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Forecasting model
impulse response function
200
VAR-Modell
149
VAR model
148
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119
ARFIMA
115
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104
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102
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90
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46
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Gupta, Rangan
4
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4
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4
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3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International Journal of Energy Economics and Policy : IJEEP
4
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
1
Risk management : a journal of risk, crisis and disaster
1
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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ECONIS (ZBW)
42
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1
Assessing distributional properties of forecast errors for fan-chart modelling
Vávra, Marián
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
6
,
pp. 2841-2858
Persistent link: https://www.econbiz.de/10012499205
Saved in:
2
On the effects of imposing or ignoring long memory when forecasting
Andersson, Michael K.
-
1998
Persistent link: https://www.econbiz.de/10000981126
Saved in:
3
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
4
A hybrid
ARFIMA
wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
5
Predicting expected idiosyncratic volatility : empirical evidence from
ARFIMA
, HAR, and EGARCH models
Xiao, Chuxuan
;
Huang, Winifred
;
Newton, David P.
- In:
Review of quantitative finance and accounting
63
(
2024
)
3
,
pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
Saved in:
6
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu
;
Yan, Rui
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
Saved in:
7
Predicting BRICS stock returns using
ARFIMA
models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
8
Forecasting daily UK interest rates using continuous time and ARIMA,
ARFIMA
models
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
12
(
2013
)
8
,
pp. 813-824
Persistent link: https://www.econbiz.de/10010363113
Saved in:
9
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla
;
Nowman, Kalid Ben
;
Van Dellen, Stefan
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Saved in:
10
An alternative reference scenario for global CO2 emissions from fuel consumption : an
ARFIMA
approach
Belbute, José M.
;
Pereira, Alfredo M.
- In:
Economics letters
136
(
2015
),
pp. 108-111
Persistent link: https://www.econbiz.de/10011435953
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