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~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Trendbereinigung"
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Prognoseverfahren
Zeitreihenanalyse
Time series analysis
17
ARCH model
7
ARCH-Modell
7
Theorie
7
Theory
7
Forecasting model
5
Volatility
3
Volatilität
3
Analysis of variance
2
Cointegration
2
Einheitswurzeltest
2
Estimation
2
Großbritannien
2
Heteroscedasticity
2
Heteroskedastizität
2
Kointegration
2
Modellierung
2
Option pricing theory
2
Optionspreistheorie
2
Pfund Sterling
2
Pound Sterling
2
Schätzung
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
US dollar
2
US-Dollar
2
USA
2
Unit root test
2
United Kingdom
2
United States
2
Varianzanalyse
2
1264-1913
1
1999-2000
1
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
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Book / Working Paper
17
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
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English
17
Author
All
McAleer, Michael
4
Caporin, Massimiliano
2
Koulikov, Dmitri
2
Myhre Lildholt, Peter
2
Oxley, Les
2
Bibby, Bo Martin
1
Brunetti, Celso
1
Busch, Thomas
1
Chang, Chia-Lin
1
Christiansen, Charlotte
1
Franses, Philip Hans
1
Greasley, David
1
Hansen, Peter Reinhard
1
Jones, M. C.
1
Lunde, Asger
1
Nielsen, Jens Perch
1
Rahbek, Anders
1
Skovgaard, Ib Michael
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Tolver Jensen, Søren
1
Ørregaard Nielsen, Morten
1
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Institution
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Centre for Analytical Finance <Århus>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
12
Working paper
5
Source
All
ECONIS (ZBW)
17
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1
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Cliometrics and time series econometrics : some theory and applications
Greasley, David
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008695600
Saved in:
6
Local linear density estimation for filtered survival data, with bias correction
Jones, M. C.
(
contributor
);
Nielsen, Jens Perch
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227638
Saved in:
7
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
8
Local empirical spectral measure of multivariate processes with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838828
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
Modeling sequences of long memory non-negative covariance stationary random variables
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001793903
Saved in:
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