//--> //--> //-->
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:"Hochschulschrift"
~subject:"Momentenmethode"
~subject:"ARCH-Modell"
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:"ARMA-Modell"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Momentenmethode
ARCH-Modell
ARMA-Modell
33
ARMA model
30
Theorie
19
Theory
19
Zeitreihenanalyse
18
Time series analysis
16
Forecasting model
9
Prognoseverfahren
9
ARCH model
8
Estimation
7
Schätzung
7
Deutschland
6
Germany
6
Estimation theory
5
Schätztheorie
5
USA
4
United States
4
Volatility
4
Volatilität
4
Börsenkurs
3
Cointegration
3
Kointegration
3
Prognose
3
Share price
3
Statistischer Test
3
ARIMA-Modell
2
Financial market
2
Finanzmarkt
2
Forecast
2
GARCH-Prozess
2
Impact assessment
2
Informationseffizienz
2
Kapitalmarkteffizienz
2
Kreditmarkt
2
Method of moments
2
Modellierung
2
Neuronales Netz
2
Nichtparametrisches Verfahren
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Hochschulschrift
Article in journal
92
Aufsatz in Zeitschrift
92
Working Paper
55
Graue Literatur
50
Non-commercial literature
50
Arbeitspapier
47
Aufsatz im Buch
12
Book section
12
Thesis
9
Collection of articles written by one author
3
Sammlung
3
Systematic review
2
Übersichtsarbeit
2
Amtsdruckschrift
1
Government document
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
7
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
Todorov, Viktor
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)
9
Showing
1
-
9
of
9
Sort
Relevance
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
Modeling and forecasting implied volatility
Ahoniemi, Katja
-
2009
Persistent link: https://www.econbiz.de/10003802181
Saved in:
5
Essays on aggregation and cointegration of econometric models
Silvestrini, Andrea
-
2009
Persistent link: https://www.econbiz.de/10003986597
Saved in:
6
Jump processes in finance : modeling, simulation, inference and pricing
Todorov, Viktor
-
2007
Persistent link: https://www.econbiz.de/10009707942
Saved in:
7
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:
8
Nonparametric estimation of nonlinear ARMA and GARCH processes
Holzberger, Harriet
-
2001
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001619528
Saved in:
9
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...
//-->