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Search: subject_exact:"Autoregressive integrated moving average"
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Journal of empirical finance
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International journal of economics and financial issues : IJEFI
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Forecasting lending interest rate and deposit interest rate of bangladesh using the autoregressive integrated moving average model
Jilhajj, Khondokar
- In:
International journal of economics and financial issues …
13
(
2023
)
3
,
pp. 169-177
Persistent link: https://www.econbiz.de/10014288663
Saved in:
2
Forecasting of Sudan inflation rates using ARIMA model
Abdulrahman, Badreldin Mohamed Ahmed
;
Ahmed, Abuzar …
- In:
International journal of economics and financial issues …
8
(
2018
)
3
,
pp. 17-22
Persistent link: https://www.econbiz.de/10011978906
Saved in:
3
Bayesian approach for Indonesia inflation forecasting
Amry, Zul
- In:
International journal of economics and financial issues …
8
(
2018
)
5
,
pp. 96-102
Persistent link: https://www.econbiz.de/10011979753
Saved in:
4
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
5
The long memory behavior of the EUR/USD forward premium
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 437-443
Persistent link: https://www.econbiz.de/10011819923
Saved in:
6
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
7
Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil
;
Balibey, Mesut
- In:
International journal of economics and financial issues …
4
(
2014
)
2
,
pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
Saved in:
8
The asymptotic covariance matrix of the QMLE in ARMA models
Bao, Yong
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 309-324
Persistent link: https://www.econbiz.de/10012038710
Saved in:
9
Do dynamic neural networks stand a better chance in fractionally integrated process forecasting?
Delavari, Majid
;
Gandali Alikhani, Nadiya
;
Naderi, Esmaeil
- In:
International journal of economics and financial issues …
3
(
2013
)
2
,
pp. 466-475
Persistent link: https://www.econbiz.de/10009757023
Saved in:
10
Tests of parameters instability : theoretical study and empirical analysis on two types of models (ARMA model and market model)
Farhani, Sahbi
- In:
International journal of economics and financial issues …
2
(
2012
)
3
,
pp. 246-266
Persistent link: https://www.econbiz.de/10009579462
Saved in:
11
The effect of macroeconomic variables on stock returns on Dhaka stock exchange
Quadir, Muhammed Monjurul
- In:
International journal of economics and financial issues …
2
(
2012
)
4
,
pp. 480-487
Persistent link: https://www.econbiz.de/10009690256
Saved in:
12
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
13
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
14
A comparison of estimation methods for vector autoregressive moving-average models
Kascha, Christian
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 297-324
Persistent link: https://www.econbiz.de/10009515958
Saved in:
15
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
Saved in:
16
On the model-based interpretation of filters and the reliability of trend-cycle estimates
Proietti, Tommaso
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 186-208
Persistent link: https://www.econbiz.de/10003800723
Saved in:
17
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
18
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
19
Realized volatility in the futures markets
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
Saved in:
20
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
Saved in:
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