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subject:"Wechselkurs"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"ARFIMA"
~subject:"Neural networks"
~type_genre:"Article in journal"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
ARCH model
ARFIMA
Neural networks
ARMA model
10
ARMA-Modell
10
Theorie
6
Theory
6
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
ARCH-Modell
2
Exchange rate
2
Neuronale Netze
2
Oil price
2
Ölpreis
2
ARMA process
1
Commodity derivative
1
Commodity price
1
Correlation
1
Currency derivative
1
Exchange rates
1
Forecast
1
Forecasting and prediction methods
1
HAR
1
Handelsvolumen der Börse
1
High-frequency data
1
Insider trading
1
Insiderhandel
1
Korrelation
1
Long memory
1
Market conditions
1
Market sectors
1
Markov Regime-Switching ARFIMA
1
Markov chain
1
Markov-Kette
1
Oil price forecast
1
Option pricing theory
1
Optionspreistheorie
1
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Article
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Article in journal
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6
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English
6
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Bianchi, Michele Leonardo
1
Cao, Yi
1
Fabozzi, Frank J.
1
Ferland, René
1
Hassan, M. Kabir
1
Ho, Kin-Yip
1
Izzeldin, Marwan
1
Kim, Young Shin
1
Lalancette, Simon
1
Liu, Xiaoquan
1
Mitov, Ivan
1
Pappas, Vasileios
1
Pong, Shiuyan
1
Račev, Svetlozar T.
1
Shackleton, Mark B.
1
Shi, Yanlin
1
Taylor, Stephen
1
Tsionas, Efthymios G.
1
Xu, Xinzhong
1
Zhai, Jia
1
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Journal of banking & finance
Quantitative finance
International Journal of Energy Economics and Policy : IJEEP
5
International journal of forecasting
5
Journal of econometrics
5
Computational economics
4
The empirical economics letters : a monthly international journal of economics
4
Applied economics letters
3
Applied financial economics
3
Asia-Pacific financial markets
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of economics and financial issues : IJEFI
3
Journal of business economics and management
3
Amfiteatru economic : an economic and business research periodical
2
CBN journal of applied statistics
2
Economics letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Energy economics
2
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Journal of time series econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Theoretical and applied economics : GAER review
2
Acta Universitatis Danubius / Oeconomica
1
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
1
Advances in Pacific Basin financial markets
1
African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annales d'économie et de statistique
1
Annals of finance
1
Annals of financial economics
1
Applied economics
1
Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
Asian Journal of Empirical Research
1
Brazilian review of econometrics : the review of the Brazilian Econometric Society
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
6
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1
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Saved in:
2
Forecasting realised volatility using ARFIMA and HAR models
Izzeldin, Marwan
;
Hassan, M. Kabir
;
Pappas, Vasileios
; …
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1627-1638
Persistent link: https://www.econbiz.de/10012194811
Saved in:
3
Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
Saved in:
4
Time series analysis for financial market meltdowns
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Journal of banking & finance
35
(
2011
)
8
,
pp. 1879-1891
Persistent link: https://www.econbiz.de/10009247416
Saved in:
5
Dynamics of realized volatilities and correlations : an empirical study
Ferland, René
;
Lalancette, Simon
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
Saved in:
6
Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Journal of banking & finance
28
(
2004
)
10
,
pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
Saved in:
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