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subject:"Wechselkurs"
~accessRights:"restricted"
~source:"econis"
~subject:"Aktienmarkt"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Aktienmarkt
ARMA model
191
ARMA-Modell
191
Time series analysis
148
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148
Forecasting model
99
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99
Theorie
79
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44
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39
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13
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forecasting
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Rodriguez, Gabriel
3
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Ojeda Cunya, Junior Alex
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1
Bhattacharya, Sharad Nath
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
2
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
Saved in:
3
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:
4
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
5
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:
6
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
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7
Are stock returns persistent? : study on Asian stock exchanges
Chopra, Monika
;
Saldi, Rupish
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
9
(
2019
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10012041976
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8
The impact of inflation rate on stock market returns : evidence from Kenya
Otieno, Donald A.
;
Ngugi, Rose W.
;
Muriu, Peter W.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 73-90
Persistent link: https://www.econbiz.de/10012170999
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
The comparative dynamics of developed and emerging stock markets : a long memory perspective
Bhattacharya, Sharad Nath
;
Bhattacharya, Mousumi
; …
- In:
Theoretical economics letters
8
(
2018
)
8
,
pp. 1493-1509
Persistent link: https://www.econbiz.de/10011888389
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