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~isPartOf:"CORE discussion papers : DP"
~subject:"ARMA-Modell"
~subject:"Portfolio-Management"
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ARMA-Modell
Portfolio-Management
ARCH model
35
ARCH-Modell
35
Volatility
14
Volatilität
14
Theorie
11
Theory
11
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
Correlation
7
Korrelation
7
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Markov chain
5
Markov-Kette
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
ARMA model
3
Analysis of variance
3
Bayes-Statistik
3
Bayesian inference
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Varianzanalyse
3
Capital market returns
2
Dynamic conditional correlations
2
EGARCH
2
Forecasting model
2
Kapitalmarktrendite
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
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English
6
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Hafner, Christian M.
3
Breitung, Jörg
2
Bauwens, Luc
1
Ben Omrane, Walid
1
Giot, Pierre
1
Herwartz, Helmut
1
Maxand, Simone
1
Petitjean, Mikael
1
Rengifo, Erick W.
1
Silvestrini, Andrea
1
Veredas, David
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CORE discussion papers : DP
Finance research letters
20
Journal of banking & finance
19
The North American journal of economics and finance : a journal of financial economics studies
17
Energy economics
15
Journal of international financial markets, institutions & money
15
Economic modelling
14
International review of financial analysis
14
Applied economics
13
Journal of empirical finance
13
Journal of risk and financial management : JRFM
13
Research in international business and finance
13
Discussion paper / Tinbergen Institute
12
International journal of forecasting
12
The journal of asset management
12
Journal of econometrics
11
Journal of risk
11
International Journal of Energy Economics and Policy : IJEEP
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The European journal of finance
9
Working paper series / University of Zurich, Department of Economics
9
International review of economics & finance : IREF
8
Working papers
8
Econometric Institute research papers
7
Financial markets and portfolio management
7
Insurance / Mathematics & economics
7
International journal of economics and financial issues : IJEFI
7
Quantitative finance
7
Computational economics
6
International journal of finance & economics : IJFE
6
Research paper series / Swiss Finance Institute
6
Annals of financial economics
5
Economics letters
5
Journal of financial econometrics
5
Working paper
5
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Review of quantitative finance and accounting
4
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ECONIS (ZBW)
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1
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
2
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
3
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010484185
Saved in:
4
Intra-daily FX optimal portfolio allocation
Bauwens, Luc
(
contributor
);
Ben Omrane, Walid
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326698
Saved in:
5
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292886
Saved in:
6
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
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