//--> //--> //-->
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
~isPartOf:"Journal of banking & finance"
~person:"Silvestrini, Andrea"
~subject:"ARCH model"
~subject:"Time series analysis"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
ARCH-Modell
1
ARIMA
1
Aggregation
1
Contemporaneous and temporal aggregation
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Theorie
1
Theory
1
Value-at-Risk
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Silvestrini, Andrea
Kirby, Chris
2
Poon, Ser-Huang
2
Sibbertsen, Philipp
2
Ahking, Francis W.
1
Ahmed, Shamim
1
Ahn, Dong-Hyun
1
Anderson, Heather M.
1
Anghel, Dan Gabriel
1
Aramonte, Sirio
1
Aste, T.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Baik, Hyeoncheol
1
Bali, Turan G.
1
Barone-Adesi, Giovanni
1
Basse, Tobias
1
Becker, Janis
1
Bekiros, Stelios D.
1
Berger, Tino
1
Blatt, Dominik
1
Bork, Lasse
1
Boubaker, Heni
1
Buncic, Daniel
1
Candelon, Bertrand
1
Casalin, Fabrizio
1
Cenesizoglu, Tolga
1
Ceretta, Paulo Sergio
1
Chan, Kalok
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Chue, Timothy K.
1
Chung, Y. Peter
1
Cordis, Adriana S.
1
Corhay, Albert
1
Dacorogna, Michel M.
1
Dahlquist, Magnus
1
Demirtas, K. Ozgur
1
Di Matteo, Tiziana
1
Engsted, Tom
1
more ...
less ...
Published in...
All
Journal of banking & finance
International journal of production economics
4
CORE discussion papers : DP
3
Discussion papers / UCL, Département des Sciences Economiques
2
Questioni di economia e finanza
2
Bank of Italy Occasional Paper
1
Bank of Italy Temi di Discussione (Working Paper)
1
Bank of Italy Temi di Discussione Working Paper
1
Cliometrica : journal of historical economics and econometric history
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Nouvelle série
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->