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:"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
Predictive Macro-Finance With...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
38
Theory
38
Bayesian inference
27
Bayes-Statistik
26
Stochastic process
13
Stochastischer Prozess
13
Markov chain
12
Markov-Kette
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Volatility
11
Volatilität
11
Estimation theory
7
Schätztheorie
7
Capital income
6
Forecasting model
6
Kapitaleinkommen
6
Prognoseverfahren
6
Regression analysis
6
Regressionsanalyse
6
Statistical theory
6
Statistische Methodenlehre
6
USA
6
United States
6
Statistical distribution
5
Statistische Verteilung
5
Zeitreihenanalyse
5
Aktienindex
4
Decision dependence
4
Estimation
4
Markov chain Monte Carlo
4
Multivariate Analyse
4
Multivariate analysis
4
Probit model
4
Probit-Modell
4
Schätzung
4
Stock index
4
ARCH model
3
ARCH-Modell
3
more ...
less ...
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz im Buch
2
Aufsatz in Zeitschrift
2
Book section
2
Language
All
English
5
Author
All
Polson, Nicholas G.
4
Stroud, Jonathan R.
2
Damien, Paul
1
Jacquier, Eric
1
Johannes, Michael
1
Johannes, Michael S.
1
Lima, L. M. Marangon
1
Müller, Peter
1
Popova, Elmira
1
Rossi, Peter E.
1
more ...
less ...
Institution
All
University of Chicago / Graduate School of Business
1
Published in...
All
Handbook of financial time series
1
International journal of forecasting
1
State space and unobserved component models : theory and applications
1
The review of financial studies
1
Working paper series economics and econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting of Brazilian reservoir inflows via dynamic linear models
Lima, L. M. Marangon
;
Popova, Elmira
;
Damien, Paul
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 464-476
Persistent link: https://www.econbiz.de/10010511556
Saved in:
2
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
3
Practical filtering for stochastic volatility models
Stroud, Jonathan R.
;
Polson, Nicholas G.
;
Müller, Peter
- In:
State space and unobserved component models : theory …
,
(pp. 236-247)
.
2004
Persistent link: https://www.econbiz.de/10009719923
Saved in:
4
Particle filtering
Johannes, Michael
;
Polson, Nicholas G.
- In:
Handbook of financial time series
,
(pp. 1015-1029)
.
2009
Persistent link: https://www.econbiz.de/10003834288
Saved in:
5
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.
;
Polson, Nicholas G.
;
Stroud, …
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
