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~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"
~type_genre:"Article in journal"
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Search: subject_exact:"ARMA model"
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ARMA-Modell
Stock market
ARMA model
35
Time series analysis
18
Zeitreihenanalyse
18
Theorie
17
Theory
17
Estimation theory
9
Schätztheorie
9
Forecasting model
7
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7
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Hecq, Alain W. J.
2
Abadir, Karim Maher
1
Anderson, Brian D. O.
1
Bauwens, Luc
1
Bhardwaj, Geetesh
1
Billio, Monica
1
Bollerslev, Tim
1
Cavaliere, Giuseppe
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dijk, Dick van
1
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1
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1
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1
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1
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1
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1
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Kuersteiner, Guido M.
1
Kumar, Saurabh
1
Laurent, Sébastien
1
Li, Wai Keung
1
Liesenfeld, Roman
1
Ling, Shiqing
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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
29
Econometric theory
24
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Applied financial economics
11
Computational economics
11
International Journal of Energy Economics and Policy : IJEEP
11
Economic modelling
10
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
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8
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8
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8
The econometrics journal
8
The empirical economics letters : a monthly international journal of economics
8
Advances in business and management forecasting
7
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
Tourism economics : the business and finance of tourism and recreation
6
Asia-Pacific financial markets
5
Journal of applied econometrics
5
Journal of empirical finance
5
Tourism management : research, policies, practice
5
Asian African journal of economics and econometrics
4
CBN journal of applied statistics
4
Econometrics : open access journal
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Economics bulletin : EB
4
Energy policy
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International journal of economics and finance
4
Journal of the American Statistical Association : JASA
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Review of quantitative finance and accounting
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Statistical papers
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Technological forecasting & social change : an international journal
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The Indian journal of economics
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Theoretical and applied economics : GAER review
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ECONIS (ZBW)
35
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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
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:
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
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