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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Contributions to financial econometrics : theoretical and practical issues"
~isPartOf:"Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium vom 13. und 14. Oktober 1995 in Tübingen"
~subject:"Bootstrap-Verfahren"
~type_genre:"Bibliografie"
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Time series analysis
Bootstrap-Verfahren
Theorie
11
Theory
11
Zeitreihenanalyse
6
Saisonale Schwankungen
4
Seasonal variations
4
Business cycle
3
Konjunktur
3
ARCH model
2
ARCH-Modell
2
Econometrics
2
Financial market
2
Finanzmarkt
2
Ökonometrie
2
Bootstrap approach
1
CAPM
1
Derivat
1
Derivative
1
Discounting
1
Diskontierung
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GARCH
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Hedging
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Rational expectations
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Rationale Erwartung
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Yield curve
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Aufsatz im Buch
Bibliografie
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German
3
English
3
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McAleer, Michael
2
Goldrian, Georg
1
Li, Wai Keung
1
Ling, Shiqing
1
Meyer, Norbert
1
Oxley, Les
1
Pascual, Lorenzo
1
Ruiz, Esther
1
Schmidt, Jürgen
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Contributions to financial econometrics : theoretical and practical issues
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium vom 13. und 14. Oktober 1995 in Tübingen
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Progress in financial markets research
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Applied quantitative finance
4
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Handbook of economic forecasting ; Vol. 1
4
On testing and forecasting in fractionally integrated time series models
4
Statistical methods in finance
4
Statistical properties of GARCH processes
4
Cointegration for the applied economist
3
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
3
Econometrics of short and unreliable time series
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
3
Growth and cycle in the Euro-zone
3
Implikationen der Währungsunion für makroökonometrische Modelle
3
Kondratieffs Zyklen der Wirtschaft : an der Schwelle neuer Vollbeschäftigung? ; (Beiträge zur Theorie der Langen Wellen und ihrer praktischen Anwendung - ein interdisziplinärer Dialog) ; [erarbeitet auf der Grundlage von Beiträgen zur Internationalen Fachtagung "Offensiv zu Arbeitsplätzen: Weltmärkte 2010" des Lindenthal-Instituts Köln am 14. und 15. September 1996 über die Theorie der Langen Wellen und ihre praktische Anwendung]
3
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
3
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
3
New tools of economic dynamics
3
On turning point detection in cyclical processes : with applications to the monitoring of business cycles
3
Recent econometric techniques for macroeconomic and financial data
3
Risk management decisions and value under uncertainty
3
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1
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
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2
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
3
Bootstrapping financial time series
Ruiz, Esther
;
Pascual, Lorenzo
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 35-64)
.
2003
Persistent link: https://www.econbiz.de/10001932651
Saved in:
4
Probleme der Datenaufbereitung und Zeitreihenzerlegung
Goldrian, Georg
- In:
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium …
,
(pp. 41-55)
.
1996
Persistent link: https://www.econbiz.de/10001320044
Saved in:
5
Der Trend als Diagnoseinstrument am Beispiel des Berliner Verfahrens BV4
Schmidt, Jürgen
- In:
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium …
,
(pp. 25-28)
.
1996
Persistent link: https://www.econbiz.de/10001320046
Saved in:
6
Saisonbereinigte Reihe versus Trend als Hilfsmittel der aktuellen Konjunkturanalyse
Meyer, Norbert
- In:
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium …
,
(pp. 9-24)
.
1996
Persistent link: https://www.econbiz.de/10001320047
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