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~isPartOf:"Discussion papers / Helsinki Center of Economic Research : discussion paper"
~isPartOf:"Journal of empirical finance"
~subject:"ARMA-Modell"
~subject:"Schätztheorie"
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Search: subject_exact:"Autoregressive moving average"
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ARMA-Modell
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9
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Discussion papers / Helsinki Center of Economic Research : discussion paper
Journal of empirical finance
Economics letters
35
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31
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30
Econometric theory
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1
A mixture autoregressive model based on Student's t-distribution
Meitz, Mika
;
Preve, Daniel
;
Saikkonen, Pentti
-
2018
Persistent link: https://www.econbiz.de/10011866239
Saved in:
2
Residual-based diagnostic tests for noninvertible ARMA models
Nyholm, Juho
-
2017
Persistent link: https://www.econbiz.de/10011721434
Saved in:
3
Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009505454
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
Saved in:
9
Realized volatility in the futures markets
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 321-353
Persistent link: https://www.econbiz.de/10001752107
Saved in:
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