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~subject:"Scientific modelling"
~subject:"Stock market"
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Search: subject_exact:"ARFIMA model"
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Schätzung
Scientific modelling
Stock market
ARMA model
828
ARMA-Modell
828
Time series analysis
395
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395
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312
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312
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290
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Gil-Alaña, Luis A.
5
Liesenfeld, Roman
3
Balcilar, Mehmet
2
Boubaker, Heni
2
Kundu, Amit
2
Monfort, Alain
2
Pohlmeier, Winfried
2
Tripathy, Nalini Prava
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Tripathy, Trilochan
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1
Ahmed, Wajid Shakeel
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1
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1
Aman, Sajida
1
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1
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1
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1
Aydemir, Abdurrahman
1
Bac, Catherine
1
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1
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1
Bag, Raul Cristian
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1
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1
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1
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1
Chaleampong Kongcharoen
1
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1
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1
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Applied financial economics
5
Journal of econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of forecasting
3
Asian African journal of economics and econometrics
2
CBN journal of applied statistics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
The empirical economics letters : a monthly international journal of economics
2
The journal of futures markets
2
A statistical equilibrium perspective on corporate profitability
1
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Amfiteatru economic : an economic and business research periodical
1
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Asian Academy of Management journal
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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Central Bank review / The Central Bank of the Republic of Turkey
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Econometric theory
1
Economic issues in SAARC context
1
Economics letters
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Economies et sociétés ; 39,1
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Empirische Konjunktur- und Wachstumsforschung : Festschrift für Bernd Schips zum 65. Geburtstag
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
Energy policy
1
Environmental, social, and governance perspectives on economic development in Asia ; part A
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ECONIS (ZBW)
127
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91
Optimality of GLS for one-step-ahead forecasting with RegARIMA and related models when the regression is misspecified
Findley, David F.
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1083-1107
Persistent link: https://www.econbiz.de/10003591818
Saved in:
92
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
93
Venture capital cycles : empirical evidence from the USA
Füss, Roland
;
Alexandra, Andrea
- In:
Kredit und Kapital
39
(
2006
)
2
,
pp. 183-210
Persistent link: https://www.econbiz.de/10003353682
Saved in:
94
Market efficiency for the Pakistan stock market : evidence from the Karachi stock exchange
Chakraborty, Madhumita
- In:
South Asia economic journal : journal of the Institute …
7
(
2006
)
1
,
pp. 67-81
Persistent link: https://www.econbiz.de/10003310276
Saved in:
95
Modelling some properties of stock markets in transition economics
Jagrič, Timotej
;
Podobnik, Boris
;
Kolanovic, Marko
; …
- In:
Ekonomický časopis : časopis pre ekonomickú …
54
(
2006
)
8
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003468005
Saved in:
96
Day-of-the-week effect and Indian stock market
Sharma, Vandana
;
Singh, Balwinder
- In:
Paradigm : the journal of Institute of Management Technology
10
(
2006
)
1
,
pp. 31-43
Persistent link: https://www.econbiz.de/10003629760
Saved in:
97
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
98
Regional convergence in the unified Germany: a spatial econometric perspective
Kosfeld, Reinhold
;
Eckey, Hans-Friedrich
;
Dreger, Christian
- In:
Advances in macroeconometric modeling : papers and …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10002832587
Saved in:
99
Revenue smoothing in an ARMIA framework : evidence from the United States
Gkonkas, Periklēs
;
Serletis, Apostolos
- In:
New trends in macroeconomics : with 38 tables
,
(pp. 79-88)
.
2005
Persistent link: https://www.econbiz.de/10003022214
Saved in:
100
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
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