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subject:"Zeitreihenanalyse"
~person:"Schmid, Wolfgang"
~type_genre:"Arbeitspapier"
~type_genre:"Textbook"
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Zeitreihenanalyse
Theorie
42
Theory
42
Time series analysis
20
Statistical quality control
17
Statistische Qualitätskontrolle
17
Multivariate Analyse
12
Multivariate analysis
12
Portfolio selection
10
Portfolio-Management
10
Analysis of variance
9
Estimation theory
9
Kontrollkarte
9
Kontrollkarten
9
Schätztheorie
9
Varianzanalyse
9
Financial analysis
7
Finanzanalyse
7
Estimation
5
Schätzung
5
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
EWMA
4
Financial market
4
Finanzmarkt
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Capital income
3
Deutschland
3
Germany
3
Kapitaleinkommen
3
Nichtlineare Regression
3
Nonlinear regression
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
Yield curve
3
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Book / Working Paper
20
Type of publication (narrower categories)
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Arbeitspapier
Textbook
Graue Literatur
20
Non-commercial literature
20
Working Paper
20
Article in journal
2
Aufsatz in Zeitschrift
2
Aufsatz im Buch
1
Book section
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Systematic review
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Übersichtsarbeit
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Language
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English
19
German
1
Author
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Schmid, Wolfgang
Franses, Philip Hans
66
Koopman, Siem Jan
64
Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
52
Härdle, Wolfgang
52
Phillips, Peter C. B.
46
Maravall Herrero, Agustín
41
Dijk, Herman K. van
37
Lütkepohl, Helmut
37
Sibbertsen, Philipp
36
Pesaran, M. Hashem
35
Koop, Gary
33
McAleer, Michael
33
Kunst, Robert M.
32
Lucas, André
32
Feng, Yuanhua
31
Hyndman, Rob J.
31
Teräsvirta, Timo
31
Hallin, Marc
29
Beran, Jan
28
Marcellino, Massimiliano
28
Swanson, Norman R.
26
Bauwens, Luc
24
Harvey, Andrew C.
23
Hassler, Uwe
22
Lux, Thomas
21
Dijk, Dick van
20
Fried, Roland
19
Johansen, Søren
19
Robinson, Peter M.
19
Saikkonen, Pentti
19
Timmermann, Allan
19
Weihs, Claus
19
Athanasopoulos, George
15
Breitung, Jörg
15
Fiorentini, Gabriele
15
Gao, Jiti
15
Gouriéroux, Christian
15
Grassi, Stefano
15
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Published in...
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
11
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
9
Source
All
ECONIS (ZBW)
20
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1
Surveillance of the risk behaviour of a time dependent process
Schmid, Wolfgang
;
Zabolotska, Svitlana
-
2008
Persistent link: https://www.econbiz.de/10003800378
Saved in:
2
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, Maciej
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800387
Saved in:
3
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800389
Saved in:
4
Surveillance of the mean behaviour of multivariate time series
Bodnar, Olha
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800413
Saved in:
5
New characteristics for portfolio surveillance
Golosnoy, Vasyl
;
Okhrin, Iryna
;
Schmid, Wolfgang
-
2008
Persistent link: https://www.econbiz.de/10003800417
Saved in:
6
Surveillance of univariate and multivariate linear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635783
Saved in:
7
Surveillance of univariate and multivariate nonlinear time series
Okhrin, Yarema
;
Schmid, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003635784
Saved in:
8
Surveillance of the covariance matrix of multivariate nonlinear time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2004
Persistent link: https://www.econbiz.de/10002464163
Saved in:
9
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołowski, M.
;
Schmid, Wolfgang
-
2003
Persistent link: https://www.econbiz.de/10001798797
Saved in:
10
EWMA charts for monitoring the mean and the autocovariances of stationary processes
Rosołiwski, Maciej
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693098
Saved in:
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