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subject:"Wechselkurs"
~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:"Time series analysis"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Time series analysis
ARMA model
34
ARMA-Modell
34
Theorie
18
Theory
18
Zeitreihenanalyse
16
Forecasting model
7
Prognoseverfahren
7
Volatility
7
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7
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5
Schätztheorie
5
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4
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4
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Markov chain
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3
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VAR-Modell
3
ARFIMA
2
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2
Bayes-Statistik
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2
Maximum likelihood estimation
2
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2
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2
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Hecq, Alain W. J.
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Bhardwaj, Geetesh
1
Bollerslev, Tim
1
Cavaliere, Giuseppe
1
Chen, Rong
1
Chevillon, Guillaume
1
Cubadda, Gianluca
1
Deistler, Manfred
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Felsenstein, Elisabeth
1
Francq, Christian
1
Franses, Philip Hans
1
Hammoudeh, Shawkat
1
Hsiao, Cheng
1
Kapetanios, George
1
Koelbl, Lukas
1
Laurent, Sébastien
1
Li, Bingchen
1
Li, Wai Keung
1
Martin, Gael M.
1
Mensi, Walid
1
Nadarajah, K.
1
Nielsen, Morten Ørregaard
1
Paap, Richard
1
Palm, Franz C.
1
Poskitt, Donald Stephen
1
Swanson, Norman R.
1
Talmain, Gabriel
1
Taylor, Robert
1
Wang, Cindy Shin Huei
1
Wang, Xiaohu
1
Wright, Jonathan H.
1
Xiao, Han
1
Xiao, Weilin
1
Yoon, Seong-min
1
Yu, Jun
1
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International review of economics & finance : IREF
Journal of econometrics
Proceedings of the 5th International Conference on Economic Management and Green Development
International journal of forecasting
15
Journal of forecasting
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Computational economics
9
Economics letters
9
International Journal of Energy Economics and Policy : IJEEP
9
Applied economics
8
Discussion paper / Tinbergen Institute
8
Econometric theory
8
The empirical economics letters : a monthly international journal of economics
8
International journal of economics and financial issues : IJEFI
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
Economic modelling
6
Journal of time series econometrics
6
Applied financial economics
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
CAMA working paper series
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion papers in economics
3
ECARES working paper
3
Econometric Institute research papers
3
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of business economics and management
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
Macroeconomic dynamics
3
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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
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
4
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
5
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
6
The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Anderson, Brian D. O.
;
Deistler, Manfred
;
Felsenstein, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 366-373
Persistent link: https://www.econbiz.de/10011704722
Saved in:
7
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
8
A bootstrapped spectral test for adequacy in weak ARMA models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 113-130
Persistent link: https://www.econbiz.de/10011498788
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
Generalized ARMA models with martingale difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
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