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~isPartOf:"International journal of monetary economics and finance"
~isPartOf:"Macroeconomic dynamics"
~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
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Zeitreihenanalyse
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6
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International journal of monetary economics and finance
Macroeconomic dynamics
The journal of prediction markets
Journal of econometrics
16
International journal of forecasting
15
Journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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CBN journal of applied statistics
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Multivariate trend-cycle extraction with the Hodrick-Prescott filter
Poloni, Federico
;
Sbrana, Giacomo
- In:
Macroeconomic dynamics
21
(
2017
)
6
,
pp. 1336-1360
Persistent link: https://www.econbiz.de/10011805476
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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
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:
4
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
5
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
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