//--> //--> //-->
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"
~subject:"Schätztheorie"
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
Schätztheorie
ARMA model
5
ARMA-Modell
5
Estimation theory
2
Time series analysis
2
USA
2
United States
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1980-1996
1
1986-1996
1
Continuous time ARMA process
1
Cross-validation
1
Derivat
1
Derivative
1
Deutschland
1
Discrete time representation
1
Exchange rate
1
Exchange rate policy
1
Filtering
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Germany
1
Japan
1
Long memory
1
Present value
1
Prognoseverfahren
1
Structural break
1
Strukturbruch
1
Term structure
1
US dollar
1
US-Dollar
1
Wechselkurs
1
Wechselkurspolitik
1
Welt
1
World
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Baillie, Richard
1
Chambers, Marcus J.
1
Kapetanios, George
1
Papailias, Fotis
1
Thornton, Michael A.
1
Published in...
All
Journal of empirical finance
Econometric theory
8
Economics letters
6
Journal of time series econometrics
6
Journal of econometrics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
ECARES working paper
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of forecasting
3
Research reports / LSE
3
Applied economics
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
CREATES research paper
2
Econometrics : open access journal
2
Essays on financial time series models
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Statistical papers
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
The journal of prediction markets
2
Amfiteatru economic : an economic and business research periodical
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
BGPE discussion paper : Bavarian graduate program in economics
1
BSP working paper series
1
Birkbeck working papers in economics and finance : BWPEF
1
CAMA working paper series
1
CIE working paper series
1
CREA discussion paper
1
Central European journal of economic modelling and econometrics
1
CoFE discussion papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Discussion papers / A / School of Business, La Trobe University
1
Discussion papers / Helsinki Center of Economic Research : discussion paper
1
Discussion papers / University of Leicester, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->