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subject:"Großbritannien"
subject:"Time series analysis"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Strathclyde / Department of Economics"
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Großbritannien
Time series analysis
Theorie
121
Theory
121
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Schätzung
9
USA
9
United States
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
8
Markov-Kette
8
Forecasting model
7
Prognoseverfahren
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Estimation theory
6
Schätztheorie
6
State space model
6
Zustandsraummodell
6
Cointegration
5
Kointegration
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
CAPM
4
Modellierung
4
Option trading
4
Optionsgeschäft
4
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Free
7
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Book / Working Paper
13
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Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
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English
13
Author
All
Koop, Gary
6
Bauwens, Luc
1
Belmonte, Miguel
1
Busch, Thomas
1
Chan, Joshua C. C.
1
Christiansen, Charlotte
1
Gefang, Deborah
1
Korobilis, Dimitris
1
Koulikov, Dmitri
1
Leon-Gonzalez, Roberto
1
Myhre Lildholt, Peter
1
Potter, Simon M.
1
Rahbek, Anders
1
Rombouts, Jeroen V. K.
1
Strachan, Rodney W.
1
Swales, John Kim
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
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Institution
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Centre for Analytical Finance <Århus>
University of Strathclyde / Department of Economics
National Bureau of Economic Research
118
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Birkbeck College / Department of Economics
14
Umeå universitet
11
British Association for the Advancement of Science / Section Economics
10
Forschungsinstitut zur Zukunft der Arbeit
10
Edward Elgar Publishing
9
London School of Economics and Political Science
9
University of Oxford / Institute of Economics and Statistics
9
Centre for Quantitative Economics & Computing
8
Econometrisch Instituut <Rotterdam>
8
Centre for Economic Policy Research
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Institute of Economic Affairs
7
University of Exeter / Department of Economics
7
Centre for Economic Performance
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Affairs <London>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Reading / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Organisation for Economic Co-operation and Development
5
Australian National University / Faculty of Economics and Commerce
4
Conservative Political Centre
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Großbritannien / Registrar General Scotland
4
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Institute for Fiscal Studies
4
OECD
4
United States / Congress / House / Committee on Education and Labor / Subcommittee on Equal Opportunities
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
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Strathclyde discussion papers in economics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
Source
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ECONIS (ZBW)
13
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1
Using VARs and TVP-VARs with many macroeconomic variables
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735892
Saved in:
2
Model switching and model averaging in time-varying parameter regression models
Belmonte, Miguel
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009735895
Saved in:
3
The dynamics of UK and US inflation expectations
Gefang, Deborah
;
Koop, Gary
;
Potter, Simon M.
-
2011
Persistent link: https://www.econbiz.de/10009231251
Saved in:
4
Forecasting with medium and large Bayesian VARs
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231257
Saved in:
5
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2011
Persistent link: https://www.econbiz.de/10009231258
Saved in:
6
A comparison of forecasting procedures for macroeconomic series : the contribution of structural break models
Bauwens, Luc
;
Koop, Gary
;
Korobilis, Dimitris
; …
-
2011
Persistent link: https://www.econbiz.de/10009231265
Saved in:
7
The relative efficiency of automatic and discretionary industrial aid
Swales, John Kim
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003803336
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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