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subject:"Time series analysis"
~isPartOf:"Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel"
~type_genre:"Bibliografie enthalten"
~type_genre:"Non-commercial literature"
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Time series analysis
Theorie
65
Theory
65
Estimation theory
24
Schätztheorie
24
Zeitreihenanalyse
17
Deutschland
16
Germany
16
Estimation
14
Schätzung
14
Probability theory
11
Wahrscheinlichkeitsrechnung
11
Statistical distribution
6
Statistische Verteilung
6
Cointegration
5
Kointegration
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
Statistical theory
4
Statistische Methodenlehre
4
Yield curve
4
Zinsstruktur
4
Exchange rate
3
Forecasting model
3
Macroeconometrics
3
Makroökonometrie
3
Market entry
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Markteintritt
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Maßzahl
3
Preiswettbewerb
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Price competition
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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Type of publication
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Book / Working Paper
17
Type of publication (narrower categories)
All
Bibliografie enthalten
Non-commercial literature
Arbeitspapier
17
Graue Literatur
17
Working Paper
17
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
156
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
96
Working paper / Department of Econometrics and Business Statistics, Monash University
77
CREATES research paper
70
Working paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
48
Cowles Foundation discussion paper
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
43
SFB 649 discussion paper
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Working paper / National Bureau of Economic Research, Inc.
39
Discussion paper / Centre for Economic Policy Research
37
Discussion paper / Center for Economic Research, Tilburg University
35
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
34
CAMA working paper series
32
Working papers
30
Documentos de trabajo / Banco de España, Servicio de Estudios
27
Working paper series
27
CORE discussion paper : DP
26
Cambridge working papers in economics
26
Discussion paper
25
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
23
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
22
Report / Econometric Institute, Erasmus University Rotterdam
22
Economics working paper
21
IHS economics series : working paper
21
SSE EFI working paper series in economics and finance
21
Working paper series in economics and finance
20
Working papers / Rutgers University, Department of Economics
20
Discussion paper / Tinbergen Institute / Tinbergen Institute
19
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
19
CoFE discussion papers
18
Discussion papers in economics
18
Economics discussion papers
18
Umeå economic studies
18
Econometric Institute research papers
17
Working paper series / European Central Bank
17
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ECONIS (ZBW)
17
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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:
1
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