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~isPartOf:"CAMA working paper series"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Schätzung"
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Search: subject_exact:"ARMA model"
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CAMA working paper series
The journal of futures markets
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
4
CREATES research paper
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
2
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
5
Point and interval forecasts of age-specific fertility rates : a comparison of functional principal component methods
Shang, Han Lin
-
2012
Persistent link: https://www.econbiz.de/10009565409
Saved in:
6
Independence test for high dimensional random vectors
Pan, G.
;
Gao, Jiti
;
Yang, Y.
;
Guo, M.
-
2012
Persistent link: https://www.econbiz.de/10009565482
Saved in:
7
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
8
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
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