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subject:"Germany"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The journal of futures markets"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"USA"
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Search: subject_exact:"ARIMA-Modell"
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Germany
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ARMA model
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ARMA-Modell
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Athanasopoulos, George
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Boutahar, Mohamed
1
Chen, Chao-chun
1
Cho, Jang Hyung
1
Daigler, Robert T.
1
Fukuda, Kosei
1
Gargallo, Pilar
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Guerróon-Quintana, Pablo
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Iglesias, Emma M.
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Kascha, Christian
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Kilimani, Nicholas
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Nakumuryango, Amadine
1
Norrbin, Stefan C.
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Olave Rubio, Pilar
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Olgun, Hasan
1
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1
Panas, Epameinōndas E.
1
Phillips, Garry D. A.
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Poskitt, Donald Stephen
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Péguin-Feissolle, Anne
1
Salvador, Manuel
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Smallwood, Aaron D.
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Tolvi, Jussi
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Trenkler, Carsten
1
Tsay, Wen-jen
1
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Yao, Wenying
1
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Applied financial economics
Economic modelling
Journal of applied econometrics
The journal of futures markets
Economics letters
7
International journal of forecasting
7
Applied economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of economics and financial issues : IJEFI
3
Research paper series / Swiss Finance Institute
3
Review of quantitative finance and accounting
3
Working paper / National Bureau of Economic Research, Inc.
3
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Discussion paper / Tinbergen Institute
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of economics and finance
2
Journal of air transport management
2
Journal of econometrics
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
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Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Swiss Finance Institute Research Paper
2
The journal of asset management
2
The review of economics and statistics
2
WIFO working papers
2
Working paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
A statistical equilibrium perspective on corporate profitability
1
ANU working papers in economics and econometrics
1
Advances in Pacific Basin financial markets
1
Advances in business and management forecasting
1
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Advances in working capital management : a research annual
1
Afro-Asian Journal of Finance and Accounting : AAJFA
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
American journal of agricultural economics
1
Amfiteatru economic : an economic and business research periodical
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Annals of finance
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Applied economics letters
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ECONIS (ZBW)
15
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1
Macroeconomic forecasting in times of crises
Guerróon-Quintana, Pablo
;
Zhong, Molin
- In:
Journal of applied econometrics
38
(
2023
)
3
,
pp. 295-320
Persistent link: https://www.econbiz.de/10014287987
Saved in:
2
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
3
Simple identification and specification of cointegrated VARMA models
Kascha, Christian
;
Trenkler, Carsten
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10011332854
Saved in:
4
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:
5
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
6
A Markov regime-switching ARMA approach for hedging stock indices
Chen, Chao-chun
;
Tsay, Wen-jen
- In:
The journal of futures markets
31
(
2011
)
2
,
pp. 165-191
Persistent link: https://www.econbiz.de/10008908406
Saved in:
7
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:
8
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:
9
A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed
;
Mootamri, Imène
;
Péguin-Feissolle, Anne
- In:
Economic modelling
26
(
2009
)
2
,
pp. 335-341
Persistent link: https://www.econbiz.de/10003839711
Saved in:
10
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
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