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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~subject:"ARMA model"
~subject:"Börsenkurs"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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ARMA model
Börsenkurs
USA
Time series analysis
95
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35
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29
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27
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Gil-Alaña, Luis A.
2
Rasche, Robert H.
2
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Aparicio, Teresa
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
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Cowles Foundation discussion paper
Applied financial economics
Review / Federal Reserve Bank of St. Louis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
117
Journal of econometrics
75
International journal of forecasting
71
Applied economics
62
Economics letters
61
Economic modelling
51
Journal of forecasting
45
Journal of empirical finance
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Journal of macroeconomics
40
Journal of applied econometrics
39
The review of economics and statistics
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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Journal of monetary economics
25
Computational economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of risk and financial management : JRFM
23
The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
20
Macroeconomic dynamics
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The empirical economics letters : a monthly international journal of economics
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Econometric reviews
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Journal of banking & finance
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Journal of financial economics
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Journal of international money and finance
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The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International journal of economics and financial issues : IJEFI
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Econometrics : open access journal
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Oxford bulletin of economics and statistics
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Quantitative finance
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42
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1
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:
2
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
3
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
4
A dynamic analysis of stock price ratios
Giannetti, Antoine
;
Viale, Ariel M.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009124556
Saved in:
5
Behaviour of stock markets' memories
Mohammadi, Shapour
;
Pouyanfar, Ahmad
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Saved in:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
8
Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva
;
Washer, Kenneth
;
Wingender, John R.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
Saved in:
9
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
10
Real interest rate persistence : evidence and implications
Neely, Christopher J.
;
Rapach, David E.
- In:
Review / Federal Reserve Bank of St. Louis
90
(
2008
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003796830
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