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Prof. Dr. Marc Wildi

Prof. Dr. Marc Wildi

Prof. Dr. Marc Wildi
ZHAW School of Engineering
Forschungsschwerpunkt Finance, Risk Management and Econometrics
Technikumstrasse 9
8400 Winterthur

+41 (0) 58 934 78 04
marc.wildi@zhaw.ch

Personal profile

http://idp.zhwin.ch

Projects

Publications and conference contributions

Books and editorships

  • ().

    Schätzung, Diagnose und Prognose nicht-linearer SETARMA-Modelle (Diss., Univ. St. Gallen, 1997)

    .

    In: Wirtschaftswissenschaftliche Beiträge. Heidelberg: Physica-Verlag.

Peer-reviewed articles/chapters

Non-peer-reviewed articles/chapters

  • ; ().

    Advanced computation for intelligent investment

    .

    International Innovation

  • ; ().

    The Trilemma Between Accuracy, Timeliness and Smoothness in Real-Time Signal Extraction

    .

    International Journal of Forecasting

  • ; ().

    Signal Extraction: How (in)efficient are Model-Based Approaches?

    .

    In: . (3. überarb. Aufl.) Zurich, Switzerland: ETH Zurich, KOF.

  • ().

    Boundary Signal Estimation Problem

    .

    In: R. Metz ... [et al.] (Hg.). Zeitreihenanalyse in der Empirischen Wirtschaftsforschung. Festschrift für Winfried Stier zum 65. Geburtstag. Stuttgart: Lucius & Lucius.

  • ; ().

    About Model-Based Times Series Procedures

    : Some Remarks to TRAMO/SEATS and CENSUS X-12-ARIMA.

    Allgemeines Statistisches Archiv: Zeitschrift der Deutschen Statistischen Gesellschaft, 86 (4/2002). 447.

  • ; ().

    Signalextraktion und aktuelle Konjunkturdiagnose

    .

    In: Jürg Furrer (Hg.). Aspekte der schweizerischen Wirtschaftspolitik. Festschrift für Franz Jäger. Chur: Rüegger.

  • ().

    Detection of Compatible Turning-Points and Signal-Extraction of Non-Stationary Time Series

    .

    In: Peter Kall (Hg.). Operations Research Proceedings. selected papers of the International Conference on Operations Research, Zürich, Aug 31 - Sep 3, 1998. Zürich: Springer.

  • ().

    Forecasting Non-Stationary Financial Data with OIIR-Filters and Composed Threshold Models

    .

    In: IIF (Hg.). Proceedings of the 18 International Symposium on Forecasting, Edinburgh UK, June 10 - 13, 1998. Edinburgh: ..............

  • ().

    Estimation of AR- and MA-Parameters of Non-Linear SETARMA-Processes

    .

    In: Peter Kischka (Hg.). Operations Research Proceedings 1997. selected papers of the International Conference on Operations Research, Jena, Sep 3-5, 1997. Jena: Springer.

  • ().

    Signal Extraction and Detection of Turning-Points

    .

    IFO-Studien, 44 (1998).