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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~subject:"ARMA model"
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ARMA model
Theorie
83
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83
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77
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38
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38
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35
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35
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27
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Fabozzi, Frank J.
Gil-Alaña, Luis A.
16
Baillie, Richard
6
Ling, Shiqing
6
Kapetanios, George
5
Poskitt, Donald Stephen
5
Péguin-Feissolle, Anne
5
Račev, Svetlozar T.
5
Athanasopoulos, George
4
Browning, Martin James
4
Ejrnæs, Mette
4
Gupta, Rangan
4
Jensen, Mark J.
4
Lieberman, Offer
4
Maravall Herrero, Agustín
4
McAleer, Michael
4
Sibbertsen, Philipp
4
Vahid, Farshid
4
Zhu, Ke
4
Balcilar, Mehmet
3
Belbute, José M.
3
Boubaker, Heni
3
Boutahar, Mohamed
3
Boylan, John E.
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Cavicchioli, Maddalena
3
Chambers, Marcus J.
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Dritsaki, Chaido
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Dufrénot, Gilles
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Fang, Yue
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Gandali Alikhani, Nadiya
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3
Kulendran, Nada
3
Laurent, Sébastien
3
Li, Wai Keung
3
Lorek, Kenneth S.
3
Man, K. S.
3
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Annals of economics and finance
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
Journal of banking & finance
1
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ECONIS (ZBW)
5
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1
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
2
Balancing energy strategies in electricity portfolio management
Möller, Christoph
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Energy economics
33
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009260887
Saved in:
3
A new approach for using Lévy processes for determining high-frequency value-at-risk predictions
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
European financial management : the journal of the …
15
(
2009
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10003824799
Saved in:
4
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:
5
Empirical analayses of industry stock index return distributions for the Taiwan Stock Exchange
Račev, Svetlozar T.
;
Emeritus
;
Stoyanov, Stoyan V.
; …
- In:
Annals of economics and finance
8
(
2007
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10003714369
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