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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
Forecasting model
642
Prognoseverfahren
642
Estimation theory
269
Schätztheorie
269
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240
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240
Estimation
237
Schätzung
237
Volatility
233
Volatilität
232
Forecast
163
Prognose
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
Großbritannien
64
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602
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312
CC license
48
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Article
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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379
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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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7
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5
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4
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4
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2
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English
1,699
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26
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5
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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
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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Published in...
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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ECONIS (ZBW)
1,753
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231
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231
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:
232
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:
233
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:
234
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:
235
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
Saved in:
236
A parallel-series hybridization of seasonal intelligent based statistical model for demand forecasting
Bahrami, Maryam
;
Khashei, Mehdi
;
Amindoust, Atefeh
- In:
Journal of modelling in management
17
(
2022
)
4
,
pp. 1126-1143
Persistent link: https://www.econbiz.de/10014334156
Saved in:
237
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Lobato, Ignacio N.
;
Velasco, Carlos
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 455-476
Persistent link: https://www.econbiz.de/10013253844
Saved in:
238
A cluster workload forecasting strategy using a higher order statistics based ARMA model for IaaS cloud services
Amekraz, Zohra
;
Hadi, Moulay Youssef
- In:
International journal of networking and virtual …
26
(
2022
)
1/2
,
pp. 3-22
Persistent link: https://www.econbiz.de/10013256815
Saved in:
239
Test for zero median of errors in an ARMA-GARCH model
Ma, Yaolan
;
Zhou, Mohan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
38
(
2022
)
3
,
pp. 536-561
Persistent link: https://www.econbiz.de/10013269973
Saved in:
240
The behaviour of real interest rates : new evidence from a "suprasecular" perspective
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
- In:
International finance : the only journal bridging the …
25
(
2022
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10013183818
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