//--> //--> //-->
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 empirical finance"
~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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARMA model
5
ARMA-Modell
5
Estimation theory
2
Schätztheorie
2
Time series analysis
2
USA
2
United States
2
Volatilität
2
Zeitreihenanalyse
2
1980-1996
1
1986-1996
1
Continuous time ARMA process
1
Cross-validation
1
Derivat
1
Derivative
1
Deutschland
1
Discrete time representation
1
Exchange rate
1
Exchange rate policy
1
Filtering
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Germany
1
Japan
1
Long memory
1
Present value
1
Prognoseverfahren
1
Structural break
1
Strukturbruch
1
Term structure
1
US dollar
1
US-Dollar
1
Wechselkurs
1
Wechselkurspolitik
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Beltratti, Andrea
1
Morana, Claudio
1
Thomakos, Dimitrios D.
1
Wang, T'ao
1
Published in...
All
Journal of empirical finance
Discussion paper / Tinbergen Institute
8
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CAMA working paper series
3
International journal of forecasting
3
Computational economics
2
Discussion papers in economics
2
Economic modelling
2
Forecasting volatility in the financial markets
2
International journal of economics and finance
2
International journal of economics and financial issues : IJEFI
2
Journal of Asian economics
2
Journal of banking & 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
Working paper
2
ANU working papers in economics and econometrics
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Advances in Pacific Basin financial markets
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
BGPE discussion paper : Bavarian graduate program in economics
1
CAMA Working Paper
1
CAMA Working Paper 31/2013
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
CREATES research paper
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Cowles Foundation discussion paper
1
Current issues in finance, economy and politics : theoretical and empirical finance and economic researches
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion paper / Centre for Economic Policy Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
2
Realized volatility in the futures markets
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->