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~accessRights:"restricted"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Middle East journal of management : MEJM"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of prediction markets"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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Block-Vandermonde eigenvectors of block-companion state-transition matrix of state-space representation
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International journal of monetary economics and finance
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Middle East journal of management : MEJM
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The journal of prediction markets
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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2
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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