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subject:"Wechselkurs"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Proceedings of the 5th International Conference on Economic Management and Green Development"
~source:"econis"
~subject:"ARMA model"
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Wechselkurs
ARMA model
ARMA-Modell
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers in economics
Proceedings of the 5th International Conference on Economic Management and Green Development
Economics letters
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The predictability and analysis of CNY to USD exchange rate based on ARMA model
Li, Bingchen
- In:
Proceedings of the 5th International Conference on …
,
(pp. 534-541)
.
2022
Persistent link: https://www.econbiz.de/10013352881
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2
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
Saved in:
3
Multiplicative SARIMA models
Chen, Rong
;
Schulz, Rainer
;
Stephan, Sabine
-
2002
Persistent link: https://www.econbiz.de/10001684906
Saved in:
4
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
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5
The power of the tests of Robinson (1994) in the context of fractionally integrated moving average models
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001618711
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6
Unit and fractional roots in the presence of abrupt changes with an application to Brazilian inflation rate
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10014461170
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7
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
Saved in:
8
The covariance structure of mixed ARMA models
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488562
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9
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
Saved in:
10
Forecasting cointegrated VARMA processes
Lütkepohl, Helmut
-
1999
Persistent link: https://www.econbiz.de/10001413243
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