//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Stochastischer Prozess"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Monte-Carlo-Simulation"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"ARFIMA-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Monte-Carlo-Simulation
Zeitreihenanalyse
ARMA model
6
ARMA-Modell
6
Time series analysis
4
Autocorrelation
2
Autokorrelation
2
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
7901 05-05-14; 7835/0206
1
ARCH model
1
ARCH-Modell
1
ARFIMA
1
Aktienmarkt
1
Bayes-Statistik
1
Bayesian inference
1
Börsenkurs
1
China
1
Estimation
1
Handelsvolumen der Börse
1
Inflation
1
Inflation expectations
1
Inflation rate
1
Inflationserwartung
1
Inflationsrate
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Phillips curve
1
Phillips-Kurve
1
Schätzung
1
Share price
1
State space model
1
Stock market
1
Trading volume
1
USA
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Carter, Richard A. L.
1
Chu, Shiou-Yen
1
Goldman, Elena
1
Jensen, Mark J.
1
Li, Handong
1
Shane, Christopher
1
Tsurumi, Hiroki
1
Yan, Rui
1
Ye, Xunyu
1
Zellner, Arnold
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
17
International journal of forecasting
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of forecasting
11
Econometric theory
10
Economics letters
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Computational economics
9
International Journal of Energy Economics and Policy : IJEEP
9
Applied economics
8
Discussion paper / Tinbergen Institute
8
Economic modelling
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Journal of time series econometrics
6
Applied financial economics
4
CAMA working paper series
4
CBN journal of applied statistics
4
CoFE discussion papers
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Econometrics : open access journal
4
Theoretical and applied economics : GAER review
4
Advances in business and management forecasting
3
Applied economics letters
3
Banque de France Working Paper
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers in economics
3
ECARES working paper
3
Econometric reviews
3
Economics bulletin : EB
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Journal of business economics and management
3
Journal of risk and financial management : JRFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen
;
Shane, Christopher
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
Saved in:
2
Forecasting trading volume in the Chinese stock market based on the dynamic VWAP
Ye, Xunyu
;
Yan, Rui
;
Li, Handong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
2
,
pp. 125-144
Persistent link: https://www.econbiz.de/10010347331
Saved in:
3
Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena
(
contributor
);
Tsurumi, Hiroki
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
Saved in:
4
The ARAR error model for univariate time series and distributed lag
Carter, Richard A. L.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
1
Persistent link: https://www.econbiz.de/10002651426
Saved in:
5
An approximate wavelet MLE of short- and long-memory parameters
Jensen, Mark J.
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001769725
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->