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  • Search: subject:"Fractionally integrated"
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Year of publication
Subject
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ARMA-Modell 603 ARMA model 602 Time series analysis 381 Zeitreihenanalyse 381 Theorie 252 Theory 252 Forecasting model 216 Prognoseverfahren 216 Estimation theory 110 Schätztheorie 110 Estimation 92 Schätzung 92 Volatility 92 ARCH-Modell 86 Volatilität 86 ARCH model 85 Forecast 56 Prognose 54 Stochastic process 49 Stochastischer Prozess 49 VAR model 44 VAR-Modell 43 Inflation 39 Börsenkurs 32 Share price 32 USA 30 United States 29 long memory 28 ARIMA 27 Capital income 27 Cointegration 27 Kapitaleinkommen 27 Stock market 27 Aktienmarkt 26 Forecasting 26 Kointegration 26 Saisonale Schwankungen 24 Seasonal variations 24 Inflation rate 21 Inflationsrate 21
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Online availability
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Free 636 CC license 49
Type of publication
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Book / Working Paper 498 Article 138
Type of publication (narrower categories)
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Working Paper 298 Arbeitspapier 292 Graue Literatur 282 Non-commercial literature 282 Article in journal 131 Aufsatz in Zeitschrift 131 Hochschulschrift 8 Thesis 8 Forschungsbericht 3 Article 2 Collection of articles of several authors 1 Sammelwerk 1 Systematic review 1 Übersichtsarbeit 1
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Language
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English 609 Undetermined 15 German 6 Czech 1 Finnish 1 French 1 Italian 1 Polish 1 Spanish 1
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Author
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Gil-Alaña, Luis A. 31 Caporale, Guglielmo Maria 24 McAleer, Michael 17 Koopman, Siem Jan 15 Beran, Jan 13 Feng, Yuanhua 13 Sibbertsen, Philipp 11 Athanasopoulos, George 9 Carnero, M. Angeles 9 Ooms, Marius 9 Ozdemir, Zeynel Abidin 9 Poskitt, Donald Stephen 8 Saikkonen, Pentti 8 Silvestrini, Andrea 8 Asai, Manabu 7 Maravall Herrero, Agustín 7 Plastun, Alex 7 Tansel, Aysıt 7 Meitz, Mika 6 Morana, Claudio 6 Vahid, Farshid 6 Bauwens, Luc 5 Caballero, Ricardo J. 5 Cassola, Nuno 5 Chan, Joshua 5 Dufays, Arnaud 5 Engel, Eduardo 5 Glabadanidis, Paskalis 5 Leschinski, Christian 5 Ocker, Dirk 5 Peiris, Shelton 5 Zadrozny, Peter A. 5 Carpantier, Jean-François 4 Chen, Chi-chung 4 Hyndman, Rob J. 4 Härdle, Wolfgang 4 Ilomäki, Jukka 4 Kapetanios, George 4 Karanasos, Menelaos 4 Lan Fen Chu 4
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 Department of Economics, National University of Singapore 2 European Central Bank 2 European Commission / Statistical Office of the European Communities 2 Tinbergen Institute 2 Tinbergen Instituut 2 Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto 1 Columbia University / Department of Economics 1 Departamento de Economía, Universidad Torcuato Di Tella 1 East Asian Bureau of Economic Research (EABER) 1 Elinkeinoelämän Tutkimuslaitos 1 Federal Reserve Bank of St. Louis 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 Massachusetts Institute of Technology / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 University of Toronto, Department of Economics 1 Université de Montréal / Département de sciences économiques 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Discussion paper / Tinbergen Institute 19 International Journal of Energy Economics and Policy : IJEEP 19 Working paper / Department of Econometrics and Business Statistics, Monash University 18 International journal of economics and financial issues : IJEFI 12 CESifo working papers 10 CoFE discussion papers 9 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Econometrics : open access journal 8 Economics and finance working paper series 8 CREATES research paper 7 CORE discussion papers : DP 6 Documentos de trabajo / Banco de España, Servicio de Estudios 6 Journal of risk and financial management : JRFM 6 CBN journal of applied statistics 5 Discussion papers of interdisciplinary research project 373 5 Working papers 5 CAMA working paper series 4 CIE working paper series 4 Cowles Foundation discussion paper 4 Discussion paper 4 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 4 Discussion papers / Deutsches Institut für Wirtschaftsforschung 4 Discussion papers / Helsinki Center of Economic Research : discussion paper 4 Financial innovation : FIN 4 Research paper series / Swiss Finance Institute 4 Risks : open access journal 4 Tinbergen Institute Discussion Papers 4 Working paper 4 Amfiteatru economic : an economic and business research periodical 3 Banque de France Working Paper 3 CORE discussion paper : DP 3 Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania 3 Discussion papers / University of Leicester, Department of Economics 3 ECARES working paper 3 Global COE Hi-Stat discussion paper series 3 IEAS working paper 3 IMF working paper 3 IMF working papers 3 Koç University - TÜSİAD Economic Research Forum working paper series 3
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Source
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ECONIS (ZBW) 608 RePEc 19 EconStor 8 BASE 1
Showing 1 - 10 of 636
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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The future of European regional inequalities : Box-Cox transformed ARMA process trend smoothing (BATS) forecasting
Duran, Hasan Engin; Elburz, Zeynep; Çifçi, Burcu Değerli - 2025
Persistent link: https://www.econbiz.de/10015396494
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Comparative study of forecasting methods to predict the energy demand for the market of Colombia
Vargas-Forero, Victor Manuel; Manotas-Duque, Diego Fernando - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10015333827
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Revisions in concurrent seasonal adjustments of daily and weekly economic time series
Webel, Karsten - 2025
The COVID-19 outbreak in 2020 has fostered in many countries the development of new weekly economic indices for the timely tracking of pandemic-related turmoils and other forms of rapid economic changes. Such indices often utilise information from daily and weekly economic time series that...
Persistent link: https://www.econbiz.de/10015373330
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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Unveiling the linkages between emerging stock market indices and cryptocurrencies
Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of individual assets and fractional cointegration to...
Persistent link: https://www.econbiz.de/10014285279
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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Understanding unworked time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015179218
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A comparative assessment of holt winter exponential smoothing and autoregressive integrated moving average for inventory optimization in supply chains
Kumar, Lalji; Khedlekar, Sudhakar; Khedlekar, Uttam Kumar - In: Supply chain analytics 8 (2024), pp. 1-16
Precise demand forecasting and agile pricing strategies are crucial in modern business. This study aims to enhance these strategies by evaluating the efficacy of Holt-Winters Exponential Smoothing (HWES) and Autoregressive Integrated Moving Average (ARIMA) models. The study assesses their...
Persistent link: https://www.econbiz.de/10015325094
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Persistence in tax revenues : evidence from some OECD countries
Caporale, Guglielmo Maria; García Tapia, Silvia; … - In: Journal of quantitative economics 22 (2024) 2, pp. 475-491
Persistent link: https://www.econbiz.de/10015185215
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