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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
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Free 615 Undetermined 317 CC license 48
Type of publication
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Article 1,084 Book / Working Paper 689
Type of publication (narrower categories)
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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 21 - 30 of 1,773
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Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models
Phung Duy Quang; Oanh Nguyen Thi; Phuong Hao Le Thi; … - In: Business analyst journal : BAJ 45 (2024) 1, pp. 11-23
Persistent link: https://www.econbiz.de/10015188090
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Fractional integration and cointegration
Haulde, Javier; Nielsen, Morten Ørregaard - 2021
Persistent link: https://www.econbiz.de/10012816374
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A basic time series forecasting course with Python
Zemkoho, Alain B. - In: Operations research forum 4 (2023) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10013488665
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Chinese GDP Forecast Using ARIMA Model
Ali, Fawaz - 2023
China's economy is very interesting to analyze because it is recognized as the highest GDP in  the world. Despite the ability of China's economy to reform and grow, China shows fluctuation  in its economy especially after the crisis in 1997 and 2008. When China was able to counter  the...
Persistent link: https://www.econbiz.de/10014355201
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Random walk forecasts of stationary processes have low bias
Lunsford, Kurt G.; West, Kenneth D. - 2023
Persistent link: https://www.econbiz.de/10014340065
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Comparative Analysis of ARIMA, SARIMAX, and Random Forest Models for Forecasting Future GDP in Relation to Unemployment Rate
Hossain, Md Junayed - 2023
Accurate forecasting of Gross Domestic Product (GDP) is crucial for policymakers, businesses, and investors. This research explores the use of SARIMAX, ARIMA, and Random Forest models to forecast GDP in the UK. The study investigates the relationship between GDP and the unemployment rate,...
Persistent link: https://www.econbiz.de/10014345503
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Forecasting banknote circulation during the Covid-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Devigne, Lucas; … - 2023
Persistent link: https://www.econbiz.de/10014391233
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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Exponential time trends in a fractional integration model
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2023
This paper introduces a new modelling approach that incorporates nonlinear, exponential deterministic terms into a fractional integration model. The proposed model is based on a specific version of Robinson's (1994) tests and is more general that standard time series models, which only allow for...
Persistent link: https://www.econbiz.de/10014431268
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Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia; Sibbertsen, Philipp - In: Open economies review 34 (2023) 4, pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
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