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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Handbook of economic forecasting ; Vol. 1"
~isPartOf:"Long memory in economics : with 50 tables"
~isPartOf:"Statistical properties of GARCH processes"
~subject:"Agentenbasierte Modellierung"
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Time series analysis
Agentenbasierte Modellierung
Theorie
29
Theory
29
Zeitreihenanalyse
17
Forecasting model
14
Prognoseverfahren
14
Volatility
7
Volatilität
7
Financial market
6
Finanzmarkt
6
Agent-based modeling
5
Estimation theory
5
Schätztheorie
5
Börsenkurs
4
Cointegration
4
Kointegration
4
Market microstructure
4
Marktmikrostruktur
4
Nichtlineare Regression
4
Nonlinear regression
4
Share price
4
ARCH model
3
ARCH-Modell
3
Anlageverhalten
3
Behavioural finance
3
Statistical test
3
Statistischer Test
3
ARMA model
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ARMA-Modell
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Bayes-Statistik
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Bayesian inference
2
Capital income
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Estimation
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Heteroscedasticity
2
Heteroskedastizität
2
Kapitaleinkommen
2
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2
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2
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Article
18
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Aufsatz im Buch
Book section
18
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English
18
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He, Changli
4
Teyssière, Gilles
3
Abry, Patrice
1
Alfarano, Simone
1
Bhansali, Raj
1
Cont, Rama
1
Elliott, Graham
1
Gaunersdorfer, Andrea
1
Harvey, Andrew C.
1
Henry, Marc
1
Holland, Mark P.
1
Hommes, Cars H.
1
Kateb, Djalil
1
Kirman, Alan P.
1
Kokoszka, Piotr S.
1
Lavielle, Marc
1
Lux, Thomas
1
Lütkepohl, Helmut
1
Peretti, Christian de
1
Račkauskas, Alfredas Ju.
1
Seghier, Abdellatif
1
Suquet, Charles
1
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Published in...
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Handbook of economic forecasting ; Vol. 1
Long memory in economics : with 50 tables
Statistical properties of GARCH processes
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
16
Heterogenous agents, interactions and economic performance
15
Artificial markets modeling : methods and applications
14
Managing market complexity : the approach of artificial economics
14
Artificial economics : agent-based methods in finance, game theory and their applications
12
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
10
New tools of economic dynamics
10
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
10
The complex dynamics of economic interaction : essays in economics and econophysics
10
Agent-based computational demography : using simulation to improve our understanding of demographic behaviour : [papers ... presented at the Workshop on Agent-Based Computational Demography ... organised at the Max Planck Institute for Demographic Research, Rostock, 21-23 February 2001] ; with 16 tables
9
Analyse saisonaler Zeitreihen
9
Complexity and artificial markets
9
Emergent results of artificial economics : [... in its 7th year, the Conference Series in Artificial Economics ...]
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
8
Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
7
Evolutionary computation in economics and finance : with 66 tables
7
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Progress in artificial economics : computational and agent-based models
7
Advances in artificial economics : [peer-reviewed collection of papers presented during the 10th issue of the Artificial Economics Conference ; Social Simulation Conference, in Barcelona, Spain, 1st to 5th September 2014]
6
Agent-based computational economics
6
Digital Designs for Money, Markets, and Social Dilemmas
6
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]
6
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
Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
5
Handbook of econometrics ; Vol. 2
5
Multicriteria and multiagent decision making with applications to economics and social sciences
5
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]
5
New methods for energy market modelling : proceedings of the first European workshop on Energy Market Modelling using agent-based compuational economics ; 1st EMMACE workshop 2007, 26th October Karlsruhe, Germany
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 computational economics and finance
5
The Oxford handbook of economic forecasting
5
The complex networks of economic interactions : essays in agent-based economics and econophysics ; [9th International Workshop on Heterogenous Interacting Agents (WEHIA), which was held at Kyoto University, Japan, from May 27 to 29. 2004]
5
Applied quantitative finance
4
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1
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
2
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
3
Forecasting with trending data
Elliott, Graham
-
2006
Persistent link: https://www.econbiz.de/10003338439
Saved in:
4
Intermittency, long-memory and financial returns
Bhansali, Raj
;
Holland, Mark P.
;
Kokoszka, Piotr S.
- In:
Long memory in economics : with 50 tables
,
(pp. 39-68)
.
2006
Persistent link: https://www.econbiz.de/10003375590
Saved in:
5
Hölderian invariance principles and some applications for testing epidemic changes
Račkauskas, Alfredas Ju.
;
Suquet, Charles
- In:
Long memory in economics : with 50 tables
,
(pp. 109-128)
.
2006
Persistent link: https://www.econbiz.de/10003375596
Saved in:
6
Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 129-156)
.
2006
Persistent link: https://www.econbiz.de/10003375597
Saved in:
7
Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory
Henry, Marc
- In:
Long memory in economics : with 50 tables
,
(pp. 157-172)
.
2006
Persistent link: https://www.econbiz.de/10003375637
Saved in:
8
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles
;
Abry, Patrice
- In:
Long memory in economics : with 50 tables
,
(pp. 173-238)
.
2006
Persistent link: https://www.econbiz.de/10003375645
Saved in:
9
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil
;
Seghier, Abdellatif
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 239-261)
.
2006
Persistent link: https://www.econbiz.de/10003375646
Saved in:
10
A nonlinear structural model for volatility clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
Persistent link: https://www.econbiz.de/10003375647
Saved in:
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