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subject:"Stochastischer Prozess"
~isPartOf:"Journal of econometrics"
~isPartOf:"The South African journal of economics"
~subject:"Stock market"
~subject:"United States"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Stock market
United States
ARMA model
33
ARMA-Modell
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Chan, Joshua C. C.
1
Dijk, Dick van
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Styger, Paul
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Journal of econometrics
The South African journal of economics
Economics letters
8
International journal of forecasting
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Brazilian review of econometrics : the review of the Brazilian Econometric Society
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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
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International journal of economics and financial issues : IJEFI
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International journal of theoretical and applied finance
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Journal of air transport management
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Notes d'études et de recherche : NER
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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 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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
- In:
Journal of econometrics
176
(
2013
)
2
,
pp. 162-172
Persistent link: https://www.econbiz.de/10009786503
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3
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
4
Further evidence of long memory in the South African stock market
Morris, Quinton
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
77
(
2009
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10003837750
Saved in:
5
Long memory in Southern African stock markets
Jefferis, Keith R.
;
Thupayagale, Pako
- In:
The South African journal of economics
76
(
2008
)
3
,
pp. 384-398
Persistent link: https://www.econbiz.de/10003780006
Saved in:
6
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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