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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:"Volatility"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Volatility
ARMA model
34
ARMA-Modell
34
Theorie
18
Theory
18
Time series analysis
16
Zeitreihenanalyse
16
Forecasting model
7
Prognoseverfahren
7
Volatilität
7
Estimation theory
5
Schätztheorie
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation
4
Exchange rate
4
Markov chain
4
Markov-Kette
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Cointegration
3
Kointegration
3
VAR model
3
VAR-Modell
3
ARFIMA
2
Autocorrelation
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Autokorrelation
2
Bayes-Statistik
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Bayesian inference
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Forecasting
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Long memory
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Martingale
2
Maximum likelihood estimation
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2
Regression analysis
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Bollerslev, Tim
1
Cavaliere, Giuseppe
1
Chan, Joshua C. C.
1
Chen, Rong
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hammoudeh, Shawkat
1
Li, Bingchen
1
Liesenfeld, Roman
1
Mensi, Walid
1
Nielsen, Morten Ørregaard
1
Taylor, Robert
1
Wang, Xiaohu
1
Wright, Jonathan H.
1
Xiao, Han
1
Xiao, Weilin
1
Yoon, Seong-min
1
Yu, Jun
1
Zheng, Tingguo
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
Discussion paper / Tinbergen Institute
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
CAMA working paper series
3
Computational economics
3
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
CoFE discussion papers
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Discussion papers in economics
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Forecasting volatility in the financial markets
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
International journal of economics and finance
2
International journal of economics and financial issues : IJEFI
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of empirical finance
2
Quantitative finance
2
Research in international business and finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Working paper
2
ANU working papers in economics and econometrics
1
Acta Universitatis Danubius / Oeconomica
1
Acta Universitatis Oeconomicae Helsingiensis / A
1
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Advances in Pacific Basin financial markets
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
Annales d'économie et de statistique
1
Annals of finance
1
Applied economics
1
Applied economics letters
1
Asia-Pacific financial markets
1
Asian Academy of Management journal
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Asian Journal of Empirical Research
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BGPE discussion paper : Bavarian graduate program in economics
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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
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:
4
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
Saved in:
5
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:
6
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:
7
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
8
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:
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