//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Wechselkurs"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"ARFIMA"
~subject:"Neural networks"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARIMA-Modell"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
ARCH model
ARFIMA
Neural networks
ARMA model
8
ARMA-Modell
8
Theorie
4
Theory
4
Forecasting model
2
Oil price
2
Prognoseverfahren
2
Volatility
2
Volatilität
2
Ölpreis
2
ARCH-Modell
1
Commodity derivative
1
Commodity price
1
Correlation
1
Currency derivative
1
Exchange rate
1
Forecast
1
Forecasting and prediction methods
1
Handelsvolumen der Börse
1
Insider trading
1
Insiderhandel
1
Korrelation
1
Long memory
1
Markov Regime-Switching ARFIMA
1
Markov chain
1
Markov-Kette
1
Neuronale Netze
1
Oil price forecast
1
Option pricing theory
1
Optionspreistheorie
1
Prognose
1
Random Walk
1
Random walk
1
Regime switching
1
Risikomaß
1
Risk measure
1
Rohstoffderivat
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bianchi, Michele Leonardo
1
Fabozzi, Frank J.
1
Ferland, René
1
Ho, Kin-Yip
1
Kim, Young Shin
1
Lalancette, Simon
1
Mitov, Ivan
1
Pong, Shiuyan
1
Račev, Svetlozar T.
1
Shackleton, Mark B.
1
Shi, Yanlin
1
Taylor, Stephen
1
Xu, Xinzhong
1
more ...
less ...
Published in...
All
Journal of banking & finance
Discussion paper / Tinbergen Institute
8
International Journal of Energy Economics and Policy : IJEEP
5
International journal of forecasting
5
Journal of econometrics
5
Computational economics
4
Econometric Institute research papers
4
The empirical economics letters : a monthly international journal of economics
4
Applied economics letters
3
Applied financial economics
3
Asia-Pacific financial markets
3
CORE discussion papers : DP
3
Discussion papers in economics
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of economics and financial issues : IJEFI
3
Journal of business economics and management
3
Amfiteatru economic : an economic and business research periodical
2
CBN journal of applied statistics
2
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Economic issues in SAARC context
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Quantitative finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Theoretical and applied economics : GAER review
2
Working paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A Stata Press publication
1
Acta Universitatis Danubius / Oeconomica
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
2
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
3
Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
Saved in:
4
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->