//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~type_genre:"Working Paper"
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:"ARFIMA model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
13
ARMA-Modell
13
ARCH model
4
ARCH-Modell
4
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
1933-2007
2
Air pollution
2
Aktienmarkt
2
Capital market returns
2
Climate change
2
Cointegration
2
Financial analysis
2
Financial economics
2
Finanzanalyse
2
Greenhouse gas emissions
2
Kapitalmarktrendite
2
Kapitalmarkttheorie
2
Klimawandel
2
Kointegration
2
Luftverschmutzung
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Multivariate Analyse
2
Multivariate analysis
2
Portfolio selection
2
Portfolio-Management
2
Securities trading
2
Stock market
2
Treibhausgas-Emissionen
2
USA
2
United States
2
Welt
2
Wertpapierhandel
2
World
2
1971-2005
1
Adjustment
1
Anpassung
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
13
Author
All
McAleer, Michael
9
Asai, Manabu
3
Chen, Chi-chung
2
Ilomäki, Jukka
2
Lan Fen Chu
2
Laurila, Hannu
2
Lieberman, Offer
2
Peiris, Shelton
2
Phillips, Peter C. B.
2
Allen, David E.
1
Aree Wiboonpongse
1
Bauer, Dietmar
1
Caballero, Ricardo J.
1
Chaovanapoonphol, Yaovarate
1
Engel, Eduardo
1
Lim, Christine
1
Oxley, Les
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Econometric Institute research papers
International Journal of Energy Economics and Policy : IJEEP
Discussion paper / Tinbergen Institute
17
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CoFE discussion papers
9
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
9
Working paper
8
CREATES research paper
6
Discussion papers in economics
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Working paper / National Bureau of Economic Research, Inc.
5
CORE discussion paper : DP
4
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
4
Discussion papers of interdisciplinary research project 373
4
IMF working papers
4
Research memorandum / METEOR
4
Working papers
4
CAMA working paper series
3
Discussion paper
3
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
3
Discussion papers / University of Leicester, Department of Economics
3
ECARES working paper
3
Global COE Hi-Stat discussion paper series
3
IEAS working paper
3
IMF working paper
3
Memorandum / Department of Economics, University of Oslo
3
Research paper series / Swiss Finance Institute
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Staff working paper / Bank of Canada
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Umeå economic studies
3
ANU working papers in economics and econometrics
2
Arbeitspapier / Institut für Statistik und Ökonometrie
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CIE working paper series
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
2
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
3
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
4
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
5
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
6
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009754970
Saved in:
7
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10010360665
Saved in:
8
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10003987349
Saved in:
9
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
10
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->