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  • Search: subject:"ARFIMA model"
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Year of publication
Subject
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ARMA model 602 ARMA-Modell 602 Time series analysis 377 Zeitreihenanalyse 377 Theorie 249 Theory 249 Forecasting model 215 Prognoseverfahren 215 Estimation theory 108 Schätztheorie 108 Estimation 89 Schätzung 89 ARCH model 84 ARCH-Modell 84 Volatility 84 Volatilität 83 Forecast 55 Prognose 54 Stochastic process 47 Stochastischer Prozess 47 VAR model 43 VAR-Modell 43 Inflation 39 Börsenkurs 32 Share price 32 long memory 30 USA 28 United States 28 ARIMA 27 Capital income 27 Kapitaleinkommen 27 Aktienmarkt 26 Stock market 26 Forecasting 25 Cointegration 24 Kointegration 24 Saisonale Schwankungen 24 Seasonal variations 24 Inflation rate 22 fractional integration 22
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Online availability
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Free 615 CC license 48
Type of publication
All
Book / Working Paper 481 Article 134
Type of publication (narrower categories)
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Working Paper 291 Arbeitspapier 290 Graue Literatur 279 Non-commercial literature 279 Article in journal 128 Aufsatz in Zeitschrift 128 Thesis 8 Hochschulschrift 7 Forschungsbericht 3 Article 1 Collection of articles of several authors 1 Sammelwerk 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 597 Undetermined 7 German 6 Finnish 1 French 1 Italian 1 Polish 1 Spanish 1
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Author
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Gil-Alaña, Luis A. 31 Caporale, Guglielmo Maria 24 McAleer, Michael 17 Beran, Jan 13 Feng, Yuanhua 13 Sibbertsen, Philipp 12 Athanasopoulos, George 9 Koopman, Siem Jan 9 Poskitt, Donald Stephen 8 Saikkonen, Pentti 8 Silvestrini, Andrea 8 Asai, Manabu 7 Maravall Herrero, Agustín 7 Ozdemir, Zeynel Abidin 7 Plastun, Alex 7 Tansel, Aysıt 7 Meitz, Mika 6 Vahid, Farshid 6 Bauwens, Luc 5 Caballero, Ricardo J. 5 Chan, Joshua 5 Dufays, Arnaud 5 Engel, Eduardo 5 Glabadanidis, Paskalis 5 Leschinski, Christian 5 Ocker, Dirk 5 Peiris, Shelton 5 Zadrozny, Peter A. 5 Carpantier, Jean-François 4 Chen, Chi-chung 4 Hyndman, Rob J. 4 Härdle, Wolfgang 4 Ilomäki, Jukka 4 Kapetanios, George 4 Karanasos, Menelaos 4 Lan Fen Chu 4 Laurila, Hannu 4 Trani, Tommaso 4 Tsay, Wen-jen 4 Veredas, David 4
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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 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 Federal Reserve Bank of St. Louis 1 HAL 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 Massachusetts Institute of Technology / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 School of Economics and Management, University of Aarhus 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Université de Montréal / Département de sciences économiques 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Discussion paper / Tinbergen Institute 19 International Journal of Energy Economics and Policy : IJEEP 19 Working paper / Department of Econometrics and Business Statistics, Monash University 18 International journal of economics and financial issues : IJEFI 12 CESifo working papers 10 CoFE discussion papers 9 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Economics and finance working paper series 8 CREATES research paper 7 Econometrics : open access journal 7 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6 Journal of risk and financial management : JRFM 6 CBN journal of applied statistics 5 Discussion papers of interdisciplinary research project 373 5 Working papers 5 CAMA working paper series 4 CIE working paper series 4 Cowles Foundation discussion paper 4 Discussion paper 4 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 4 Discussion papers / Deutsches Institut für Wirtschaftsforschung 4 Discussion papers / Helsinki Center of Economic Research : discussion paper 4 Financial innovation : FIN 4 Risks : open access journal 4 Working paper 4 Amfiteatru economic : an economic and business research periodical 3 Banque de France Working Paper 3 CORE discussion paper : DP 3 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 3 Discussion papers / University of Leicester, Department of Economics 3 ECARES working paper 3 Global COE Hi-Stat discussion paper series 3 IEAS working paper 3 IMF working paper 3 IMF working papers 3 Koç University - TÜSİAD Economic Research Forum working paper series 3 Research paper series / Swiss Finance Institute 3 SFB 649 discussion paper 3
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Source
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ECONIS (ZBW) 602 RePEc 10 EconStor 2 BASE 1
Showing 1 - 10 of 615
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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The future of European regional inequalities : Box-Cox transformed ARMA process trend smoothing (BATS) forecasting
Duran, Hasan Engin; Elburz, Zeynep; Çifçi, Burcu Değerli - 2025
Persistent link: https://www.econbiz.de/10015396494
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Comparative study of forecasting methods to predict the energy demand for the market of Colombia
Vargas-Forero, Victor Manuel; Manotas-Duque, Diego Fernando - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10015333827
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Revisions in concurrent seasonal adjustments of daily and weekly economic time series
Webel, Karsten - 2025
The COVID-19 outbreak in 2020 has fostered in many countries the development of new weekly economic indices for the timely tracking of pandemic-related turmoils and other forms of rapid economic changes. Such indices often utilise information from daily and weekly economic time series that...
Persistent link: https://www.econbiz.de/10015373330
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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Understanding unworked time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015179218
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A comparative assessment of holt winter exponential smoothing and autoregressive integrated moving average for inventory optimization in supply chains
Kumar, Lalji; Khedlekar, Sudhakar; Khedlekar, Uttam Kumar - In: Supply chain analytics 8 (2024), pp. 1-16
Precise demand forecasting and agile pricing strategies are crucial in modern business. This study aims to enhance these strategies by evaluating the efficacy of Holt-Winters Exponential Smoothing (HWES) and Autoregressive Integrated Moving Average (ARIMA) models. The study assesses their...
Persistent link: https://www.econbiz.de/10015325094
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Persistence in tax revenues : evidence from some OECD countries
Caporale, Guglielmo Maria; García Tapia, Silvia; … - In: Journal of quantitative economics 22 (2024) 2, pp. 475-491
Persistent link: https://www.econbiz.de/10015185215
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An adaptive long memory conditional correlation model
Dark, Jonathan - In: Journal of empirical finance 75 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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