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subject:"Wechselkurs"
~accessRights:"restricted"
~source:"econis"
~subject:"ARMA"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
ARMA
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191
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148
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99
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Handbook of econometrics : volume 6A
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International journal of computational economics and econometrics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
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2
Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
3
A cluster workload forecasting strategy using a higher order statistics based ARMA model for IaaS cloud services
Amekraz, Zohra
;
Hadi, Moulay Youssef
- In:
International journal of networking and virtual …
26
(
2022
)
1/2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013256815
Saved in:
4
The predictability and analysis of CNY to USD exchange rate based on ARMA model
Li, Bingchen
- In:
Proceedings of the 5th International Conference on …
,
(pp. 534-541)
.
2022
Persistent link: https://www.econbiz.de/10013352881
Saved in:
5
A statistical analysis of the Colombo stock returns
Zhang, Zili
;
Nadarajah, Saralees
- In:
Global business review
22
(
2021
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10012483216
Saved in:
6
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
7
Dynamics of inflation and inflation uncertainty in Pakistan
Munir, Kashif
;
Riaz, Nimra
- In:
International journal of monetary economics and finance …
13
(
2020
)
2
,
pp. 130-145
Persistent link: https://www.econbiz.de/10012254279
Saved in:
8
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Saved in:
9
An empirical note about estimation and forecasting Latin American Forex returns volatility : the role of long memory and random level shifts components
Rodriguez, Gabriel
;
Ojeda Cunya, Junior Alex
;
Gonzáles …
- In:
Portuguese economic journal
18
(
2019
)
2
,
pp. 107-123
Persistent link: https://www.econbiz.de/10012111301
Saved in:
10
Robust estimation of ARMA models with near root cancellation
Cogley, Timothy
;
Startz, Richard
-
2019
Persistent link: https://www.econbiz.de/10012244151
Saved in:
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