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subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~isPartOf:"Proceedings of the 5th International Conference on Economic Management and Green Development"
~subject:"Autokorrelation"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Autokorrelation
ARMA model
32
ARMA-Modell
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Time series analysis
15
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Li, Bingchen
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Proceedings of the 5th International Conference on Economic Management and Green Development
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
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Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Annales d'économie et de statistique
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Aquaculture economics & management : official journal of the International Association of Aquaculture Economics and Management
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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
Autocovariance functions of series and of their transforms
Abadir, Karim Maher
;
Talmain, Gabriel
- In:
Journal of econometrics
124
(
2005
)
2
,
pp. 227-252
Persistent link: https://www.econbiz.de/10002515537
Saved in:
4
How to implement the bootstrap in static or stable dynamic regression models : test statistik versus confidence region approach
Giersbergen, Noud P. A. van
;
Kiviet, J. F.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 133-156
Persistent link: https://www.econbiz.de/10001656607
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
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