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~isPartOf:"Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Middle East journal of management : MEJM"
~isPartOf:"The journal of prediction markets"
~subject:"Stock market"
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Search: subject_exact:"ARMA model"
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Stock market
ARMA model
8
ARMA-Modell
8
Aktienmarkt
5
Time series analysis
5
Zeitreihenanalyse
5
Börsenkurs
4
Estimation theory
4
Forecasting model
4
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Schätztheorie
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forecasting
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(E)GARCH-X and realized GARCH models
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ARFIMA Model
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ARFIMA model
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ARIMA model
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Autocorrelation Test
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Jagric, Vita
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Kolanovic, Marko
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Muriu, Peter W.
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Otieno, Donald A.
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
International journal of monetary economics and finance
Journal of economics and finance
Middle East journal of management : MEJM
The journal of prediction markets
Applied financial economics
3
CoFE discussion papers
2
Econometric Institute research papers
2
International journal of economics and financial issues : IJEFI
2
International journal of theoretical and applied finance
2
The South African journal of economics
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Asian Academy of Management journal
1
Asian African journal of economics and econometrics
1
CBN journal of applied statistics
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
1
EuroEconomica
1
Financial innovation : FIN
1
International journal of computational economics and econometrics : IJCEE
1
International review of finance
1
Investment management and financial innovations
1
Journal of commerce & business studies
1
Journal of econometrics
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Market microstructure and liquidity
1
Paradigm : the journal of Institute of Management Technology
1
Research in international business and finance
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
South Asia economic journal : journal of the Institute of Policy Studies, Sri Lanka and Research and Information System for Developing Countries, India, for the SAARC Research Network
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
Theoretical economics letters
1
Tinbergen Institute Discussion Paper 2018-048/III
1
UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
1
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ECONIS (ZBW)
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1
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
Saved in:
2
The impact of inflation rate on stock market returns : evidence from Kenya
Otieno, Donald A.
;
Ngugi, Rose W.
;
Muriu, Peter W.
- In:
Journal of economics and finance
43
(
2019
)
1
,
pp. 73-90
Persistent link: https://www.econbiz.de/10012170999
Saved in:
3
Testing for long memory in the Indian stock market
Tripathy, Nalini Prava
- In:
The journal of prediction markets
9
(
2015
)
3
,
pp. 23-39
Persistent link: https://www.econbiz.de/10011547160
Saved in:
4
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
Saved in:
5
Modelling some properties of stock markets in transition economics
Jagrič, Timotej
;
Podobnik, Boris
;
Kolanovic, Marko
; …
- In:
Ekonomický časopis : časopis pre ekonomickú …
54
(
2006
)
8
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003468005
Saved in:
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