//--> //--> //-->
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
~isPartOf:"Journal of empirical finance"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
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:"Autoregressive integrated moving average"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
13
ARMA-Modell
13
Theorie
4
Theory
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Estimation theory
3
Schätztheorie
3
Volatility
3
Volatilität
3
Estimation
2
Exchange rate
2
Großbritannien
2
Schätzung
2
United Kingdom
2
Wechselkurs
2
1897-1913
1
1980-1996
1
1986-1996
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Bourse
1
Business cycle
1
Börse
1
Börsenkurs
1
Continuous time ARMA process
1
Cross-validation
1
Derivat
1
Derivative
1
Deutschland
1
Discrete time representation
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
England
1
Exchange rate policy
1
Filtering
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Baillie, Richard
1
Beine, Michel
1
Beltratti, Andrea
1
Bruno, Giancarlo
1
Candelon, Bertrand
1
Chambers, Marcus J.
1
Chenoweth, Tim
1
Fabozzi, Frank J.
1
Fingleton, Bernard
1
Gil-Alaña, Luis A.
1
Goldman, Elena
1
Hauser, Michael A.
1
Hubata, Robert
1
Kalev, Petko S.
1
Kapetanios, George
1
Laurent, Sébastien
1
Liesenfeld, Roman
1
Lupi, Claudio
1
Morana, Claudio
1
Nolte, Ingmar
1
Papailias, Fotis
1
Pohlmeier, Winfried
1
Pötscher, Benedikt M.
1
Račev, Svetlozar T.
1
Reschenhofer, Erhard
1
Saint Louis, Robert D.
1
Sun, Wei
1
Thomakos, Dimitrios D.
1
Thornton, Michael A.
1
Wang, T'ao
1
more ...
less ...
Published in...
All
Journal of empirical finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
International Journal of Energy Economics and Policy : IJEEP
13
Applied financial economics
11
Computational economics
11
Economic modelling
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
CoFE discussion papers
9
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Technological forecasting & social change : an international journal
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
13
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
A new approach to modeling co-movement of international equity markets : evidence of unconditional copula-based stimulation of tail dependence
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 201-229
Persistent link: https://www.econbiz.de/10003804574
Saved in:
4
A generalized method of moments estimator for a spatial model with moving average errors, with application to real estate prices
Fingleton, Bernard
- In:
Empirical economics : a journal of the Institute for …
34
(
2008
)
1
,
pp. 35-57
Persistent link: https://www.econbiz.de/10003636723
Saved in:
5
Testing efficiency of the ruble-sterling foreign-exchange market under the gold standard
Goldman, Elena
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003333492
Saved in:
6
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
7
The power of tests for equivalent ARMA models : the implications for practitioners
Chenoweth, Tim
;
Hubata, Robert
;
Saint Louis, Robert D.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10002080005
Saved in:
8
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
9
Forecasting industrial production and the early detection of turning points
Bruno, Giancarlo
;
Lupi, Claudio
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 647-671
Persistent link: https://www.econbiz.de/10002223243
Saved in:
10
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:
11
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:
12
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:
13
Measuring persistence in aggregate output : ARMA models, fractionally integrated ARMA models and nonparametric procedures
Hauser, Michael A.
;
Pötscher, Benedikt M.
; …
- In:
Empirical economics : a journal of the Institute for …
24
(
1999
)
2
,
pp. 243-269
Persistent link: https://www.econbiz.de/10001388897
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->