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isPartOf:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Search: subject_exact:"ARFIMA model"
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Prognoseverfahren
Volatilität
ARMA model
39
ARMA-Modell
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19
Time series analysis
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Zeitreihenanalyse
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13
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Baillie, Richard
3
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Taylor, James W.
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1
Arteche, Josu
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Batchelor, Roy A.
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International journal of forecasting
Journal of empirical finance
Journal of forecasting
22
International Journal of Energy Economics and Policy : IJEEP
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of econometrics
9
Discussion paper / Tinbergen Institute
7
The empirical economics letters : a monthly international journal of economics
7
Advances in business and management forecasting
6
Computational economics
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International journal of economics and financial issues : IJEFI
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
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Economics letters
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Omega : the international journal of management science
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Review of quantitative finance and accounting
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Staff working paper / Bank of Canada
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Tourism analysis : an interdisciplinary tourism & hospitality journal
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ANU working papers in economics and econometrics
2
Advances in accounting : a research annual
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Amfiteatru economic : an economic and business research periodical
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Applied economics letters
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Arbeitspapier / Institut für Statistik und Ökonometrie
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CBN journal of applied statistics
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CORE discussion paper : DP
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CREATES research paper
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Central Bank review / The Central Bank of the Republic of Turkey
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ECONIS (ZBW)
22
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1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Forecasting Brazilian mortality rates due to occupational accidents using autoregressive moving average approaches
Melchior, Cristiane
;
Zanini, Roselaine Ruviaro
;
Guerra, …
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 825-837
Persistent link: https://www.econbiz.de/10012792872
Saved in:
3
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
Saved in:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
5
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
6
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
7
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
8
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
9
Forecasting the NN5 time series with hybrid models
Wichard, Jörg D.
- In:
International journal of forecasting
27
(
2011
)
3
,
pp. 700-707
Persistent link: https://www.econbiz.de/10009248212
Saved in:
10
Forecasting European industrial production with singular spectrum analysis
Hassani, Hossein
;
Heravi, Saeed M.
;
Žigljavskij, …
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 103-118
Persistent link: https://www.econbiz.de/10003833278
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