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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 41 - 50 of 1,773
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Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł; Ślepaczuk, Robert; Windorbski, … - 2023
Persistent link: https://www.econbiz.de/10014448210
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Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448266
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Hybridising neurofuzzy model the seasonal autoregressive models for electricity price forecasting on Germany's spot market
Paraschiv, Dorel Mihai; Bălășoiu, Narciz; Ben Amor, … - In: Amfiteatru economic : an economic and business research … 25 (2023) 63, pp. 463-478
Electricity price forecasting has become an area of increasing relevance in recent years. Despite the growing interest in predictive algorithms, the challenges are difficult to overcome given the restricted access to relevant data series and the lack of accurate metrics. Multiple models have...
Persistent link: https://www.econbiz.de/10014464238
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Analysing EU countries digital progress towards Sustainable Development Goals
Ciucu, Alexandra-Nicoleta; Teodorescu, Cosmin Alexandru; … - In: Amfiteatru economic : an economic and business research … 25 (2023), pp. 987-1002
The article analyses the level of digitalization in the European Union (EU) and correlates the results with the Sustainable Development Goals formulated by the United Nations. The paper provides figures on the number of enterprises receiving orders online, the share of enterprises' turnover on...
Persistent link: https://www.econbiz.de/10014464390
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Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - In: Macroeconomic dynamics 27 (2023) 1, pp. 203-223
Persistent link: https://www.econbiz.de/10014247362
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Comparative performance of LSTM and ARIMA for the short-term prediction of Bitcoin prices
Latif, Navmeen; Selvam, Joseph Durai; Kapse, Manohar; … - In: Australasian accounting business and finance journal : AABF 17 (2023) 1, pp. 256-276
Persistent link: https://www.econbiz.de/10014258988
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Seasonal Autoregressive Integrated Moving Average (SARIMA) Model for the Analysis of Frequency of Monthly Rainfall in Osun State, Nigeria
Adams, Samuel Olorunfemi; Mustapha, Bello; Alumbugu, … - 2023
The Seasonal Autoregressive Integrated Moving Average (SARIMA) model is proposed for Osun State monthly rainfall data and the analysis was based on probability time series modeling approach. The Plot of the original data shows that the time series is stationary and the Augmented Dickey-Fuller...
Persistent link: https://www.econbiz.de/10014262912
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FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua; Gries, Thomas; Letmathe, Sebastian - 2023
Persistent link: https://www.econbiz.de/10014282334
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Forecasting lending interest rate and deposit interest rate of bangladesh using the autoregressive integrated moving average model
Jilhajj, Khondokar - In: International journal of economics and financial issues … 13 (2023) 3, pp. 169-177
Persistent link: https://www.econbiz.de/10014288663
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Forecasting banknote circulation during the COVID-19 pandemic using structural time series models
Bartzsch, Nikolaus; Brandi, Marco; Pastor, Raymond de; … - 2023
As part of the Eurosystem’s annual banknote production planning, the national central banks draw up forecasts estimating the volumes of national-issued banknotes in circulation for the three years ahead. As at the end of 2021, more than 80 per cent of euro banknotes in circulation (cumulated...
Persistent link: https://www.econbiz.de/10014320825
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