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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
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Showing 1 to 10 of 43 (0.02 seconds)Spelling suggestions: "subject:"zeitreihe"" "subject:"leitreihen""
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Multiphasische Komponenten-Analyse (MKA) : ein Verfahrensweg zur Analyse von nicht stationären Zeitreihen /Kempkensteffen, Jürgen. January 2008 (has links)
Univ., Diss--Hamburg, 2007.
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Tests auf parametrische Modellannahmen in stationären ZeitreihenSpreckelsen, Ingrid. January 2002 (has links) (PDF)
Bochum, Univ., Diss., 2002. / Computerdatei im Fernzugriff.
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Tests auf parametrische Modellannahmen in stationären ZeitreihenSpreckelsen, Ingrid. January 2002 (has links) (PDF)
Bochum, Univ., Diss., 2002. / Computerdatei im Fernzugriff.
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Nichtparametrisches Bootstrap in heteroskedastischen ZeitreihenPalkowski, Frank. January 1900 (has links) (PDF)
Braunschweig, Techn. Universiẗat, Diss., 2004.
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Tests auf parametrische Modellannahmen in stationären ZeitreihenSpreckelsen, Ingrid. January 2002 (has links) (PDF)
Bochum, Universiẗat, Diss., 2002.
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Semiparametric estimation of conditional quantiles for time series, with applications in financeMwita, Peter Nyamuhanga. January 2003 (has links) (PDF)
Kaiserslautern, University, Diss., 2003.
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A nonlinear structural model for volatility clusteringGaunersdorfer, Andrea, Hommes, Cars H. January 2000 (has links) (PDF)
A simple nonlinear structural model of endogenous belief heterogeneity is proposed. News about fundamentals is an IID random process, but nevertheless volatility clustering occurs as an endogenous phenomenon caused by the interaction between different types of traders, fundamentalists and technical analysts. The belief types are driven by an adaptive, evolutionary dynamics according to the success of the prediction strategies in the recent past conditioned upon price deviations from the rational expectations fundamental price. Asset prices switch irregularly between two different regimes -- close to the fundamental price fluctuations with low volatility, and periods of persistent deviations from fundamentals triggered by technical trading - thus, creating time varying volatility similar to that observed in real financial data. (author's abstract) / Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Science"
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Anwendung neuerer multivariater Verfahren zur Spezifikation von Prognosemodellen unter Berücksichtigung von Vektorfehlerkorrekturmodellen und Bayesianischen Vektorautoregressionen /Borutta, Hansjörg. Borutta, Hansjörg. January 1994 (has links)
Inaug.-Diss. Rechts- und Wirtschaftswiss. Bern, 1993. / Im Buchhandel unter dem Titel : "Integrierte Prozesse und gemeinsame Trends" in der Schriftenreihe "Berner Beiträge zur Nationalökonomie" ; Bd. 68. Literaturverz.
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Applications of Time Series Analysis for FinanceKoller, Stefan. January 2007 (has links) (PDF)
Bachelor-Arbeit Univ. St. Gallen, 2007.
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Atmospheric distribution and seasonality of airborne polyfluorinated compounds : spatial and temporal concentration variations from ship- and land-based measurements in Northern Germany, the Atlantic Ocean, and Polar RegionsDreyer, Annekatrin January 2009 (has links)
Bayreuth, Univ., Diss., 2009.
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