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Search: subject:"ARFIMA model"
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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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615
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317
CC license
48
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1,084
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689
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988
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391
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390
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378
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378
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59
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59
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30
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27
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8
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7
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5
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5
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4
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1,706
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26
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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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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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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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ECONIS (ZBW)
1,754
RePEc
16
EconStor
2
BASE
1
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141
The impact of long memory in mortality differentials on index-based longevity hedges
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10014365103
Saved in:
142
Forecasting the energy commodities : an evidence of ARIMA and intervention analysis
Yadav, Miklesh Prasad
;
Sehgal, Vandana
;
Ratra, Deepali
; …
- In:
International journal of monetary economics and finance …
16
(
2023
)
6
,
pp. 443-457
Persistent link: https://www.econbiz.de/10015066071
Saved in:
143
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
144
Labor demand forecasting : the case of Cambodia
Sereyvuth, KY
- In:
Bulletin of applied economics
10
(
2023
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014495198
Saved in:
145
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
Saved in:
146
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
147
ARIMA forecast of Nigerian inflation rates with Covid-19 pandemic event in focus
Oduntan, Emmanuel A.
;
Ajayi, Olusola Osho
- In:
Theoretical and applied economics : GAER review
30
(
2023
)
4/637
,
pp. 83-98
Persistent link: https://www.econbiz.de/10014520241
Saved in:
148
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
149
Forecasting the stock return of emerging economies : an empirical study based on ARIMA
Yadav, Miklesh Prasad
;
Khera, Aastha
- In:
International journal of public sector performance …
11
(
2023
)
4
,
pp. 451-466
Persistent link: https://www.econbiz.de/10014313384
Saved in:
150
Demand forecasting using modelling and comparison of series and parallel structures of SARIMA and SMLP
Bahrami, Maryam
;
Khashei, Mehdi
;
Amindoust, Atefeh
- In:
International journal of process management and …
13
(
2023
)
2
,
pp. 282-301
Persistent link: https://www.econbiz.de/10014313808
Saved in:
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