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subject:"Wechselkurs"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Proceedings of the 5th International Conference on Economic Management and Green Development"
~source:"econis"
~subject:"Stochastic process"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Stochastic process
ARMA model
44
ARMA-Modell
44
Theorie
27
Theory
27
Time series analysis
20
Zeitreihenanalyse
20
Forecasting model
8
Prognoseverfahren
8
Estimation
7
Schätzung
7
Volatility
7
Volatilität
7
Estimation theory
6
Exchange rate
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Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Schätztheorie
6
Bootstrap approach
4
Bootstrap-Verfahren
4
Markov chain
4
Markov-Kette
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ARCH model
3
ARCH-Modell
3
Börsenkurs
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Cointegration
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Kointegration
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Modellierung
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Scientific modelling
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Share price
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VAR model
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VAR-Modell
3
Welt
3
World
3
ARFIMA
2
Aggregation
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Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
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Beran, Jan
2
Bollerslev, Tim
1
Chan, Joshua C. C.
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Hammoudeh, Shawkat
1
Li, Bingchen
1
Mensi, Walid
1
Ocker, Dirk
1
Wang, Xiaohu
1
Wright, Jonathan H.
1
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1
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
International review of economics & finance : IREF
Journal of econometrics
Proceedings of the 5th International Conference on Economic Management and Green Development
Discussion paper / Tinbergen Institute
5
CAMA working paper series
4
Computational economics
4
Econometric theory
3
International journal of forecasting
3
Asia-Pacific financial markets
2
Banque de France Working Paper
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
CoFE discussion papers
2
Handbook of economic forecasting ; Vol. 1
2
International Journal of Energy Economics and Policy : IJEEP
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of international financial markets, institutions & money
2
Notes d'études et de recherche : NER
2
A statistical equilibrium perspective on corporate profitability
1
ANU working papers in economics and econometrics
1
Acta Universitatis Danubius / Oeconomica
1
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Annales d'économie et de statistique
1
Annals of finance
1
Applied economics
1
Asian Journal of Empirical Research
1
BSP working paper series
1
CAMA Working Paper
1
CAMA Working Paper 31/2013
1
CBN journal of applied statistics
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion papers in economics
1
Duxbury applied series
1
EUI working paper / ECO
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Econometric Institute research papers
1
Economic issues in SAARC context
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Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
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
Saved in:
3
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
4
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
Saved in:
5
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
6
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
7
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001387141
Saved in:
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