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1.
MCMC Estimation of the COGARCH(1,1) Model
Title:
MCMC Estimation of the COGARCH(1,1) Model
Author:
Gernot Müller
Gernot Müller
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Description:
This paper presents a Markov chain Monte Carlo (MCMC)based estimation procedure for the COGARCH(1,1) model driven by a compound Poisson process. The COGARCH model is a continuoustime analogue to the discretetime GARCH model and captures many of the stylized facts of financial time series, as has been shown in various papers. Principles for th...
This paper presents a Markov chain Monte Carlo (MCMC)based estimation procedure for the COGARCH(1,1) model driven by a compound Poisson process. The COGARCH model is a continuoustime analogue to the discretetime GARCH model and captures many of the stylized facts of financial time series, as has been shown in various papers. Principles for the estimation of point processes by MCMC are adapted to the special structure of the COGARCH(1,1) model. The algorithm uses discrete GARCHtype equations on a random grid which changes in each iteration of the MCMC sampler. Moreover, exact solutions of the volatility SDE of the COGARCH(1,1) model are available on this grid, so that no approximations of the COGARCH equations are necessary. The method is also applicable to irregularly spaced observations. A simulation study illustrates the quality of the MCMC estimates. Finally we fit the COGARCH(1,1) model to highfrequency data of the S&P500. Copyright The Author 2010. Published by Oxford University Press. All rights reserved. For permissions, please email: journals.permissions@oxfordjournals.org, Oxford University Press.
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Document Type:
article
URL:
http://hdl.handle.net/10.1093/jjfinec/nbq029
http://hdl.handle.net/10.1093/jjfinec/nbq029
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RePEc: Research Papers in Economics
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2.
Modeling individual migraine severity with autoregressive ordered probit models
Title:
Modeling individual migraine severity with autoregressive ordered probit models
Author:
Claudia Czado
;
Anette Heyn
;
Gernot Müller
Claudia Czado
;
Anette Heyn
;
Gernot Müller
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Description:
Bayes factor, Deviance, Ordinal valued time series, Markov Chain Monte Carlo (MCMC), Proportional odds, Regression
Bayes factor, Deviance, Ordinal valued time series, Markov Chain Monte Carlo (MCMC), Proportional odds, Regression
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/s1026001001548
http://hdl.handle.net/10.1007/s1026001001548
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RePEc: Research Papers in Economics
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3.
A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
Title:
A Bayesian analysis of market information linkages among NAFTA countries using a multivariate stochastic volatility model
Author:
Petra Fleischer
;
Ross Maller
;
Gernot Müller
Petra Fleischer
;
Ross Maller
;
Gernot Müller
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Description:
North American Free Trade Agreement (NAFTA), Information and Volatility Linkages, Volatility Correlations, Markov Chain Monte Carlo, Equity Market Returns, C11, C32, F13
North American Free Trade Agreement (NAFTA), Information and Volatility Linkages, Volatility Correlations, Markov Chain Monte Carlo, Equity Market Returns, C11, C32, F13
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Document Type:
article
URL:
http://hdl.handle.net/10.1007/s1219700990862
http://hdl.handle.net/10.1007/s1219700990862
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RePEc: Research Papers in Economics
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4.
Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance
Open Access
Title:
Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance
Author:
Gernot Müller
;
Claudia Czado
Gernot Müller
;
Claudia Czado
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Description:
In this paper we introduce a new class of models, called OSV, by combining an ordinal response model and the idea of stochastic volatility. Corresponding time series occur in highfrequency finance when the stocks are traded on a coarse grid. For parameter estimation we develop an efficient Grouped Move Multigrid Monte Carlo (GMMGMC) sampler. T...
In this paper we introduce a new class of models, called OSV, by combining an ordinal response model and the idea of stochastic volatility. Corresponding time series occur in highfrequency finance when the stocks are traded on a coarse grid. For parameter estimation we develop an efficient Grouped Move Multigrid Monte Carlo (GMMGMC) sampler. This sampler is based on a scale transformation group, whose elements operate on the random samples of a certain conditional distribution. Also volatility estimates are provided. For illustration, we apply our new model class to price changes of the IBM stock. Dependencies on covariates are quantified and compared with theoretical results for such processes.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110218
Source:
http://wwwm4.ma.tum.de/m4/Papers/Czado/osv6.pdf
http://wwwm4.ma.tum.de/m4/Papers/Czado/osv6.pdf
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Document Type:
text
Language:
en
Subjects:
Grouped move ; Highfrequency finance ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Price process ; Transformation group
Grouped move ; Highfrequency finance ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Price process ; Transformation group
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2343
http://wwwm4.ma.tum.de/m4/Papers/Czado/osv6.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.147.2343
http://wwwm4.ma.tum.de/m4/Papers/Czado/osv6.pdf
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5.
Estimation of stable CARMA models with an application to electricity spot prices
Open Access
Title:
Estimation of stable CARMA models with an application to electricity spot prices
Author:
Isabel García
;
Gernot Müller
Isabel García
;
Gernot Müller
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We discuss theoretical properties and estimation of continuoustime ARMA (CARMA) processes, which are driven by a stable Lévy process. Such processes are very useful in a continuoustime linear stationary setup: they have a similar structure as the widely used ARMA models, and provide all advantages of a continuoustime model. As an application...
We discuss theoretical properties and estimation of continuoustime ARMA (CARMA) processes, which are driven by a stable Lévy process. Such processes are very useful in a continuoustime linear stationary setup: they have a similar structure as the widely used ARMA models, and provide all advantages of a continuoustime model. As an application we consider data from a deregulated electricity market. Here we t a CARMA(2,1) model to spot prices from the Singapore New Electricity Market. The quality of the estimates is assessed in a simulation study. The continuoustime modelling aims at a new pricing methodology for energy derivatives.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/Papers/Klueppelberg/scarma100125.pdf
http://wwwm4.ma.tum.de/Papers/Klueppelberg/scarma100125.pdf
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Document Type:
text
Language:
en
Subjects:
CARMA model ; electricity prices ; estimation of CARMA models ; stable CARMA model ; stable OrnsteinUhlenbeck process ; stable Lévy process
CARMA model ; electricity prices ; estimation of CARMA models ; stable CARMA model ; stable OrnsteinUhlenbeck process ; stable Lévy process
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3942
http://wwwm4.ma.tum.de/Papers/Klueppelberg/scarma100125.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3942
http://wwwm4.ma.tum.de/Papers/Klueppelberg/scarma100125.pdf
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6.
Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance
Open Access
Title:
Stochastic Volatility Models for Ordinal Valued Time Series with Application to Finance
Author:
Gernot Müller
;
Claudia Czado
Gernot Müller
;
Claudia Czado
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Description:
In this paper we introduce two stochastic volatility models where the response variable takes on only finite many ordered values. Corresponding time series occur in highfrequency finance when the stocks are traded on a coarse grid. For parameter estimation we develop an e#cient Grouped Move Multigrid Monte Carlo (GMMGMC) sampler. We apply both...
In this paper we introduce two stochastic volatility models where the response variable takes on only finite many ordered values. Corresponding time series occur in highfrequency finance when the stocks are traded on a coarse grid. For parameter estimation we develop an e#cient Grouped Move Multigrid Monte Carlo (GMMGMC) sampler. We apply both models to price changes of the IBM stock in January, 2001 at the NYSE. Dependencies of the price change process on covariates are quantified and compared with theoretical considerations on such processes. We also investigate whether this data set requires modeling with a heavytailed Studentt distribution.
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20091006
Source:
http://wwwm4.ma.tum.de/m4/Papers/Czado/OSV2005.pdf
http://wwwm4.ma.tum.de/m4/Papers/Czado/OSV2005.pdf
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Document Type:
text
Language:
en
Subjects:
Grouped move ; Highfrequency finance ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Price process
Grouped move ; Highfrequency finance ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Price process
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Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.3708
http://wwwm4.ma.tum.de/m4/Papers/Czado/OSV2005.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.61.3708
http://wwwm4.ma.tum.de/m4/Papers/Czado/OSV2005.pdf
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7.
Regression Models for Ordinal Valued Time Series with Application to High Frequency Financial Data
Open Access
Title:
Regression Models for Ordinal Valued Time Series with Application to High Frequency Financial Data
Author:
Gernot Müller
;
Claudia Czado
Gernot Müller
;
Claudia Czado
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Description:
Ordinal valued time series can be found in many different areas, for example in analysis of stock prices where the transaction price changes often occur in discrete increments as sixteenths of a dollar. We consider these price changes as discrete random variables which are assumed to be generated by a latent process which represents the underlyi...
Ordinal valued time series can be found in many different areas, for example in analysis of stock prices where the transaction price changes often occur in discrete increments as sixteenths of a dollar. We consider these price changes as discrete random variables which are assumed to be generated by a latent process which represents the underlying true price change process and which incorporates both exogenous variables and autoregressive components. A standard Gibbs sampling algorithm has been developed to estimate the parameters of the model. However this algorithm exhibits bad convergence properties. To get a more efficient sampling method we utilize a special transformation group on the sample space which allows to develop a Grouped Move Multigrid Monte Carlo Gibbs sampler. A simulation study is given to demonstrate the substantial improvement by this new algorithm. Finally we apply our model to the data of the IBM stock on Nov 13, 2000, and estimate the influence of the duration between transactions, the volume, and the bidofferspread both to model fit and prediction.
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Year of Publication:
20090417
Source:
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Czado/ordinal_net.ps
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Czado/ordinal_net.ps
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Document Type:
text
Language:
en
Subjects:
Autoregressive process ; Bayesian inference ; Latent process ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Transformation group ; 1
Autoregressive process ; Bayesian inference ; Latent process ; Markov chain Monte Carlo ; Multigrid Monte Carlo ; Transformation group ; 1
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DDC:
310 Collections of general statistics
(computed)
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.57.8538
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Czado/ordinal_net.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.57.8538
http://wwwm4.mathematik.tumuenchen.de/m4/Papers/Czado/ordinal_net.ps
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8.
Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks
Open Access
Title:
Bayesian Estimation of Lévy Copulas for Multivariate Operational Risks
Author:
Gernot Müller
;
Klaus Böcker
Gernot Müller
;
Klaus Böcker
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Description:
operational risk Among the advanced measurement approaches (AMA) of Basel II [1] for calculating capital charges for operational risks, perhaps the most popular in the financial service industry is the loss distribution approach (LDA). Let us briefly focus on onedimensional operational risk modelling before we move on to the multivariate proble...
operational risk Among the advanced measurement approaches (AMA) of Basel II [1] for calculating capital charges for operational risks, perhaps the most popular in the financial service industry is the loss distribution approach (LDA). Let us briefly focus on onedimensional operational risk modelling before we move on to the multivariate problem. Consider a single cell (business line / loss event type) for which the total operational loss up to time horizon t is given by the aggregate loss process N(t) S(t) = Xk, t ≥ 0, (1.1) k=1 where (Xk)k∈N is a sequence of independent and identically distributed (i.i.d.) positive random variables and (N(t))t≥0 is a counting process in the time interval [0, t], independent of (Xk)k∈N. The success of LDA models is, at least partially, owing to the fact that they allow for a very intuitive interpretation. Basically, a bank’s total operational loss, e.g. within a given year, is simply the sum of all loss events observed during the year where, of
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20101012
Source:
http://wwwm4.ma.tum.de/Papers/Mueller/fire29.pdf
http://wwwm4.ma.tum.de/Papers/Mueller/fire29.pdf
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Document Type:
text
Language:
en
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.174.1086
http://wwwm4.ma.tum.de/Papers/Mueller/fire29.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.174.1086
http://wwwm4.ma.tum.de/Papers/Mueller/fire29.pdf
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9.
Limit Experiments of GARCH
Open Access
Title:
Limit Experiments of GARCH
Author:
Boris Buchmann
;
Gernot Müller
Boris Buchmann
;
Gernot Müller
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Description:
GARCH is one of the most prominent nonlinear time series models, both widely applied and thoroughly studied. Recently, it has been shown that the COGARCH model, which has been introduced a few years ago by Klüppelberg, Lindner and Maller, and Nelson’s diffusion limit are the only functional continuoustime limits of GARCH in distribution. In con...
GARCH is one of the most prominent nonlinear time series models, both widely applied and thoroughly studied. Recently, it has been shown that the COGARCH model, which has been introduced a few years ago by Klüppelberg, Lindner and Maller, and Nelson’s diffusion limit are the only functional continuoustime limits of GARCH in distribution. In contrast to Nelson’s diffusion limit, COGARCH reproduces most of the stylized facts of financial time series. Since it has been proved, that Nelson’s diffusion is not asymptotically equivalent to GARCH in deficiency, we investigate in the present paper the relation between GARCH and COGARCH in Le Cam’s framework of statistical equivalence. We show that GARCH converges generically to COGARCH, even in deficiency, provided that the volatility processes are observed. Hence, from a theoretical point of view, COGARCH can indeed be considered as a continuoustime equivalent to GARCH. Otherwise, when the observations are incomplete, GARCH still has a limiting experiment which we call MCOGARCH, and which is not equivalent, but nevertheless quite similar to COGARCH. In the COGARCH model, the jump times can be more random, as for the MCOGARCH, a fact practitioners may see as an advantage of COGARCH.
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Contributors:
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Year of Publication:
20110502
Source:
http://wwwm4.ma.tum.de/Papers/Mueller/GARCHLimits6Preprint.pdf
http://wwwm4.ma.tum.de/Papers/Mueller/GARCHLimits6Preprint.pdf
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Document Type:
text
Language:
en
DDC:
330 Economics
(computed)
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.174.1195
http://wwwm4.ma.tum.de/Papers/Mueller/GARCHLimits6Preprint.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.174.1195
http://wwwm4.ma.tum.de/Papers/Mueller/GARCHLimits6Preprint.pdf
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10.
Preprint of the corresponding article in Journal of Financial Econometrics (2010) 8 (4) 481510.
Open Access
Title:
Preprint of the corresponding article in Journal of Financial Econometrics (2010) 8 (4) 481510.
Author:
Gernot Müller
Gernot Müller
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Description:
MCMC estimation of the COGARCH(1,1) model
MCMC estimation of the COGARCH(1,1) model
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110330
Source:
http://wwwm4.ma.tum.de/Papers/Mueller/coga18.pdf
http://wwwm4.ma.tum.de/Papers/Mueller/coga18.pdf
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Document Type:
text
Language:
en
Subjects:
Bayesian inference ; compound Poisson ; continuous time GARCH process ; Lévy process ; volatility estimation
Bayesian inference ; compound Poisson ; continuous time GARCH process ; Lévy process ; volatility estimation
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.185.3604
http://wwwm4.ma.tum.de/Papers/Mueller/coga18.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.185.3604
http://wwwm4.ma.tum.de/Papers/Mueller/coga18.pdf
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(82) Müller, Gernot Michael
(75) The Pennsylvania State University CiteSeerX...
(38) Gernot J. Müller
(29) Müller, Gernot
(29) Müller, Gernot J.
(27) Gernot Müller
(23) Giancarlo Corsetti
(22) MüllerPutz, Gernot R.
(16) MüllerPutz, Gernot
(15) André Meier
(15) Brunner, Clemens
(15) MÜLLER, Gernot J.
(15) Scherer, Reinhold
(14) Keith Kuester
(14) Neuper, Christa
(13) Glöckner, Gernot
(12) MüllerQuernheim, Joachim
(12) Zissel, Gernot
(11) Enders, Zeno
(11) Leeb, Robert
(10) Pfurtscheller, Gert
(9) Bauernfeind, Günther
(9) CORSETTI, Giancarlo
(9) Claudia Czado
(9) Czado, Claudia
(9) Han, Liang
(8) Aad, Georges
(8) Abbott, Brad
(8) Abdallah, Jalal
(8) Abdelalim, Ahmed Ali
(8) Abdesselam, Abdelouahab
(8) Abdinov, Ovsat
(8) Abi, Babak
(8) Abolins, Maris
(8) Abramowicz, Halina
(8) Abreu, Henso
(8) Acerbi, Emilio
(8) Acharya, Bobby Samir
(8) Ackers, Mario
(8) Adams, David
(8) Addy, Tetteh
(8) Adelman, Jahred
(8) Aderholz, Michael
(8) Adomeit, Stefanie
(8) Adragna, Paolo
(8) Adye, Tim
(8) Aefsky, Scott
(8) AguilarSaavedra, Juan Antonio
(8) Aharrouche, Mohamed
(8) Ahlen, Steven
(8) Ahles, Florian
(8) Ahmad, Ashfaq
(8) Ahsan, Mahsana
(8) Aielli, Giulio
(8) Akdogan, Taylan
(8) Akimoto, Ginga
(8) Alam, Mohammad
(8) Alam, Muhammad Aftab
(8) Albrand, Solveig
(8) Aleksa, Martin
(8) Aleksandrov, Igor
(8) Aleppo, Mario
(8) Alessandria, Franco
(8) Alexa, Calin
(8) Alexander, Gideon
(8) Alexandre, Gauthier
(8) Alexopoulos, Theodoros
(8) Alhroob, Muhammad
(8) Aliev, Malik
(8) Alimonti, Gianluca
(8) Alison, John
(8) Aliyev, Magsud
(8) Allport, Phillip
(8) AllwoodSpiers, Sarah
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(8) Andrei, George Victor
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(50) fv neulateinische literaturwissenschaft und...
(20) ddc 330
(15) nn neuere geschichte
(14) neuroscience
(14) research article
(11) is italienische sprache und literatur
(11) monetary policy
(11) regression
(10) e32
(10) e62
(9) deviance
(9) f41
(9) fiscal policy
(9) markov chain monte carlo mcmc
(9) ordinal valued time series
(9) proportional odds
(8) ddc 510
(8) humanismus
(8) particle physics experiment
(8) reformation
(8) renaissance
(7) bayes factor
(7) e52
(7) ge deutsche literatur
(7) nr landes und stadtgeschichte
(6) autoregressive component
(6) fn lateinische philologie latinistik
(6) geographie allgemeines
(6) gesamtgeographie
(6) geschichte des fachs
(6) lk kunstgeschichte kunst in deutschland
(5) all rights reserved
(5) article
(5) brain computer interface
(5) markov chain monte carlo
(5) sonderforschungsbereich 386
(4) crystal structure
(4) ddc 310
(4) ddc 610
(4) f42
(4) fu mittellateinische literaturwissenschaft und...
(4) high frequency finance
(4) key words
(4) medizin
(4) multigrid monte carlo
(4) research
(4) terms of trade
(4) usa
(3) cell parameters
(3) common jumps
(3) crystal system
(3) e58
(3) experimental 3d coordinates
(3) flugphysiologie
(3) ft lateinische literaturwissenschaft und...
(3) germany
(3) grouped move
(3) high frequency data
(3) itô semimartingale
(3) lévy process
(3) macroeconomic models
(3) model uncertainty
(3) neuroprosthesis
(3) policy rules
(3) price process
(3) risk premium
(3) robustness
(3) schock
(3) space group
(3) zero lower bound
(3) öffentliche ausgaben
(2) abstracts
(2) articles
(2) artists
(2) assistive technology
(2) asymptotic test
(2) austerity
(2) bayesian inference
(2) bo patrologie und kirchengeschichte
(2) brain
(2) business cycles
(2) cd geschichte der philosophie
(2) climate change
(2) cogarch
(2) cognitive neuroscience
(2) computer vision
(2) computing technology multidisciplinary
(2) conference
(2) confidence
(2) continuous time garch process
(2) ddc 004
(2) discrete valued time series
(2) e63
(2) eeg
(2) electroencephalogram eeg
(2) engineering
(2) environmental economics
(2) fc griechische philologie gräzistik
(2) fiscal consolidation
(2) general others c99
Subject:
Dewey Decimal Classification (DDC)
(47) Economics [33*]
(25) Medicine & health [61*]
(8) Computer science, knowledge & systems [00*]
(8) Statistics [31*]
(8) Physics [53*]
(7) Life sciences; biology [57*]
(6) Mathematics [51*]
(6) Sports, games & entertainment [79*]
(5) Engineering [62*]
(3) Psychology [15*]
(3) Plants (Botany) [58*]
(2) Library & information sciences [02*]
(2) Social sciences, sociology & anthropology...
(2) Technology [60*]
(1) Public administration & military science [35*]
(1) Commerce, communications & transportation...
(1) Science [50*]
(1) Chemistry [54*]
(1) Management & public relations [65*]
(1) Literature, rhetoric & criticism [80*]
Dewey Decimal Classification (DDC):
Year of Publication
(60) 2013
(46) 2010
(42) 2011
(36) 2012
(33) 2014
(23) 2005
(19) 2007
(19) 2009
(18) 2006
(18) 2008
(9) 2004
(8) 2002
(8) 2003
(8) 2015
(7) 2001
(4) 2000
(3) 1994
(2) 1997
(2) 1999
(1) 1971
(1) 1988
(1) 1991
(1) 1993
(1) 1998
Year of Publication:
Content Provider
(80) EichstättIngolstadt Katholische Univ.
(75) CiteSeerX
(46) RePEc.org
(44) PubMed Central
(18) EconStor
(16) DataCite Metadata Store
(15) Florenz European Univ. Inst.: Cadmus
(8) CERN (Switzerland)
(8) Lausanne Ecole Polytechnique Fed.: Infoscience
(8) Munich LMU: Open Access
(7) Aachen RWTH: Publications
(5) ArXiv.org
(5) BioMed Central
(5) HighWire Press
(5) Frankfurt/Main Univ.: Publications
(4) Aalborg Univ. (AAU): VBN
(4) Hindawi Publishing Corporation
(4) WallonieBruxelles Académie Univ.: DIfusion
(3) Alfred Wegener Inst.: ePIC
(3) HAL  Hyper Article en Ligne
(3) Project Euclid
(3) German Aerospace Center (DLR)
(3) Zurich ETH: ECollection
(3) Munich TU: mediaTUM
(3) Bielefeld Univ.: Publications
(3) Bochum Univ. (RUB): Campus Research Bibliography
(2) AIS Electronic Library (AISeL)
(2) Liège Univ.: ORBi
(2) Istanbul Sabanci Univ.
(2) Dortmund TU: Eldorado
(1) Göteborg Chalmers Univ. of Technology
(1) Columbia Univ.
(1) Digital Library Thüringen
(1) Dialnet: Portada de revistas
(1) DOAJ Articles
(1) FraunhoferGesellschaft: ePrints
(1) Berlin FU: Dissertation Online
(1) Hiroshima Univ.: Repository (HiR)
(1) Berlin HU: edoc
(1) London King's College: Research Portal
(1) La Trobe Univ., Australia: Research Online
(1) LeibnizOpen
(1) MDPI Open Access Publishing
(1) PAGEPress Publications
(1) Dresden Univ. Tech.: Qucosa
(1) Glasgow Univ.
(1) Michigan Univ.: Deep Blue
(1) Basel Univ.: edoc
(1) Bern Univ.: BORIS
(1) East Anglia Univ.: Digital Repository
(1) Essex Univ.: Research Repository
(1) ARTDok (Virtuelle Fachbibliothek Kunstgeschichte)
(1) Leipzig Univ., Fac. Math. and Computer Science
(1) Manchester Univ.: eScholar Services
(1) Twente Univ.: Publications
(1) Ulster Univ.: UIR
(1) Wollongong Univ.
Content Provider:
Language
(236) English
(163) Unknown
(17) German
Language:
Document Type
(153) Text
(98) Article, Journals
(65) Books
(48) Reports, Papers, Lectures
(30) Unknown
(18) Reviews
(4) Theses
Document Type:
Access
(241) Unknown
(175) Open Access
Access:
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