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subject:"Zeitreihenanalyse"
person:"Schmid, Wolfgang"
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Zeitreihenanalyse
Theorie
66
Theory
66
Time series analysis
24
Portfolio selection
23
Portfolio-Management
23
Statistical quality control
22
Statistische Qualitätskontrolle
22
Multivariate Analyse
14
Multivariate analysis
14
Analysis of variance
10
Estimation theory
10
Kontrollkarte
10
Kontrollkarten
10
Schätztheorie
10
Varianzanalyse
10
Capital income
8
Kapitaleinkommen
8
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
Financial analysis
7
Finanzanalyse
7
Schätzung
7
Volatility
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Volatilität
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Stochastic process
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Stochastischer Prozess
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ARCH model
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ARCH-Modell
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Börsenkurs
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Deutschland
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Germany
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Share price
5
EWMA
4
Erwartungsnutzen
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Expected utility
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4
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Arbeitspapier
20
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20
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20
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2
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English
23
German
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Author
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Schmid, Wolfgang
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
105
Caporale, Guglielmo Maria
85
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
Koop, Gary
67
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
52
Swanson, Norman R.
52
Granger, C. W. J.
50
Dijk, Herman K. van
47
Hassler, Uwe
47
Hyndman, Rob J.
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
45
Bauwens, Luc
44
Marcellino, Massimiliano
44
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Johansen, Søren
36
Lux, Thomas
36
Timmermann, Allan
36
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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
10
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Österreichische Zeitschrift für Statistik und Informatik : ZSI
1
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ECONIS (ZBW)
24
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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:
11
Sequential methods for detecting changes in the variance of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693132
Saved in:
12
Monitoring the cross-covariances of a multivariate time series
Śliwa, Przemysław
;
Schmid, Wolfgang
-
2002
Persistent link: https://www.econbiz.de/10001693155
Saved in:
13
Control charts for time series : a review
Knoth, Sven
;
Schmid, Wolfgang
-
2001
Persistent link: https://www.econbiz.de/10001637559
Saved in:
14
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes
Rosołowski, M.
;
Schmid, Wolfgang
-
2001
Persistent link: https://www.econbiz.de/10001597609
Saved in:
15
Monitoring financial time series
Schmid, Wolfgang
;
Schipper, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001473069
Saved in:
16
Kontrollkarten für abhängige Zufallsvariablen
Schmid, Wolfgang
;
Knoth, Sven
-
2000
Persistent link: https://www.econbiz.de/10001482192
Saved in:
17
Monitoring changes in GARCH processes
Severin, Thomas
;
Schmid, Wolfgang
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
83
(
1999
)
3
,
pp. 281-307
Persistent link: https://www.econbiz.de/10001409827
Saved in:
18
On the distribution properties of GARCH processes
Pawlak, M.
-
1998
Persistent link: https://www.econbiz.de/10000994620
Saved in:
19
Statistical process control and its application in finance
Severin, Thomas
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 83-104)
.
1998
Persistent link: https://www.econbiz.de/10001305358
Saved in:
20
Sequential methods for detecting changes in the volatility of economic time series
Schipper, Stefan
;
Schmid, Wolfgang
-
1998
Persistent link: https://www.econbiz.de/10001350615
Saved in:
21
On the robustness of Shewhart type charts
Kramer, Holger G.
-
1997
Persistent link: https://www.econbiz.de/10000983537
Saved in:
22
Statistical process control and its application in finance
Severin, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000983546
Saved in:
23
EWMA charts for multivariate time series
Kramer, Holger Günther
;
Schmid, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000573478
Saved in:
24
An optimal decision rule for identifying outliers in time series
Schmid, Wolfgang
- In:
Österreichische Zeitschrift für Statistik und …
22
(
1992
)
2
,
pp. 119-133
Persistent link: https://www.econbiz.de/10001150117
Saved in:
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