Limitation of ARIMA models in financial and monetary economics
Andreea-Cristina Petrică, Stelian Stancu, Alexandru Tindeche
| Year of publication: |
2016
|
|---|---|
| Authors: | Petrică, Andreea-Cristina ; Stancu, Stelian ; Tindeche, Alexandru |
| Published in: |
Theoretical and applied economics : GAER review. - Bucureşti : AGER, ISSN 1841-8678, ZDB-ID 2640970-7. - Vol. 23.2016, 4, p. 19-42
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| Subject: | Time Series Analysis | Autoregressive Integrated Moving Average | Forecast | BET Index | Exchange Rates | Box-Jenkins approach | Zeitreihenanalyse | Time series analysis | Wechselkurs | Exchange rate | Theorie | Theory | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011597578