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  • Search: subject:"ARFIMA model"
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Year of publication
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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Online availability
All
Free 615 Undetermined 317 CC license 48
Type of publication
All
Article 1,084 Book / Working Paper 689
Type of publication (narrower categories)
All
Article in journal 988 Aufsatz in Zeitschrift 988 Working Paper 391 Arbeitspapier 390 Graue Literatur 378 Non-commercial literature 378 Aufsatz im Buch 59 Book section 59 Hochschulschrift 30 Thesis 27 Lehrbuch 8 Textbook 7 Collection of articles written by one author 5 Sammlung 5 Amtsdruckschrift 4 Conference paper 4 Government document 4 Konferenzbeitrag 4 Systematic review 4 Übersichtsarbeit 4 Bibliografie enthalten 3 Bibliography included 3 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Case study 2 Fallstudie 2 Rezension 2 Article 1 Aufsatzsammlung 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Multi-volume publication 1 Nachschlagewerk 1 Reference book 1 Reprint 1
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Language
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English 1,706 German 26 Undetermined 13 Spanish 12 French 5 Polish 3 Portuguese 3 Finnish 2 Italian 2 Romanian 1 Russian 1
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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...
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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
Showing 131 - 140 of 1,773
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Volatility puzzle : long memory or antipersistency
Shi, Shuping; Yu, Jun - In: Management science : journal of the Institute for … 69 (2023) 7, pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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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
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana; Sorić, Petar; Logarušić, Marija - In: Review of Keynesian economics 11 (2023) 3, pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
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Forecasting the Romanian inflation rate : an Autoregressive Integrated Moving-Average (ARIMA) approach
Mihalache, Rareș-Petru; Bodislav, Dumitru Alexandru - In: Theoretical and applied economics : GAER review 30 (2023) 1/634, pp. 67-76
Persistent link: https://www.econbiz.de/10014433983
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Predicting crude oil future price using traditional and artificial intelligence-based model : comparative analysis
Kadam, Sanjeev; Agrawal, Anshul; Bajaj, Aryan; Agarwal, … - In: Journal of international commerce, economics and policy 14 (2023) 3, pp. 1-15
Persistent link: https://www.econbiz.de/10014437433
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A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Computational economics 62 (2023) 4, pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
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Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - In: International journal of computational economics and … 13 (2023) 4, pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
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