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Search: subject:"ARFIMA Model"
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Subject
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ARMA model
1,754
ARMA-Modell
1,754
Zeitreihenanalyse
977
Time series analysis
974
Theorie
724
Theory
724
Forecasting model
643
Prognoseverfahren
643
Estimation theory
269
Schätztheorie
269
ARCH model
240
ARCH-Modell
240
Estimation
237
Schätzung
237
Volatility
234
Volatilität
233
Forecast
163
Prognose
163
USA
150
United States
150
Stochastic process
119
Stochastischer Prozess
119
VAR model
111
VAR-Modell
111
ARIMA
99
Börsenkurs
99
Share price
99
Inflation
95
Capital income
89
Kapitaleinkommen
89
Cointegration
82
Kointegration
82
Aktienmarkt
77
Stock market
77
Exchange rate
74
Wechselkurs
74
Forecasting
70
Neural networks
65
Neuronale Netze
65
Großbritannien
64
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Free
615
Undetermined
317
CC license
48
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Article
1,084
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689
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Article in journal
988
Aufsatz in Zeitschrift
988
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391
Arbeitspapier
390
Graue Literatur
378
Non-commercial literature
378
Aufsatz im Buch
59
Book section
59
Hochschulschrift
30
Thesis
27
Lehrbuch
8
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7
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5
Sammlung
5
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4
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4
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4
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4
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4
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4
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3
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3
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3
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3
Case study
2
Fallstudie
2
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2
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1
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1
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1
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English
1,706
German
26
Undetermined
13
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12
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5
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3
Portuguese
3
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2
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2
Romanian
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Author
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Gil-Alaña, Luis A.
62
Caporale, Guglielmo Maria
29
McAleer, Michael
22
Beran, Jan
19
Feng, Yuanhua
16
Sibbertsen, Philipp
15
Athanasopoulos, George
14
Poskitt, Donald Stephen
14
Silvestrini, Andrea
14
Karanasos, Menelaos
13
Kapetanios, George
12
Koopman, Siem Jan
12
Lütkepohl, Helmut
11
Maravall Herrero, Agustín
11
Palm, Franz C.
11
Baillie, Richard
10
Gupta, Rangan
10
Vahid, Farshid
10
Hecq, Alain W. J.
9
Laurent, Sébastien
9
Ozdemir, Zeynel Abidin
9
Plastun, Alex
9
Saikkonen, Pentti
9
Sbrana, Giacomo
9
Asai, Manabu
8
Chan, Joshua
8
Hyndman, Rob J.
8
Račev, Svetlozar T.
8
Tansel, Aysıt
8
Bauwens, Luc
7
Bhardwaj, Geetesh
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Lieberman, Offer
7
Meitz, Mika
7
Miller, Don M.
7
Monfort, Alain
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Williams, Dan
7
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
National Bureau of Economic Research
3
European Commission / Statistical Office of the European Communities
2
European University Institute / Department of Economics
2
Facultat d'Economia i Empresa, Universitat de Barcelona
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Birkbeck College / Department of Economics
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Columbia University / Department of Economics
1
Department of Economics, Boston College
1
Elinkeinoelämän Tutkimuslaitos
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HAL
1
Institut für Wirtschaftswissenschaften <Wien>
1
Jingji-Yanjiusuo <Taipeh>
1
London School of Economics and Political Science
1
Massachusetts Institute of Technology / Department of Economics
1
Queen Mary College / Department of Economics
1
Robert Schuman Centre for Advanced Studies
1
Rutgers University / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Management, University of Aarhus
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
University of Canterbury / Dept. of Economics and Finance
1
University of Colorado Boulder / Department of Economics
1
University of Reading / Department of Economics
1
University of Western Ontario / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
epubli GmbH
1
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Published in...
All
International journal of forecasting
46
Economics letters
42
Journal of econometrics
40
Journal of forecasting
38
Econometric theory
28
Applied economics
26
Discussion paper / Tinbergen Institute
21
International Journal of Energy Economics and Policy : IJEEP
19
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied financial economics
13
Computational economics
12
International journal of economics and financial issues : IJEFI
12
Economic modelling
11
Journal of time series econometrics
11
Tourism economics : the business and finance of tourism and recreation
11
CESifo working papers
10
CoFE discussion papers
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Energy economics
10
The econometrics journal
10
Advances in business and management forecasting
9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
Econometric Institute research papers
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of banking & finance
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Economics and finance working paper series
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
CREATES research paper
7
Discussion papers in economics
7
Econometrics : open access journal
7
International journal of production economics
7
Journal of empirical finance
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Asian African journal of economics and econometrics
6
CORE discussion papers : DP
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
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Source
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ECONIS (ZBW)
1,754
RePEc
16
EconStor
2
BASE
1
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621
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621
Goodness-of-fit test for nonlinear time series models
Han, Ngai Sze
;
Ling, Shiqing
- In:
Annals of financial economics
12
(
2017
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011716102
Saved in:
622
Out-of-sample forecasting of the Canadian unemployment rates using univariate models
Jaffur, Zameelah Rifkha Khan
;
Sookia, Noor Ul Hacq
; …
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 1097-1101
Persistent link: https://www.econbiz.de/10011716657
Saved in:
623
Modelling and forecasting inflation in Uganda (2005-2014)
Lubowa, William
;
Wokadala, James
;
Makumbi Nyanzi, Tom
- In:
International journal of sustainable economy
9
(
2017
)
2
,
pp. 121-141
Persistent link: https://www.econbiz.de/10011722575
Saved in:
624
Short-term forecasting of Japanese tourist inflow to South Korea using Google trends data
Park, Sangkon
;
Lee, Jungmin
;
Song, Wonho
- In:
Journal of travel and tourism marketing
34
(
2017
)
1/3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10011670044
Saved in:
625
Analysis of tourism demand serial dependence structure for forecasting
Zhu, Liang
;
Lim, Christine
;
Xie, Wenjun
;
Wu, Yuan
- In:
Tourism economics : the business and finance of tourism …
23
(
2017
)
7
,
pp. 1419-1436
Persistent link: https://www.econbiz.de/10011772653
Saved in:
626
Improving daily occupancy forecasting accuracy for hotels based on EEMD-ARIMA model
Zhang, Gaojun
;
Wu, Jinfeng
;
Pan, Bing
;
Li, Junyi
;
Ma, Minjie
- In:
Tourism economics : the business and finance of tourism …
23
(
2017
)
7
,
pp. 1496-1514
Persistent link: https://www.econbiz.de/10011772704
Saved in:
627
Forecasting capacity of ARIMA models : a study on Croatian industrial production and its sub-sectors
Tomić, Daniel
;
Stjepanović, Saša
- In:
Zagreb international review of economics & business
20
(
2017
)
1
,
pp. 81-99
Persistent link: https://www.econbiz.de/10011752805
Saved in:
628
Demand forecasting by temporal aggregation : using optimal or multiple aggregation levels?
Kourentzes, Nikolaos
;
Rostami-Tabar, Bahman
;
Barrow, …
- In:
Journal of business research : JBR
78
(
2017
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011736195
Saved in:
629
Autoregressive moving average infinite hidden Markov-switching models
Bauwens, Luc
;
Carpantier, Jean-François
;
Dufays, Arnaud
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 162-182
Persistent link: https://www.econbiz.de/10011704161
Saved in:
630
The dynamic evolution of the Greek regional net fixed capital time series
Emmanouilidis, Kyriakos
;
Karpetis, Christos
;
Varelas, …
- In:
Economic change and restructuring : empirical and …
50
(
2017
)
3
,
pp. 211-238
Persistent link: https://www.econbiz.de/10011778406
Saved in:
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