//--> //--> //--> //-->
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:"Journal of commerce & business studies"
~isPartOf:"Journal of econometrics"
~subject:"Liquidität"
~subject:"Stock market"
~subject:"Time series analysis"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Liquidität
Stock market
Time series analysis
ARMA model
32
ARMA-Modell
32
Theorie
18
Theory
18
Zeitreihenanalyse
16
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
Estimation theory
5
Schätztheorie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
Markov chain
4
Markov-Kette
4
Schätzung
4
Cointegration
3
Kointegration
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
ARFIMA
2
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Börsenkurs
2
Exchange rate
2
Forecasting
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
Share price
2
State space model
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Hecq, Alain W. J.
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Bhardwaj, Geetesh
1
Cavaliere, Giuseppe
1
Chen, Rong
1
Chevillon, Guillaume
1
Cubadda, Gianluca
1
Deistler, Manfred
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Felsenstein, Elisabeth
1
Francq, Christian
1
Franses, Philip Hans
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hsiao, Cheng
1
Jaiswal, Isha
1
Kapetanios, George
1
Koelbl, Lukas
1
Laurent, Sébastien
1
Li, Wai Keung
1
Liesenfeld, Roman
1
Martin, Gael M.
1
Nadarajah, K.
1
Nielsen, Morten Ørregaard
1
Paap, Richard
1
Palm, Franz C.
1
Poskitt, Donald Stephen
1
Swanson, Norman R.
1
Talmain, Gabriel
1
Taylor, Robert
1
Wang, Cindy Shin Huei
1
Wang, Xiaohu
1
Xiao, Han
1
Xiao, Weilin
1
Yu, Jun
1
Zadrozny, Peter A.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of commerce & business studies
Journal of econometrics
International journal of forecasting
15
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
9
International Journal of Energy Economics and Policy : IJEEP
9
Applied economics
8
Computational economics
8
Discussion paper / Tinbergen Institute
8
Econometric theory
8
Economic modelling
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
7
Applied financial economics
6
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
Journal of time series econometrics
6
CoFE discussion papers
5
CBN journal of applied statistics
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Econometric Institute research papers
4
Econometrics : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Theoretical and applied economics : GAER review
4
Advances in business and management forecasting
3
Applied economics letters
3
Banque de France Working Paper
3
CAMA working paper series
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion papers in economics
3
ECARES working paper
3
Econometric reviews
3
Europäische Hochschulschriften / 5
3
International journal of theoretical and applied finance
3
Journal of business economics and management
3
Macroeconomic dynamics
3
Research memorandum / METEOR
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
3
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
4
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
5
The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Anderson, Brian D. O.
;
Deistler, Manfred
;
Felsenstein, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 366-373
Persistent link: https://www.econbiz.de/10011704722
Saved in:
6
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
7
Generalized ARMA models with martingale difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
8
Predicting liquidity of BSE by using ARIMA model
Jaiswal, Isha
- In:
Journal of commerce & business studies
2
(
2015
)
1
,
pp. 69-77
Persistent link: https://www.econbiz.de/10011492652
Saved in:
9
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
10
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->