//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"International journal of theoretical and applied finance"
~source:"econis"
~subject:"1933-2007"
~subject:"ARMA model"
~subject:"Stock market"
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:"ARMA model"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
1933-2007
ARMA model
Stock market
ARMA-Modell
12
ARCH model
4
ARCH-Modell
4
Aktienmarkt
4
Time series analysis
4
Zeitreihenanalyse
4
Air pollution
2
Capital market returns
2
Climate change
2
Cointegration
2
Financial analysis
2
Financial economics
2
Finanzanalyse
2
Greenhouse gas emissions
2
Japan
2
Kapitalmarktrendite
2
Kapitalmarkttheorie
2
Klimawandel
2
Kointegration
2
Luftverschmutzung
2
Portfolio selection
2
Portfolio-Management
2
Securities trading
2
Theorie
2
Theory
2
Treibhausgas-Emissionen
2
USA
2
United States
2
Welt
2
Wertpapierhandel
2
World
2
1971-2005
1
Aktienindex
1
Bretton Woods System
1
Bretton-Woods-System
1
Capital income
1
Demand
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
McAleer, Michael
9
Asai, Manabu
3
Chen, Chi-chung
2
Gil-Alaña, Luis A.
2
Ilomäki, Jukka
2
Lan Fen Chu
2
Laurila, Hannu
2
Peiris, Shelton
2
Allen, David E.
1
Aree Wiboonpongse
1
Chaovanapoonphol, Yaovarate
1
Christodoulou, Chris
1
Lim, Christine
1
Oxley, Les
1
Siokis, Fotios
1
more ...
less ...
Published in...
All
Econometric Institute research papers
International journal of theoretical and applied finance
Economics letters
35
International journal of forecasting
34
Journal of econometrics
31
Journal of forecasting
30
Econometric theory
25
Applied economics
21
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
10
Economic modelling
10
CoFE discussion papers
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
Journal of banking & finance
8
Journal of time series econometrics
8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Working paper
8
Advances in business and management forecasting
7
Discussion papers in economics
7
CREATES research paper
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
Documentos de trabajo / Banco de España, Servicio de Estudios
6
Econometric reviews
6
Journal of international financial markets, institutions & money
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
CORE discussion papers : DP
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
5
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:
6
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:
7
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:
8
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
9
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10003987349
Saved in:
10
Long memory and persistence in dollar-based real exchange rates
Siokis, Fotios
;
Christodoulou, Chris
- In:
International journal of theoretical and applied finance
7
(
2004
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10001946369
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->