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subject:"Stochastischer Prozess"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~subject:"VAR-Modell"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
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Baillie, Richard
1
Belkhouja, Mustapha
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Bianchi, Michele Leonardo
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Charfeddine, Lanouar
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Ellwanger, Reinhard
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Fabozzi, Frank J.
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Fukuda, Kosei
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Gao, Ping
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Ho, Kin-Yip
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Li, Handong
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Mitov, Ivan
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Economic modelling
Journal of banking & finance
International journal of forecasting
18
Journal of econometrics
18
Discussion paper / Tinbergen Institute
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
12
Econometric theory
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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CREATES research paper
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Discussion papers in economics
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric Institute research papers
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of time series econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working paper
5
CAMA working paper series
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CBN journal of applied statistics
4
CORE discussion papers : DP
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
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1
Forecasts of the real price of oil revisited : do they beat the random walk?
Ellwanger, Reinhard
;
Snudden, Stephen
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491682
Saved in:
2
The financial cycles in four East Asian economies
Pontines, Victor
- In:
Economic modelling
65
(
2017
),
pp. 51-66
Persistent link: https://www.econbiz.de/10011813550
Saved in:
3
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:
4
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:
5
Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram
Ye, Xunyu
;
Gao, Ping
;
Li, Handong
- In:
Economic modelling
46
(
2015
),
pp. 167-179
Persistent link: https://www.econbiz.de/10011436579
Saved in:
6
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
7
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:
8
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
9
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:
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