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~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"ARMA-Modell"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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ARMA-Modell
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McAleer, Michael
9
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1
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
2
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
3
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:
4
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
-
2016
Persistent link: https://www.econbiz.de/10011538144
Saved in:
5
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:
6
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:
7
The forecasting on the orice of Bitcoin with the application of seasonal ARIMA model
Lee, Yao Xian
;
Chen, Chih Cheng
- In:
The empirical economics letters : a monthly …
18
(
2019
)
10
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10012318565
Saved in:
8
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009754970
Saved in:
9
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10010360665
Saved in:
10
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
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