//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Reprint"
~subject:"ARCH-Modell"
~type_genre:"Thesis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive moving average"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
ARMA model
27
ARMA-Modell
27
Theorie
14
Theory
14
Zeitreihenanalyse
13
Time series analysis
11
ARCH model
8
Forecasting model
7
Prognoseverfahren
7
Deutschland
5
Germany
5
Estimation
4
Schätzung
4
Estimation theory
3
Schätztheorie
3
USA
3
United States
3
Volatility
3
Volatilität
3
Börsenkurs
2
Cointegration
2
Financial market
2
Finanzmarkt
2
GARCH-Prozess
2
Informationseffizienz
2
Kapitalmarkteffizienz
2
Kointegration
2
Kreditmarkt
2
Method of moments
2
Modellierung
2
Momentenmethode
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Neuronales Netz
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognose
2
Rendite
2
Risiko
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Reprint
Thesis
Article in journal
86
Aufsatz in Zeitschrift
86
Graue Literatur
47
Non-commercial literature
47
Arbeitspapier
45
Working Paper
45
Aufsatz im Buch
11
Book section
11
Hochschulschrift
9
Collection of articles written by one author
2
Sammlung
2
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Government document
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
6
German
2
Author
All
Ahoniemi, Katja
1
Beck, Alexander
1
Becker, Claudia
1
Bräutigam, Claus
1
Holzberger, Harriet
1
Karanasos, Menelaos
1
Laitenberger, Jörg
1
Lau, Christian
1
Silvestrini, Andrea
1
Uthoff, Philipp
1
more ...
less ...
Published in...
All
Acta Universitatis Oeconomicae Helsingiensis / A
1
Dissertation.de
1
Kölner Studien : wirtschafts- und sozialwissenschaftliche Untersuchungen der Universität zu Köln
1
Nouvelle série
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Non-normality in financial markets and the measurement of risk
Lau, Christian
-
2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567
Saved in:
2
Time series analysis and market microstructure aspects on short time scales
Beck, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009423515
Saved in:
3
Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Uthoff, Philipp
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009503897
Saved in:
4
Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003986597
Saved in:
5
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
Saved in:
6
Effizienzprobleme an Finanzmärkten : Analyse des deutschen Aktien-, Renten-, Geld- und Devisenmarktes unter Verwendung von ARIMA- und GARCH-Modellen
Bräutigam, Claus
-
2004
Persistent link: https://www.econbiz.de/10001973352
Saved in:
7
Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet
-
2001
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
Saved in:
8
Essays on financial time series models
Karanasos, Menelaos
-
1998
Persistent link: https://www.econbiz.de/10001436961
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->