//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~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
4
ARMA-Modell
4
Zeitreihenanalyse
4
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Theorie
3
Theory
3
Aktienmarkt
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
ARFIMA models
1
ARIMA model
1
Anomalies
1
Bombay Stock Exchange Limited
1
Bourse
1
Börse
1
CAPM
1
Capital income
1
Density forecasts
1
Devisenmarkt
1
Estimation
1
Estimation theory
1
Exchange rate
1
Foreign exchange market
1
Kapitaleinkommen
1
Latin-American stock and Forex markets volatility
1
Liquidity
1
Long memory
1
Nonstationary ARMA
1
Portfolio selection
1
Portfolio-Management
1
Portmanteau test
1
Predicting
1
more ...
less ...
Online availability
All
Undetermined
2
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
Chang, Hung-Chou
1
Chen, An-sing
1
Cheng, Lee-Young
1
Jaiswal, Isha
1
Ling, Shiqing
1
Rodriguez, Gabriel
1
Yee, Chong Ching
1
Zhu, Ke
1
more ...
less ...
Published in...
All
Journal of commerce & business studies
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
16
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)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Saved in:
3
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:
4
Diagnostic checking for non-stationary ARMA models with an application to financial data
Ling, Shiqing
;
Zhu, Ke
;
Yee, Chong Ching
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 624-639
Persistent link: https://www.econbiz.de/10010370490
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->