysis
Theorie
67
Theory
67
Estimation theory
24
Schätztheorie
24
Deutschland
17
Germany
17
Zeitreihenanalyse
17
Estimation
14
Schätzung
14
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Cointegration
6
Kointegration
6
Statistical distribution
6
Statistische Verteilung
6
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Preiswettbewerb
4
Price competition
4
Statistical theory
4
Statistische Methodenlehre
4
Yield curve
4
Zinsstruktur
4
Exchange rate
3
Forecasting model
3
Macroeconometrics
3
Makroökonometrie
3
Market entry
3
Markteintritt
3
Maßzahl
3
Prognoseverfahren
3
Statistical measures
3
Statistical test
3
Statistischer Test
3
Technical efficiency
3
Technische Effizienz
3
VAR model
3
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Book / Working Paper
17
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Working Paper
Bibliografie
Mikroform
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Bibliografie enthalten
1
Bibliography included
1
Language
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English
13
German
4
Author
All
Mittnik, Stefan
5
Paolella, Marc S.
4
Račev, Svetlozar T.
4
Kurz-Kim, Jeong-Ryeol
3
Rachev, Svetlozar T.
3
Hansen, Gerd
2
Kim, Jeong-Ryeol
2
Lütkepohl, Helmut
2
Mohr, Walter
2
Rudl, Jan
2
Schneider, Wolfgang
2
Claessen, Holger
1
Hauschulz, Wolfgang
1
Schwaar, Christian
1
Čobanov, Georgi S.
1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
Discussion paper / Tinbergen Institute
168
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
100
Working paper / Department of Econometrics and Business Statistics, Monash University
78
CREATES research paper
70
Working paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
55
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
Cowles Foundation discussion paper
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
43
Discussion paper / Center for Economic Research, Tilburg University
41
Discussion paper / Centre for Economic Policy Research
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
Report / Econometric Institute, Erasmus University Rotterdam
33
Working papers
32
Econometric Institute research papers
29
Documentos de trabajo / Banco de España, Servicio de Estudios
28
CORE discussion paper : DP
27
Working paper series
27
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
26
Discussion paper
25
Economics working paper
23
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
23
SSE EFI working paper series in economics and finance
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
ECARES working paper
22
IHS economics series : working paper
21
Technical working paper / National Bureau of Economic Research
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Discussion papers / CEPR
19
Discussion papers in economics
19
Cambridge working papers in economics
18
CoFE discussion papers
18
Economics and finance working paper series
17
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ECONIS (ZBW)
17
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1
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
Saved in:
2
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
3
Using flexible GARCH models with asymmetric distributions
Paolella, Marc S.
-
1997
Persistent link: https://www.econbiz.de/10000984446
Saved in:
4
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
5
A closed form pure discount bond price solution for a three-factor affine model of the term structure
Schwaar, Christian
-
1997
Persistent link: https://www.econbiz.de/10000985634
Saved in:
6
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
7
The reliability of the Johansen-procedure : some Monte-Carlo-results
Hansen, Gerd
-
1996
Persistent link: https://www.econbiz.de/10000937607
Saved in:
8
Modeling the distribution of highly volatile exchange-rate time series
Čobanov, Georgi S.
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000955836
Saved in:
9
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
10
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
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