//--> //--> //-->
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
~subject:"Financial Time Series"
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
Applications of state space mo...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial Time Series
European industry portfolios
3
Kalman filter
3
bivariate t-GARCH
3
efficient Monte Carlo likelihood
3
stochastic volatility
3
Markov switching
2
time-varying beta risk
2
1979-2011
1
310 Statistik
1
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Bedingtes Faktormodell
1
Beta risk
1
Betafaktor
1
Branchenportfolios
1
Business cycle
1
Conditional Factor Model
1
Corporate Bonds
1
Credit Spreads
1
Deutschland
1
EGCM 100
1
EGCP 200
1
EJBB 840
1
EMH
1
EU countries
1
EU-Staaten
1
Economics and Management Science
1
Efficient Monte Carlo Likelihood
1
Finanzzeitreihen
1
Gaussian State Space Model
1
Gauß'sche Zustandsraummodelle
1
Germany
1
Hidden Markov model
1
Industry Portfolios
1
Informationsgehalt-Hypothese
1
Japan
1
Kalman Filter
1
Kapitalmarkteffizienz
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Thesis
1
Language
All
English
1
Author
All
Mergner, Sascha
1
Source
All
BASE
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Applications of Advanced Time Series Models to Analyze the Time-varying Relationship between Macroeconomics, Fundamentals and Pan-European Industry Portfolios ; Anwendungen moderner Zeitreihenverfahren zur Analyse zeitvariabler Zusammenhänge zwischen gesamtwirtschaftlichen Entwicklungen, Fundamentaldaten und europäischen Branchenportfolios
Mergner, Sascha
-
2008
Persistent link: https://www.econbiz.de/10010353162
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->