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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
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329
CC license
53
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Article
1,118
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698
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1
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Article in journal
1,002
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1,002
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393
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390
Graue Literatur
378
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378
Aufsatz im Buch
60
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60
Hochschulschrift
30
Thesis
26
Lehrbuch
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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4
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4
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4
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4
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1,729
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28
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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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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
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741
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750
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741
Prediction of Iran's renewable energy generation in the fifth development plan
Chaharsooghi, S. Kamal
;
Rezaei, Mohsen
- In:
International journal of services and operations management
25
(
2016
)
1
,
pp. 120-133
Persistent link: https://www.econbiz.de/10011593496
Saved in:
742
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
743
Limitation of ARIMA models in financial and monetary economics
Petrică, Andreea-Cristina
;
Stancu, Stelian
;
Tindeche, …
- In:
Theoretical and applied economics : GAER review
23
(
2016
)
4
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011597578
Saved in:
744
Analyzing South Africa's inflation persistence using an arfima model with Markov-switching fractional differencing parameter
Balcilar, Mehmet
;
Gupta, Rangan
;
Jooste, Charl
- In:
The journal of developing areas
50
(
2016
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10011576379
Saved in:
745
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
Saved in:
746
An application of a random level shifts model to the volatility of Peruvian stock and exchange rate returns
Ojeda Cunya, Junior Alex
;
Rodriguez, Gabriel
- In:
Macroeconomics and finance in emerging market economies
9
(
2016
)
1/3
,
pp. 34-55
Persistent link: https://www.econbiz.de/10011583531
Saved in:
747
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
748
Forecasting Brazilian inflation by its aggregate and disaggregated data : a test of predictive power by forecast horizon
Carlo, Thiago Carlomagno
;
Marçal, Emerson Fernandes
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4846-4860
Persistent link: https://www.econbiz.de/10011641013
Saved in:
749
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
750
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
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