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subject:"Germany"
~isPartOf:"Applied financial economics"
~isPartOf:"Economic modelling"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Long memory"
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Search: subject_exact:"ARIMA-Modell"
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Germany
Capital income
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Long memory
ARMA model
21
ARMA-Modell
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Time series analysis
10
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10
USA
5
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11
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Aye, Goodness C.
1
Baillie, Richard
1
Balcilar, Mehmet
1
Belkhouja, Mustapha
1
Charfeddine, Lanouar
1
Fukuda, Kosei
1
Gargallo, Pilar
1
Gupta, Rangan
1
Hsu, Yun-sheng
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Iglesias, Emma M.
1
Kilimani, Nicholas
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Lai, Syouching
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Liou, Cheng-hwai
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1
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Nakumuryango, Amadine
1
Olave Rubio, Pilar
1
Panas, Epameinōndas E.
1
Phillips, Garry D. A.
1
Salvador, Manuel
1
Tolvi, Jussi
1
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Applied financial economics
Economic modelling
Journal of forecasting
22
International journal of forecasting
19
International Journal of Energy Economics and Policy : IJEEP
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Applied economics
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
7
Advances in business and management forecasting
6
Computational economics
6
Energy economics
6
Journal of econometrics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Economics letters
4
IMF working paper
4
IMF working papers
4
Theoretical and applied economics : GAER review
4
Tourism economics : the business and finance of tourism and recreation
4
WIFO working papers
4
Working paper
4
CAMA working paper series
3
CBN journal of applied statistics
3
Economic issues in SAARC context
3
Journal of banking & finance
3
Journal of quantitative economics : official journal of the Indian Econometric Society
3
Omega : the international journal of management science
3
Review of quantitative finance and accounting
3
Staff working paper / Bank of Canada
3
Tourism analysis : an interdisciplinary tourism & hospitality journal
3
ANU working papers in economics and econometrics
2
Advances in accounting : a research annual
2
Amfiteatru economic : an economic and business research periodical
2
Applied economics letters
2
Arbeitspapier / Institut für Statistik und Ökonometrie
2
Asian African journal of economics and econometrics
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CoFE discussion papers
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Cogent economics & finance
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ECONIS (ZBW)
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1
Long memory and structural change in the G7 inflation dynamics
Belkhouja, Mustapha
;
Mootamri, Imene
- In:
Economic modelling
54
(
2016
),
pp. 450-462
Persistent link: https://www.econbiz.de/10011642242
Saved in:
2
Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar
- In:
Economic modelling
53
(
2016
),
pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
Saved in:
3
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:
4
Adaptive ARFIMA models with applications to inflation
Baillie, Richard
;
Morana, Claudio
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2451-2459
Persistent link: https://www.econbiz.de/10009673677
Saved in:
5
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:
6
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:
7
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:
8
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching
;
Li, Hungchih
- In:
Applied financial economics
16
(
2006
)
18
,
pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231
Saved in:
9
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:
10
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:
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