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~subject:"Zeitreihenanalyse"
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Search: subject:"Continuous Time"
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Zeitreihenanalyse
Theorie
215
Theory
195
continuous time
114
Stochastischer Prozess
102
Stochastic process
93
Continuous time
86
Game theory
66
Markov chain
66
Markov-Kette
65
Spieltheorie
63
Time series analysis
50
Optionspreistheorie
41
Option pricing theory
38
Portfolio selection
37
Volatilität
36
Volatility
34
Mathematical programming
33
Mathematische Optimierung
33
Portfolio-Management
33
Schätztheorie
32
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31
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29
stochastic volatility
26
Experiment
25
Dynamisches Gleichgewicht
24
Prinzipal-Agent-Theorie
24
Agency theory
23
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20
Kontrolltheorie
19
Continuous-time
18
Dynamic equilibrium
18
Moral hazard
18
Control theory
17
Monetary policy
17
Moral Hazard
17
Continuous Time
16
Forecasting model
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continuous-time
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Article
35
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Article in journal
34
Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
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English
54
Author
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Chambers, Marcus J.
7
Benth, Fred Espen
4
Nowman, Kalid Ben
4
Thornton, Michael A.
4
Filardo, Andrew J.
2
Gough, O.
2
Gough, Orla
2
Huang, Zhiping
2
Koopman, Siem Jan
2
Lombardi, Marco
2
Lu, Ye
2
Lucas, André
2
Lux, Thomas
2
Ooms, Marius
2
Park, Joon Y.
2
Raczko, Marek
2
Sherris, Michael
2
Sun, Yixiao
2
Taub, Bart
2
Van Dellen, S.
2
Villegas, Andrés M.
2
Yu, Jun
2
Ziveyi, Jonathan
2
Adland, Roar
1
Andersen, Torben
1
Blanco, Sara Ana Solanilla
1
Bollerslev, Tim
1
Brockwell, Peter J.
1
Chang, Yoosoon
1
Chourdakis, Kyriakos
1
Christensen, Bent Jesper
1
Creel, Michael D.
1
Dette, Holger
1
Dias, Gustavo Fruet
1
Diebold, Francis X.
1
Dontis-Charitos, Panagiotis
1
Eifert, Márton
1
Ercolani, Joanne S.
1
Fernandes, Marcelo
1
Gandolfo, Giancarlo
1
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University of Essex / Department of Economics
2
Christian-Albrechts-Universität zu Kiel
1
University of California, San Diego / Department of Economics
1
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Journal of econometrics
8
International journal of bonds and derivatives
2
Journal of empirical finance
2
Journal of time series econometrics
2
Risks : open access journal
2
The empirical economics letters : a monthly international journal of economics
2
Annals of finance
1
Asia-Pacific financial markets
1
CAEPR working papers
1
CFS working paper series
1
CREATES research paper
1
Cambridge journal of economics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / University of Essex, Department of Economics
1
Discussion papers / Department of Economics, The University of Birmingham
1
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1
Discussion papers in economics
1
Economic theory bulletin
1
Economics discussion papers / University of Essex, Department of Economics
1
Energy economics
1
Handbook of economic forecasting ; 1
1
International journal of financial engineering and risk management
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of mathematical economics
1
Kiel working paper
1
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
1
Recent work / Department of Economics, UC San Diego
1
SFB 649 Discussion Paper
1
Staff working papers / Bank of England
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical Report
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of energy markets
1
Tinbergen Institute Discussion Paper
1
Transportation research / E : an international journal
1
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1
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ECONIS (ZBW)
50
EconStor
4
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21
A rank test for the number of factors with high-frequency data
Kong, Xin-Bing
;
Liu, Zhi
;
Zhou, Wang
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 439-460
Persistent link: https://www.econbiz.de/10012303820
Saved in:
22
Multivariate modeling and analysis of regional ocean freight rates
Adland, Roar
;
Benth, Fred Espen
;
Koekebakker, Steen
- In:
Transportation research / E : an international journal
113
(
2018
),
pp. 194-221
Persistent link: https://www.econbiz.de/10011864108
Saved in:
23
Testing against constant factor loading matrix with large panel high-frequency data
Kong, Xin-bing
;
Liu, Cheng
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 301-319
Persistent link: https://www.econbiz.de/10011974736
Saved in:
24
Inconspicuousness and obfuscation : how large shareholders dynamically manipulate output and information for trading purposes
Taub, Bart
- In:
Annals of finance
14
(
2018
)
4
,
pp. 429-464
Persistent link: https://www.econbiz.de/10012268311
Saved in:
25
Calibration of temperature futures by changing the mean reversion
Benth, Fred Espen
;
Ortiz-Latorre, Salvador
- In:
The journal of energy markets
10
(
2017
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011999391
Saved in:
26
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
27
Continuous
time
ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
Saved in:
28
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor
continuous-time
models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
29
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
Saved in:
30
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun
;
Skindilias, Konstantinos
; …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011417712
Saved in:
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