//--> //--> //-->
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
~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Journal of empirical finance"
~subject:"1986-1996"
~subject:"Schätztheorie"
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 moving average"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
1986-1996
Schätztheorie
ARMA model
9
ARMA-Modell
9
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
Modellierung
2
Scientific modelling
2
USA
2
United States
2
Volatility
2
Volatilität
2
1980-1996
1
Autocorrelation
1
Autokorrelation
1
Continuous time ARMA process
1
Cross-validation
1
Derivat
1
Derivative
1
Deutschland
1
Discrete time representation
1
Exchange rate
1
Exchange rate policy
1
Filtering
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Germany
1
Heteroscedasticity
1
Heteroskedastizität
1
Japan
1
Long memory
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Present value
1
Prognoseverfahren
1
Structural break
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Baillie, Richard
1
Beltratti, Andrea
1
Chambers, Marcus J.
1
Kapetanios, George
1
Meitz, Mika
1
Morana, Claudio
1
Papailias, Fotis
1
Saikkonen, Pentti
1
Thornton, Michael A.
1
more ...
less ...
Published in...
All
Discussion papers / Helsinki Center of Economic Research : discussion paper
Journal of empirical finance
Econometric theory
8
Economics letters
6
Journal of time series econometrics
6
Journal of econometrics
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Computational economics
4
Discussion paper / Tinbergen Institute
4
ECARES working paper
3
International journal of forecasting
3
Research reports / LSE
3
Applied economics
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
CREATES research paper
2
Econometrics : open access journal
2
Essays on financial time series models
2
International journal of financial research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Journal of the American Statistical Association : JASA
2
Statistical papers
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
The journal of prediction markets
2
Working paper series
2
Amfiteatru economic : an economic and business research periodical
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of financial economics
1
BGPE discussion paper : Bavarian graduate program in economics
1
BSP working paper series
1
Birkbeck working papers in economics and finance : BWPEF
1
CAMA working paper series
1
CIE working paper series
1
CREA discussion paper
1
Central European journal of economic modelling and econometrics
1
CoFE discussion papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Discussion papers / A / School of Business, La Trobe University
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity
Meitz, Mika
;
Saikkonen, Pentti
-
2011
Persistent link: https://www.econbiz.de/10008905452
Saved in:
2
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
3
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
4
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio
;
Beltratti, Andrea
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->