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~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Journal of forecasting"
~isPartOf:"The journal of prediction markets"
~subject:"Autocorrelation Test"
~subject:"Stock market"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"ARMA model"
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Autocorrelation Test
Stock market
Zeitreihenanalyse
ARMA model
33
ARMA-Modell
33
Forecasting model
23
Prognoseverfahren
23
Theorie
19
Theory
19
Time series analysis
13
Estimation theory
5
Schätztheorie
5
Autocorrelation
3
Autokorrelation
3
VAR model
3
VAR-Modell
3
forecasting
3
Aggregation
2
Aktienmarkt
2
Einheitswurzeltest
2
Estimation
2
Neural networks
2
Neuronale Netze
2
Regression analysis
2
Regressionsanalyse
2
Saisonale Schwankungen
2
Saisonkomponente
2
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2
Seasonal component
2
Seasonal variations
2
State space model
2
Unit root test
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Zustandsraummodell
2
long memory
2
1950-1997
1
1970-1994
1
ARCH model
1
ARCH-Modell
1
ARFIMA
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ARFIMA Model
1
ARFIMA model
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13
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Bianco, A. M.
1
Chuang, Ming-de
1
Dheeriya, Prakash L.
1
Grigoryeva, Lyudmila
1
Haywood, John
1
Hu, Yu-pin
1
Man, K. S.
1
Mboya, Mwasi Paza
1
McElroy, Tucker
1
Ortega, Juan-Pablo
1
Penzer, Jeremy
1
Reisen, Valdério Anselmo
1
Sibbertsen, Philipp
1
Tiao, George C.
1
Torun, Erdost
1
Toscano, Ela Mercedes M.
1
Tripathy, Nalini Prava
1
Tripodis, Yorghos
1
Tunnicliffe-Wilson, Granville
1
Vaage, Kjell
1
Yu, Gwo-hsing
1
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International journal of monetary economics and finance
Journal of forecasting
The journal of prediction markets
Journal of econometrics
16
International journal of forecasting
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Economics letters
9
International Journal of Energy Economics and Policy : IJEEP
9
Applied economics
8
Computational economics
8
Discussion paper / Tinbergen Institute
8
Econometric theory
8
Economic modelling
7
International journal of economics and financial issues : IJEFI
7
The empirical economics letters : a monthly international journal of economics
7
Applied financial economics
6
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
Journal of time series econometrics
6
CoFE discussion papers
5
CBN journal of applied statistics
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Econometric Institute research papers
4
Econometrics : open access journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Theoretical and applied economics : GAER review
4
Advances in business and management forecasting
3
Applied economics letters
3
Banque de France Working Paper
3
CAMA working paper series
3
CORE discussion papers : DP
3
Discussion paper
3
Discussion papers in economics
3
ECARES working paper
3
Econometric reviews
3
Europäische Hochschulschriften / 5
3
International journal of theoretical and applied finance
3
Journal of business economics and management
3
Macroeconomic dynamics
3
Research memorandum / METEOR
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ECONIS (ZBW)
13
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1
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
2
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:
3
When are direct multi-step and iterative forecasts identical?
McElroy, Tucker
- In:
Journal of forecasting
34
(
2015
)
4
,
pp. 315-336
Persistent link: https://www.econbiz.de/10011305168
Saved in:
4
Hybrid forecasting with estimated temporally aggregated linear processes
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 577-595
Persistent link: https://www.econbiz.de/10011282858
Saved in:
5
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:
6
ARFIMA approximation and forecasting of the limiting aggregate structure of long-memory process
Man, K. S.
;
Tiao, George C.
- In:
Journal of forecasting
28
(
2009
)
2
,
pp. 89-101
Persistent link: https://www.econbiz.de/10003814266
Saved in:
7
Modelling time series with season-dependent autocorrelation structure
Tripodis, Yorghos
;
Penzer, Jeremy
- In:
Journal of forecasting
28
(
2009
)
7
,
pp. 559-574
Persistent link: https://www.econbiz.de/10003902212
Saved in:
8
Order series method for forecasting non-Gaussian time series
Chuang, Ming-de
;
Yu, Gwo-hsing
- In:
Journal of forecasting
26
(
2007
)
4
,
pp. 239-250
Persistent link: https://www.econbiz.de/10003506431
Saved in:
9
Identifying the time-effect factors of multiple time series
Hu, Yu-pin
- In:
Journal of forecasting
24
(
2005
)
5
,
pp. 379-387
Persistent link: https://www.econbiz.de/10003070095
Saved in:
10
Outlier detection in regression models with ARIMA errors using robust estimates
Bianco, A. M.
(
contributor
)
- In:
Journal of forecasting
20
(
2001
)
8
,
pp. 565-579
Persistent link: https://www.econbiz.de/10001635753
Saved in:
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