//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
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
Defining the reemerging role o...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
262
Theory
262
Time series analysis
57
Zeitreihenanalyse
57
Stochastic process
42
Stochastischer Prozess
42
Estimation
33
Schätzung
33
Cointegration
26
Kointegration
26
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Regression analysis
23
Regressionsanalyse
23
Einheitswurzeltest
22
Statistical test
22
Statistischer Test
22
Unit root test
22
Deutschland
18
Experiment
18
Germany
18
VAR model
16
VAR-Modell
16
Analysis
15
Mathematical analysis
15
Estimation theory
12
Schätztheorie
12
Volatility
12
Volatilität
12
Bootstrap approach
10
Bootstrap-Verfahren
10
Börsenkurs
9
Portfolio selection
9
Portfolio-Management
9
Share price
9
ARCH model
8
ARCH-Modell
8
PC software
8
PC-Software
8
Risiko
8
more ...
less ...
Online availability
All
Free
261
Type of publication
All
Book / Working Paper
262
Type of publication (narrower categories)
All
Graue Literatur
261
Non-commercial literature
261
Arbeitspapier
247
Working Paper
247
Nachschlagewerk
14
Reference book
14
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
260
German
2
Author
All
Lütkepohl, Helmut
21
Härdle, Wolfgang
18
Saikkonen, Pentti
17
Gil-Alaña, Luis A.
16
Föllmer, Hans
11
Breitung, Jörg
10
Güth, Werner
10
Küchler, Uwe
8
Herwartz, Helmut
7
Lanne, Markku
7
Müller, Marlene
7
Hafner, Christian M.
6
Horst, Ulrich
6
Müller, Wieland
6
Giesecke, Kay
5
Hildebrandt, Lutz
5
Schulz, Rainer
5
Anderhub, Vital
4
Bank, Peter
4
Brüggemann, Ralf
4
Buckwar, Evelyn
4
Fengler, Matthias R.
4
Huck, Steffen
4
Jaschke, Stefan R.
4
Kleinow, Torsten
4
Linton, Oliver
4
Normann, Hans-Theo
4
Schweizer, Martin
4
Strobel, Martin
4
Trenkler, Carsten
4
Werwatz, Axel
4
Yang, Lijian
4
Boztuğ, Yasemin
3
Candelon, Bertrand
3
Caporale, Guglielmo Maria
3
Engelmann, Dirk
3
Gapeev, P. V.
3
Grund, Birgit
3
Gushchin, Alexander A.
3
Klinke, Sigbert
3
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
National Bureau of Economic Research
8,503
International Monetary Fund
2,556
International Monetary Fund (IMF)
2,428
OECD
654
Edward Elgar Publishing
467
World Bank
324
Inter-American Development Bank
316
European Commission / Joint Research Centre
313
Ekonomiska forskningsinstitutet <Stockholm>
285
IGI Global
283
Center for Economic Research <Tilburg>
281
Springer Fachmedien Wiesbaden
266
European University Institute / Department of Economics
257
C.E.P.R. Discussion Papers
221
Internationaler Währungsfonds
219
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
200
Forschungsinstitut zur Zukunft der Arbeit
167
European Central Bank
165
European Commission / Directorate-General for Economic and Financial Affairs
159
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
158
Internationaler Währungsfonds / Research Department
156
Centre for Economic Policy Research
148
Umeå universitet
130
European Parliament / Directorate-General for Internal Policies of the Union
128
Foerder Institute for Economic Research <Tēl-Āvîv>
128
Organisation for Economic Co-operation and Development
109
University of Exeter / Department of Economics
108
Universitat Pompeu Fabra / Departament d'Economia i Empresa
107
Social Systems Research Institute
104
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
101
World Bank Group
101
Robert Schuman Centre for Advanced Studies
99
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
90
Weltbank
85
Australian National University / Faculty of Economics and Commerce
84
Federal Reserve System / Board of Governors
83
Federal Reserve Bank of San Francisco
82
more ...
less ...
Published in...
All
Discussion papers of interdisciplinary research project 373
261
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Source
All
ECONIS (ZBW)
262
Showing
1
-
10
of
262
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying market price of risk in the CAPM approaches, empirical evidence and implications
Hafner, Christian M.
;
Herwartz, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001377689
Saved in:
2
Robust adaptive estimation of dimension reduction space
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918932
Saved in:
3
Selfinformative limits of bayes estimates and generalized maximum likelihood
Bunke, Olaf
(
contributor
);
Johannes, Jan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919013
Saved in:
4
Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
Saved in:
5
Trending time-varying coefficient models with serially correlated errors
Cai, Zongwu
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919034
Saved in:
6
On oscillations of the geometric Brownian motion with time delayed drift
Gushchin, Alexander A.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919051
Saved in:
7
Noise induced oscillation in solutions of stochastic delay differential equations
Appleby, John A. D.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919070
Saved in:
8
Correlation risk premia for multi-asset equity options
Fengler, Matthias R.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919088
Saved in:
9
Cyclical correlations, credit contagion, and portfolio losses
Giesecke, Kay
(
contributor
);
Weber, Stefan
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919109
Saved in:
10
On integrals with respect to Lévy processes
Küchler, Uwe
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->