//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARMA model"
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
Tests for asymmetry in possibl...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
Theorie
18
Theory
18
Estimation theory
15
Schätztheorie
15
Time series analysis
15
Zeitreihenanalyse
15
Einheitswurzeltest
13
Unit root test
13
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Realized volatility
7
Correlation
6
Korrelation
6
Structural break
6
Forecasting model
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
HAR model
4
Stationary bootstrap
4
Statistical test
4
Statistischer Test
4
Strukturbruch
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Heteroscedasticity
3
Heteroskedastizität
3
Market microstructure noise
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Parameter constancy
3
Saisonkomponente
3
Seasonal component
3
Varianzanalyse
3
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
Shin, Dong-wan
2
Choi, Ji-Eun
1
Lee, Oesook
1
Published in...
All
Economics letters
1
Journal of forecasting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
Saved in:
2
A note on stationary of the MTAR process on the boundary of the stationarity region
Lee, Oesook
;
Shin, Dong-wan
- In:
Economics letters
73
(
2001
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001635074
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->