//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
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:"ARMA model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
17
ARMA-Modell
17
Time series analysis
6
Zeitreihenanalyse
6
Theorie
5
Theory
5
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Capital income
3
Forecasting model
3
Kapitaleinkommen
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Markov chain
3
Markov-Kette
3
Prognoseverfahren
3
Stock market
3
2002
2
Börsenkurs
2
Deutschland
2
Estimation
2
Germany
2
Schätzung
2
Share price
2
Spain
2
Spanien
2
USA
2
United States
2
1992-2003
1
1995-2002
1
1998-2008
1
ARFIMA
1
Aktienindex
1
Artificial intelligence
1
BRICS
1
BRICS countries
1
BRICS-Staaten
1
CAPM
1
Dauer
1
more ...
less ...
Type of publication
All
Article
11
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
4
Government document
4
more ...
less ...
Language
All
English
17
Author
All
Francq, Christian
4
Zakoïan, Jean-Michel
4
Anatolyev, Stanislav
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Brännäs, Kurt
1
Dabo-Niang, Sophie
1
Darolles, Serge
1
Florens, Jean-Pierre
1
Gargallo, Pilar
1
Gouriéroux, Christian
1
Gupta, Rangan
1
Hsu, Yun-sheng
1
Iglesias, Emma M.
1
Kilimani, Nicholas
1
Lai, Syouching
1
Li, Hungchih
1
Liou, Cheng-hwai
1
Miguel, Jesús
1
Monfort, Alain
1
Nakumuryango, Amadine
1
Noor Azlan Ghazali
1
Olave Rubio, Pilar
1
Panas, Epameinōndas E.
1
Pegoraro, Fulvio
1
Phillips, Garry D. A.
1
Quoreshi, A. M. M. Shahiduzzaman
1
Ramlee, Shamshubariah
1
Salvador, Manuel
1
Shakin, Dmitry
1
Solibakke, Per Bjarte
1
Tolvi, Jussi
1
Wang, Chi-chen
1
more ...
less ...
Published in...
All
Applied financial economics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
3
Integer-valued moving average modelling of the number of transactions in stocks
Brännäs, Kurt
;
Quoreshi, A. M. M. Shahiduzzaman
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1429-1440
Persistent link: https://www.econbiz.de/10009010922
Saved in:
4
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
5
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
6
Trade intensity in the Russian stock market : dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 87-104
Persistent link: https://www.econbiz.de/10003427015
Saved in:
7
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
8
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching
;
Li, Hungchih
- In:
Applied financial economics
16
(
2006
)
18
,
pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231
Saved in:
9
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
Saved in:
10
Long memory and outliers in stock market returns
Tolvi, Jussi
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 495-502
Persistent link: https://www.econbiz.de/10001770770
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->