//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"book"
~isPartOf:"Econometric Institute research papers"
~person:"Asai, Manabu"
~subject:"ARMA model"
~subject:"Cointegration"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive fractionally integrated moving average"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Cointegration
ARMA-Modell
3
ARCH model
2
ARCH-Modell
2
Euro
1
Exchange rate
1
Interest rate
1
Kointegration
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate analysis
1
Pfund Sterling
1
Pound Sterling
1
Stochastic volatility
1
Stochastische Volatilität
1
Theorie
1
Theory
1
Time series analysis
1
US dollar
1
US-Dollar
1
VAR model
1
VAR-Modell
1
Wechselkurs
1
Yen
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Asai, Manabu
McAleer, Michael
9
Chen, Chi-chung
2
Ilomäki, Jukka
2
Lan Fen Chu
2
Laurila, Hannu
2
Peiris, Shelton
2
Allen, David E.
1
Aree Wiboonpongse
1
Chaovanapoonphol, Yaovarate
1
Lim, Christine
1
Oxley, Les
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
2
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
2
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541169
Saved in:
3
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->