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subject:"Wechselkurs"
~isPartOf:"Journal of econometrics"
~isPartOf:"Proceedings of the 5th International Conference on Economic Management and Green Development"
~subject:"Theorie"
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Search: subject_exact:"ARIMA-Modell"
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Wechselkurs
Theorie
ARMA model
32
ARMA-Modell
32
Theory
18
Time series analysis
15
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15
Forecasting model
6
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Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Billio, Monica
1
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1
Cavaliere, Giuseppe
1
Cubadda, Gianluca
1
Davidson, James E. H.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Hsiao, Cheng
1
Kiviet, J. F.
1
Koelbl, Lukas
1
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1
Li, Bingchen
1
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1
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1
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1
Nakatsuma, Teruo
1
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1
Wright, Jonathan H.
1
Xiao, Weilin
1
Yu, Jun
1
Zadrozny, Peter A.
1
Zakoïan, Jean-Michel
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Journal of econometrics
Proceedings of the 5th International Conference on Economic Management and Green Development
Journal of forecasting
19
Econometric theory
15
Economics letters
14
International journal of forecasting
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
CoFE discussion papers
9
Discussion paper / Tinbergen Institute
7
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6
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6
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6
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5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Documentos de trabajo / Banco de España, Servicio de Estudios
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
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5
CBN journal of applied statistics
4
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4
CREATES research paper
4
Discussion papers of interdisciplinary research project 373
4
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International Journal of Energy Economics and Policy : IJEEP
4
International journal of economics and financial issues : IJEFI
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The empirical economics letters : a monthly international journal of economics
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Working paper / Department of Econometrics and Business Statistics, Monash University
4
Working paper / National Bureau of Economic Research, Inc.
4
Asia-Pacific financial markets
3
Banque de France Working Paper
3
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3
Econometric Institute research papers
3
Journal of international financial markets, institutions & money
3
Statistical papers
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The Indian journal of economics
3
Tourism economics : the business and finance of tourism and recreation
3
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ECONIS (ZBW)
18
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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
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:
4
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:
5
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:
6
Forecasting a long memory process subject to structural breaks
Wang, Cindy Shin Huei
;
Bauwens, Luc
;
Hsiao, Cheng
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 171-184
Persistent link: https://www.econbiz.de/10010254878
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
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
9
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:
10
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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