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subject:"Stochastischer Prozess"
~isPartOf:"International journal of forecasting"
~subject:"Stock market"
~subject:"United States"
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Stochastischer Prozess
Stock market
United States
ARMA model
34
ARMA-Modell
34
Forecasting model
18
Prognoseverfahren
18
Time series analysis
15
Zeitreihenanalyse
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Man, K. S.
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Tuljapurkar, Shripad
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International journal of forecasting
Economics letters
8
Applied economics
6
Applied financial economics
5
Discussion paper / Tinbergen Institute
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
CAMA working paper series
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Banque de France Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of economic forecasting ; Vol. 1
2
International journal of economics and financial issues : IJEFI
2
International journal of theoretical and applied finance
2
Journal of air transport management
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Notes d'études et de recherche : NER
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The South African journal of economics
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The journal of futures markets
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The review of economics and statistics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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A statistical equilibrium perspective on corporate profitability
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Advances in Pacific Basin financial markets
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ECONIS (ZBW)
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1
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:
2
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:
3
A time deformation model and its time-varying autocorrelation : an application to US unemployment data
Vijverberg, Chu-ping C.
- In:
International journal of forecasting
25
(
2009
)
1
,
pp. 128-145
Persistent link: https://www.econbiz.de/10003833287
Saved in:
4
Testing for threshold effect in ARFIMA models : application to US unemployment rate data
Lahiani, A.
;
Scaillet, Olivier
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 418-428
Persistent link: https://www.econbiz.de/10003870074
Saved in:
5
Multimodality in GARCH regression models
Doornik, Jurgen A.
;
Ooms, Marius
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
Saved in:
6
Long memory time series and short term forecasts
Man, K. S.
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001793031
Saved in:
7
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
8
Validation, probability-weighted priors, and information in stochastic forecasts
Tuljapurkar, Shripad
;
Boe, Carl
- In:
International journal of forecasting
15
(
1999
)
3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10001428486
Saved in:
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