//--> //--> //-->
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 econometrics"
~subject:"Stock market"
~subject:"Volatility"
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:"Autoregressive fractionally integrated moving average"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stock market
Volatility
ARMA model
31
ARMA-Modell
31
Theorie
17
Theory
17
Time series analysis
15
Zeitreihenanalyse
15
Volatilität
6
Estimation theory
5
Forecasting model
5
Prognoseverfahren
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
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Exchange rate
2
Forecasting
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Bollerslev, Tim
1
Cavaliere, Giuseppe
1
Chan, Joshua C. C.
1
Chen, Rong
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Liesenfeld, Roman
1
Nielsen, Morten Ørregaard
1
Taylor, Robert
1
Wang, Xiaohu
1
Wright, Jonathan H.
1
Xiao, Han
1
Xiao, Weilin
1
Yu, Jun
1
Zheng, Tingguo
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Tinbergen Institute
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied financial economics
3
CAMA working paper series
3
Economic modelling
3
International journal of forecasting
3
CoFE discussion papers
2
Computational economics
2
Discussion papers in economics
2
Econometric Institute research papers
2
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
2
Forecasting volatility in the financial markets
2
International journal of economics and finance
2
International journal of economics and financial issues : IJEFI
2
International journal of theoretical and applied finance
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of economics and finance
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Quantitative finance
2
Research in international business and finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
Working paper
2
ANU working papers in economics and econometrics
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
Annals of finance
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
BGPE discussion paper : Bavarian graduate program in economics
1
CAMA Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
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:
3
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:
4
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
Saved in:
5
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
6
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->