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Search: subject:"Box Jenkins Methode"
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ARMA model
1,752
ARMA-Modell
1,752
Zeitreihenanalyse
976
Time series analysis
973
Theorie
725
Theory
725
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642
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642
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269
Schätztheorie
269
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240
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240
Estimation
237
Schätzung
237
Volatility
233
Volatilität
232
Forecast
163
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163
USA
150
United States
150
Stochastic process
119
Stochastischer Prozess
119
VAR model
110
VAR-Modell
110
ARIMA
99
Börsenkurs
99
Share price
99
Inflation
95
Capital income
89
Kapitaleinkommen
89
Cointegration
81
Kointegration
81
Aktienmarkt
77
Stock market
77
Exchange rate
74
Wechselkurs
74
Forecasting
70
Neural networks
65
Neuronale Netze
65
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64
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602
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312
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48
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1,073
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680
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987
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987
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391
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59
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59
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30
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26
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7
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4
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1,699
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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
Račev, Svetlozar T.
8
Tansel, Aysıt
8
Bauwens, Luc
7
Bhardwaj, Geetesh
7
Francq, Christian
7
Glabadanidis, Paskalis
7
Hyndman, Rob J.
7
Lieberman, Offer
7
Meitz, Mika
7
Monfort, Alain
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Browning, Martin James
6
Deistler, Manfred
6
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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
Springer International Publishing
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Birkbeck College / Department of Economics
1
Columbia University / Department of Economics
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 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
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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All
International journal of forecasting
45
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
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
Advances in business and management forecasting
7
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)
1,753
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131
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131
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
132
A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit
;
Archana Singh
;
Kumar, Nand
- In:
International journal of applied management science : IJAMS
15
(
2023
)
4
,
pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
Saved in:
133
A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana
;
Sorić, Petar
;
Logarušić, Marija
- In:
Review of Keynesian economics
11
(
2023
)
3
,
pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
Saved in:
134
Forecasting the Romanian inflation rate : an Autoregressive Integrated Moving-Average (ARIMA) approach
Mihalache, Rareș-Petru
;
Bodislav, Dumitru Alexandru
- In:
Theoretical and applied economics : GAER review
30
(
2023
)
1/634
,
pp. 67-76
Persistent link: https://www.econbiz.de/10014433983
Saved in:
135
Predicting crude oil future price using traditional and artificial intelligence-based model : comparative analysis
Kadam, Sanjeev
;
Agrawal, Anshul
;
Bajaj, Aryan
;
Agarwal, …
- In:
Journal of international commerce, economics and policy
14
(
2023
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014437433
Saved in:
136
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
137
Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
138
Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.
;
Jeelan Basha V.
- In:
Mudra : journal of finance and accounting
10
(
2023
)
1
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
Saved in:
139
The impact of long memory in mortality differentials on index-based longevity hedges
Zhou, Kenneth Q.
;
Li, Johnny Siu-Hang
- In:
Journal of demographic economics : JODE
89
(
2023
)
3
,
pp. 533-552
Persistent link: https://www.econbiz.de/10014365103
Saved in:
140
Forecasting the energy commodities : an evidence of ARIMA and intervention analysis
Yadav, Miklesh Prasad
;
Sehgal, Vandana
;
Ratra, Deepali
; …
- In:
International journal of monetary economics and finance …
16
(
2023
)
6
,
pp. 443-457
Persistent link: https://www.econbiz.de/10015066071
Saved in:
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