//--> //--> //-->
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:"International journal of monetary economics and finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Middle East journal of management : MEJM"
~isPartOf:"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"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of prediction markets"
~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
Stock market
ARMA model
39
ARMA-Modell
39
Time series analysis
21
Zeitreihenanalyse
21
Theorie
19
Theory
19
Estimation theory
10
Schätztheorie
10
Forecasting model
9
Prognoseverfahren
9
Volatility
9
Volatilität
9
Estimation
7
Schätzung
7
Aktienmarkt
6
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Share price
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
Kapitaleinkommen
4
Markov chain
4
Markov-Kette
4
ARFIMA
3
Autocorrelation
3
Autokorrelation
3
Cointegration
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Exchange rate
3
Kointegration
3
Long memory
3
VAR model
3
VAR-Modell
3
Wechselkurs
3
Bayes-Statistik
2
Bayesian inference
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Chakraborty, Madhumita
1
Dheeriya, Prakash L.
1
Doblas, Mark P.
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Liesenfeld, Roman
1
Natarajan, Vinodh Kesavaraj
1
Rodriguez, Gabriel
1
Sankar, Jayendira P.
1
Torun, Erdost
1
Tripathy, Nalini Prava
1
more ...
less ...
Published in...
All
International journal of monetary economics and finance
Journal of econometrics
Middle East journal of management : MEJM
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
The North American journal of economics and finance : a journal of financial economics studies
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
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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 economics and finance
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
6
Market efficiency for the Pakistan stock market : evidence from the Karachi stock exchange
Chakraborty, Madhumita
- In:
South Asia economic journal : journal of the Institute …
7
(
2006
)
1
,
pp. 67-81
Persistent link: https://www.econbiz.de/10003310276
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->