//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Stock market"
~subject:"Markov-Kette"
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARMA model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Stock market
Markov-Kette
ARMA model
31
ARMA-Modell
31
Theorie
17
Theory
17
Time series analysis
15
Zeitreihenanalyse
15
Volatility
6
Volatilität
6
Estimation theory
5
Forecasting model
5
Prognoseverfahren
5
Schätztheorie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
Markov chain
4
Schätzung
4
Cointegration
3
Kointegration
3
VAR model
3
VAR-Modell
3
ARCH model
2
ARCH-Modell
2
ARFIMA
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
Bayesian inference
2
Exchange rate
2
Forecasting
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Regression analysis
2
Regressionsanalyse
2
State space model
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Billio, Monica
1
Francq, Christian
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Liesenfeld, Roman
1
Monfort, Alain
1
Nakatsuma, Teruo
1
Pelletier, Denis
1
Robert, Christian P.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of econometrics
Applied financial economics
3
Econometric theory
3
Economics letters
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
CORE discussion papers : DP
2
CoFE discussion papers
2
Computational economics
2
Econometric Institute research papers
2
IEAS working paper
2
International journal of economics and financial issues : IJEFI
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
Quaderni del Dipartimento di economia politica e statistica
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The South African journal of economics
2
ANU working papers in economics and econometrics
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics letters
1
Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
CBN journal of applied statistics
1
CREA discussion paper
1
Central European journal of economic modelling and econometrics
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Economic modelling
1
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
EuroEconomica
1
Financial innovation : FIN
1
International journal of computational economics and econometrics : IJCEE
1
International journal of financial research
1
International journal of learning and change : IJLC
1
International journal of monetary economics and finance
1
International review of finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
2
Regime switching for dynamic correlations
Pelletier, Denis
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 445-473
Persistent link: https://www.econbiz.de/10003298605
Saved in:
3
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
4
Bayesian analysis of ARMA-GARCH models : a Markov chain sampling approach
Nakatsuma, Teruo
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 57-69
Persistent link: https://www.econbiz.de/10001432516
Saved in:
5
Bayesian estimation of switching ARMA models
Billio, Monica
;
Monfort, Alain
;
Robert, Christian P.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->