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Search: subject:"Box–Jenkins"
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ARMA model
1,754
ARMA-Modell
1,754
Zeitreihenanalyse
992
Time series analysis
986
Theorie
733
Theory
733
Prognoseverfahren
654
Forecasting model
653
Estimation theory
269
Schätztheorie
269
ARCH model
241
ARCH-Modell
241
Estimation
238
Schätzung
238
Volatility
235
Volatilität
234
Prognose
170
Forecast
166
USA
150
United States
150
Stochastischer Prozess
122
Stochastic process
121
VAR model
112
VAR-Modell
112
ARIMA
105
Börsenkurs
101
Share price
100
Inflation
95
Capital income
91
Kapitaleinkommen
91
Cointegration
83
Forecasting
82
Kointegration
82
Aktienmarkt
78
Stock market
78
Exchange rate
74
Wechselkurs
74
Neural networks
65
Neuronale Netze
65
Großbritannien
64
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Free
632
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340
CC license
49
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Article
1,125
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708
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1
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Article in journal
997
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391
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391
Graue Literatur
379
Non-commercial literature
379
Aufsatz im Buch
59
Book section
59
Hochschulschrift
35
Thesis
29
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9
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8
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7
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1,731
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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
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
Monfort, Alain
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
Ocker, Dirk
7
Phillips, Peter C. B.
7
Williams, Dan
7
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
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
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Bank of Greece
1
Birkbeck College / Department of Economics
1
Columbia University / Department of Economics
1
EconWPA
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
Institut für Höhere Studien
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 Finance, Business School
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
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
13
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
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
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ECONIS (ZBW)
1,775
RePEc
37
Other ZBW resources
8
USB Cologne (EcoSocSci)
6
BASE
5
EconStor
3
Showing
231
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240
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231
The predictability and analysis of CNY to USD exchange rate based on ARMA model
Li, Bingchen
- In:
Proceedings of the 5th International Conference on …
,
(pp. 534-541)
.
2022
Persistent link: https://www.econbiz.de/10013352881
Saved in:
232
Choosing between identification schemes in noisy-news models
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 99-136
Persistent link: https://www.econbiz.de/10013334632
Saved in:
233
Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy
Perone, Gaetano
- In:
The European journal of health economics
23
(
2022
)
6
,
pp. 917-940
Persistent link: https://www.econbiz.de/10013402043
Saved in:
234
Economic Forecast of the Wealthiest Gulf Countries Using ARIMA Model
Youssef, Jamile
;
Ishker, Nermeen
;
Fakhreddine, Nour
-
2022
AutoRegressive Integrated Moving Average (ARIMA) model of the Gross Domestic Product in the three countries is obtained using the
Box-Jenkins
…
Persistent link: https://www.econbiz.de/10013403415
Saved in:
235
Forecasts for international financial series with VMD algorithms
Guo, Wei
;
Liu, Qingfu
;
Luo, Zhidan
;
Tse, Yiuman
- In:
Journal of Asian economics
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
Saved in:
236
Efficiency drifts in euronext stock indexes returns
Gomes, Luís M. P.
;
Soares, Vasco J. S.
;
Gama, Sílvio M. A.
- In:
International journal of business
27
(
2022
)
2
,
pp. 28-44
Persistent link: https://www.econbiz.de/10013395911
Saved in:
237
Analysis of forecasting models in electricity market under volatility : what we learn from Sweden
Uddin, Mohammed Gazi Salah
;
Tang, Ou
;
Sahamkhadam, Maziar
; …
- In:
Revisiting Electricity Market Reforms : Lessons for …
,
(pp. 117-142)
.
2022
Persistent link: https://www.econbiz.de/10013447647
Saved in:
238
Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava
- In:
Research in international business and finance
63
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
Saved in:
239
Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models
Thanakorn Nitithumbundit
;
Chan, Jennifer S. K.
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 365-375
Persistent link: https://www.econbiz.de/10014249157
Saved in:
240
Sovereign contagion risk measure across financial markets in the eurozone : a bivariate copulas and Markov Regime Switching ARMA based approaches
Bouker, Sawsen
;
Mansouri, Fayçal
- In:
Review of world economics
158
(
2022
)
2
,
pp. 615-711
Persistent link: https://www.econbiz.de/10014307166
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