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subject:"Wechselkurs"
~isPartOf:"Brazilian review of econometrics : the review of the Brazilian Econometric Society"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~subject:"Elektrizitätswirtschaft"
~subject:"Stochastic process"
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Search: subject_exact:"ARIMA-Modell"
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Examining the effects of oil price long memory and exchange rate long memory on stock market behavior in Nigeria
Lawal, Adedoyin Isola
;
Dahunsi, Samuel Olatunde
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
10
(
2020
)
4
,
pp. 430-436
Persistent link: https://www.econbiz.de/10012504824
Saved in:
2
Application of ARIMA modelling for the forecasting of solar, wind, spot and options electricity prices : the Australian National Electricity Market
Alsaedi, Yasir
;
Tularam, Gurudeo Anand
;
Wong, Victor
- In:
International Journal of Energy Economics and Policy : IJEEP
9
(
2019
)
4
,
pp. 263-272
Persistent link: https://www.econbiz.de/10012424611
Saved in:
3
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
Saved in:
4
Long memory in the R$, US$ exchange rate : a robust analysis
Laurini, Márcio Poletti
;
Portugal, Marcelo Savino
- In:
Brazilian review of econometrics : the review of the …
24
(
2004
)
1
,
pp. 109-147
Persistent link: https://www.econbiz.de/10003116247
Saved in:
5
Non-stationary Gaussian ARFIMA processes : estimation and application
Lopes, Silvia R. C.
;
Olbermann, B. P.
;
Reisen, …
- In:
Brazilian review of econometrics : the review of the …
22
(
2002
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10001806222
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