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subject:"Stochastischer Prozess"
~person:"Athanasopoulos, George"
~subject:"Stock market"
~subject:"United States"
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Stochastischer Prozess
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ARMA model
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Athanasopoulos, George
Gil-Alaña, Luis A.
11
McAleer, Michael
8
Glabadanidis, Paskalis
7
Liesenfeld, Roman
6
Caballero, Ricardo J.
5
Chan, Joshua
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Chan, Joshua C. C.
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Engel, Eduardo
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Lacroix, Renaud
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Ilomäki, Jukka
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Laurila, Hannu
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Zhang, Bo
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Österholm, Pär
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Beechey, Meredith Jane
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Candelon, Bertrand
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Cross, Jamie
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Golosnoy, Vasyl
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Gribisch, Bastian
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Koopman, Siem Jan
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Pohlmeier, Winfried
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Péguin-Feissolle, Anne
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Scaillet, Olivier
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Vahid, Farshid
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Yu, Jun
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Allen, David E.
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Aree Wiboonpongse
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Asai, Manabu
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Beran, Jan
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Bhardwaj, Geetesh
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Boutahar, Mohamed
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Chaovanapoonphol, Yaovarate
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Dijk, Dick van
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Gkonkas, Periklēs
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
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2
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
3
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
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