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subject:"Zeitreihenanalyse"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Law"
~institution:"Fachhochschule Stralsund / Fachbereich Wirtschaft"
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Search: subject_exact:"Theory"
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| 4 applied filters
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Zeitreihenanalyse
Theorie
146
Theory
146
Option pricing theory
14
Optionspreistheorie
14
Time series analysis
13
Stochastic process
11
Stochastischer Prozess
11
Yield curve
11
Zinsstruktur
11
Forecasting model
10
Prognoseverfahren
10
Estimation
9
Schätzung
9
EU countries
8
EU-Staaten
8
Statistical test
8
Statistischer Test
8
USA
8
United States
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Estimation theory
6
Geldpolitik
6
Markov chain
6
Markov-Kette
6
Monetary policy
6
Portfolio selection
6
Portfolio-Management
6
Schätztheorie
6
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
VAR model
5
VAR-Modell
5
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Online availability
All
Free
5
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
German
2
Author
All
Lütkepohl, Helmut
3
Götze, Wolfgang
2
Bardsen, Gunnar
1
Bekiros, Stelios
1
Busch, Thomas
1
Christiansen, Charlotte
1
Herwartz, Helmut
1
Jordà, Òscar
1
Knüppel, Malte
1
Koulikov, Dmitri
1
Marcellino, Massimiliano
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
All
Centre for Analytical Finance <Århus>
European University Institute / Department of Law
Fachhochschule Stralsund / Fachbereich Wirtschaft
National Bureau of Economic Research
64
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
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
Econometric Society
2
Eric Cuvillier <Firma>
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
EUI working paper / ECO
5
Diskussionsbeiträge / Fachhochschule Stralsund, Fachbereich Wirtschaft
2
Source
All
ECONIS (ZBW)
13
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1
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
2
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
4
Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867318
Saved in:
5
Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
-
2009
Persistent link: https://www.econbiz.de/10003867341
Saved in:
6
"Analyse und Prognose von stündlichen Preisreihen für Elektroenergie mit Hilfe von Mehrgleichungsmodellen mit GARCH-Struktur"
Götze, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10003298994
Saved in:
7
"Random Walk Modellierung monatlicher Zeitreihen für Rohstoffe und Elektroenergie"
Götze, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10003299006
Saved in:
8
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
9
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
10
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
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