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Search: subject:"ARIMA Model"
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Subject
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ARMA model
1,754
ARMA-Modell
1,754
Zeitreihenanalyse
982
Time series analysis
980
Theorie
727
Theory
727
Forecasting model
645
Prognoseverfahren
645
Estimation theory
269
Schätztheorie
269
ARCH model
242
ARCH-Modell
241
Schätzung
238
Estimation
237
Volatility
235
Volatilität
234
Forecast
164
Prognose
163
USA
152
United States
151
Stochastic process
119
Stochastischer Prozess
119
VAR model
111
VAR-Modell
111
Börsenkurs
100
Share price
100
ARIMA
99
Inflation
95
Capital income
89
Kapitaleinkommen
89
Cointegration
82
Kointegration
82
Aktienmarkt
77
Stock market
77
Exchange rate
75
Wechselkurs
75
Forecasting
70
Neural networks
65
Neuronale Netze
65
Großbritannien
64
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Free
646
Undetermined
329
CC license
53
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Article
1,118
Book / Working Paper
698
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1
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Article in journal
1,002
Aufsatz in Zeitschrift
1,002
Working Paper
393
Arbeitspapier
390
Graue Literatur
378
Non-commercial literature
378
Aufsatz im Buch
60
Book section
60
Hochschulschrift
30
Thesis
26
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
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3
Bibliografie enthalten
3
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3
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3
Forschungsbericht
3
Sammelwerk
3
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2
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2
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1
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1
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1
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1
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1
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English
1,729
Undetermined
32
German
28
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12
French
5
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3
Portuguese
3
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2
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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
Athanasopoulos, George
14
Poskitt, Donald Stephen
14
Sibbertsen, Philipp
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
Hyndman, Rob J.
9
Laurent, Sébastien
9
Ozdemir, Zeynel Abidin
9
Plastun, Alex
9
Saikkonen, Pentti
9
Sbrana, Giacomo
9
Asai, Manabu
8
Chan, Joshua
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
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
National Bureau of Economic Research
3
Department of Econometrics and Business Statistics, Monash Business School
2
European Commission / Statistical Office of the European Communities
2
European University Institute / Department of Economics
2
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banco de España
1
Birkbeck College / Department of Economics
1
Columbia University / Department of Economics
1
Department of Economics, University of Victoria
1
Elinkeinoelämän Tutkimuslaitos
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften
1
Gottfried Wilhelm Leibniz Universität Hannover
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 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
Technology Management, Economics and Policy Program (TEMEP), Seoul National University
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
epubli GmbH
1
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Published in...
All
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
20
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
Economic modelling
12
International journal of economics and financial issues : IJEFI
12
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
MPRA Paper
7
Asian African journal of economics and econometrics
6
CORE discussion papers : DP
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
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Source
All
ECONIS (ZBW)
1,769
RePEc
38
EconStor
6
BASE
3
Other ZBW resources
1
Showing
1,191
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1191
Integer-valued moving average modelling of the number of transactions in stocks
Brännäs, Kurt
;
Quoreshi, A. M. M. Shahiduzzaman
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1429-1440
Persistent link: https://www.econbiz.de/10009010922
Saved in:
1192
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
1193
Extended fractional Gaussian noise and simple ARFIMA approximations
Man, Kasing
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623319
Saved in:
1194
On-the-job search, productivity shocks, and the individual earnings process
Postel-Vinay, Fabien
;
Turon, Hélène
- In:
International economic review
51
(
2010
)
3
,
pp. 599-629
Persistent link: https://www.econbiz.de/10008771288
Saved in:
1195
International evidence on crude oil price dynamics : applications of ARIMA-GARCH models
Mohammadi, Hassan
;
Su, Lixian
- In:
Energy economics
32
(
2010
)
5
,
pp. 1001-1008
Persistent link: https://www.econbiz.de/10008934343
Saved in:
1196
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices
He, Angela W. W.
;
Kwok, Jerry T. K.
;
Wan, Alan T. K.
- In:
Energy economics
32
(
2010
)
6
,
pp. 1499-1506
Persistent link: https://www.econbiz.de/10008935970
Saved in:
1197
ARFIMA tests for random walks in exchange rates in Asian, Latin American and African-Middle Eastern markets
Karemera, David
;
Cole, John
- In:
Review of Pacific Basin financial markets and policies
13
(
2010
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10008857227
Saved in:
1198
Commodity derivatives valuation with autoregressive and moving average components in the price dynamics
Paschke, Raphael
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2742-2752
Persistent link: https://www.econbiz.de/10008858840
Saved in:
1199
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
1200
Modelling and trading the EUR/USD exchange rate at the ECB fixing
Dunis, Christian
;
Laws, Jason
;
Sermpinis, Georgios
- In:
The European journal of finance
16
(
2010
)
5/6
,
pp. 541-560
Persistent link: https://www.econbiz.de/10008698561
Saved in:
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