//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Middle East journal of management : MEJM"
~isPartOf:"The journal of prediction markets"
~subject:"ARMA-Modell"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARMA-Modell
Stock market
ARMA model
43
Theorie
21
Theory
21
Time series analysis
20
Zeitreihenanalyse
20
Estimation theory
10
Schätztheorie
10
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Bootstrap approach
5
Bootstrap-Verfahren
5
Markov chain
5
Markov-Kette
5
Aktienmarkt
4
Börsenkurs
4
Share price
4
VAR model
4
VAR-Modell
4
ARFIMA
3
Autocorrelation
3
Autokorrelation
3
Capital income
3
Cointegration
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Exchange rate
3
Kapitaleinkommen
3
Kointegration
3
Statistical test
3
Statistischer Test
3
USA
3
United States
3
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Hecq, Alain W. J.
2
Liesenfeld, Roman
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Bhardwaj, Geetesh
1
Billio, Monica
1
Bollerslev, Tim
1
Bruno, Giancarlo
1
Candelon, Bertrand
1
Cavaliere, Giuseppe
1
Chan, Joshua C. C.
1
Chen, Rong
1
Chen, Willa W.
1
Chenoweth, Tim
1
Chevillon, Guillaume
1
Cubadda, Gianluca
1
Davidson, James E. H.
1
Deistler, Manfred
1
Deo, Rohit S.
1
Dheeriya, Prakash L.
1
Dias, Gustavo Fruet
1
Dijk, Dick van
1
Doblas, Mark P.
1
Duan, Jin-Chuan
1
Fabozzi, Frank J.
1
Felsenstein, Elisabeth
1
Fingleton, Bernard
1
Francq, Christian
1
Franses, Philip Hans
1
Giersbergen, Noud P. A. van
1
Gil-Alaña, Luis A.
1
Goldman, Elena
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Hauser, Michael A.
1
Hsiao, Cheng
1
Hsieh, Meng-chen
1
Hubata, Robert
1
Hurvich, Clifford M.
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International journal of monetary economics and finance
Journal of econometrics
Middle East journal of management : MEJM
The journal of prediction markets
Economics letters
35
International journal of forecasting
34
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
Econometric Institute research papers
9
International journal of economics and financial issues : IJEFI
9
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)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
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:
3
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
4
Forecasting cryptocurrency prices using ARIMA and neural network : A comparative study
Kumar, Saurabh
- In:
The journal of prediction markets
13
(
2019
)
2
,
pp. 33-44
Persistent link: https://www.econbiz.de/10012607888
Saved in:
5
Estimation and forecasting in vector autoregressive moving average models for rich datasets
Dias, Gustavo Fruet
;
Kapetanios, George
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10011974554
Saved in:
6
Generating univariate fractional integration within a large VAR(1)
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 54-65
Persistent link: https://www.econbiz.de/10011974715
Saved in:
7
The structure of multivariate AR and ARMA systems : regular and singular systems; the single and the mixed frequency case
Anderson, Brian D. O.
;
Deistler, Manfred
;
Felsenstein, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 366-373
Persistent link: https://www.econbiz.de/10011704722
Saved in:
8
Extended Yule-Walker identification of VARMA models with single- or mixed-frequency data
Zadrozny, Peter A.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10011704992
Saved in:
9
Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->