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subject:"Germany"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Economies et sociétés ; 39,1"
~subject:"Capital income"
~subject:"Stock market"
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Search: subject_exact:"ARIMA-Modell"
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Germany
Capital income
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ARMA model
22
ARMA-Modell
22
Time series analysis
10
Zeitreihenanalyse
10
USA
5
United States
5
ARCH model
4
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4
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4
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4
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Anatolyev, Stanislav
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Diebolt, Claude
1
Fukuda, Kosei
1
Gargallo, Pilar
1
Gupta, Rangan
1
Iglesias, Emma M.
1
Kilimani, Nicholas
1
Miguel, Jesús
1
Nakumuryango, Amadine
1
Olave Rubio, Pilar
1
Olgun, Hasan
1
Ozdemir, Zeynel Abidin
1
Panas, Epameinōndas E.
1
Phillips, Garry D. A.
1
Salvador, Manuel
1
Shakin, Dmitry
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Applied financial economics
Economic modelling
Economies et sociétés ; 39,1
International journal of economics and financial issues : IJEFI
3
Applied economics
2
Asian African journal of economics and econometrics
2
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Econometric Institute research papers
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International journal of forecasting
2
International journal of theoretical and applied finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Research in international business and finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Research paper series / Swiss Finance Institute
2
The North American journal of economics and finance : a journal of financial economics studies
2
The South African journal of economics
2
The journal of asset management
2
WIFO working papers
2
Advances in Pacific Basin financial markets
1
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Amfiteatru economic : an economic and business research periodical
1
Applied economics letters
1
Arbeitspapier / Institut für Statistik und Ökonometrie
1
Asian Academy of Management journal
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CBN journal of applied statistics
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CORE discussion papers : DP
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Diskussionspapier / Volkswirtschaftliche Forschungsgruppe der Deutschen Bundesbank
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Dresdner Beiträge zur Volkswirtschaftslehre
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Economic analysis : EA
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ECONIS (ZBW)
9
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date (oldest first)
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
Evaluating value at risk using selection criteria of the model and the information set
Gargallo, Pilar
;
Miguel, Jesús
;
Olave Rubio, Pilar
; …
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1415-1428
Persistent link: https://www.econbiz.de/10009010927
Saved in:
3
Measuring major and minor cycles in univariate economic time series
Fukuda, Kosei
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1093-1100
Persistent link: https://www.econbiz.de/10003871284
Saved in:
4
Linkages between the center and periphery stock prices : evidence from the vector ARFIMA model
Olgun, Hasan
;
Ozdemir, Zeynel Abidin
- In:
Economic modelling
25
(
2008
)
3
,
pp. 512-519
Persistent link: https://www.econbiz.de/10003724876
Saved in:
5
Trade intensity in the Russian stock market : dynamics, distribution and determinants
Anatolyev, Stanislav
;
Shakin, Dmitry
- In:
Applied financial economics
17
(
2007
)
1/3
,
pp. 87-104
Persistent link: https://www.econbiz.de/10003427015
Saved in:
6
Analysing one-month Euro-market interest rates by fractionally integrated models
Iglesias, Emma M.
;
Phillips, Garry D. A.
- In:
Applied financial economics
15
(
2005
)
2
,
pp. 95-106
Persistent link: https://www.econbiz.de/10002537403
Saved in:
7
Long cycles revisited : an essay in econometric history
Diebolt, Claude
-
2005
Persistent link: https://www.econbiz.de/10002688796
Saved in:
8
Long memory and outliers in stock market returns
Tolvi, Jussi
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 495-502
Persistent link: https://www.econbiz.de/10001770770
Saved in:
9
Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange
Panas, Epameinōndas E.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 395-402
Persistent link: https://www.econbiz.de/10001595000
Saved in:
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