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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The South African journal of economics"
~subject:"Prognoseverfahren"
~subject:"Stock market"
~subject:"United States"
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Search: subject_exact:"ARMA model"
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Prognoseverfahren
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ARMA model
12
ARMA-Modell
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Time series analysis
7
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7
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5
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Gil-Alaña, Luis A.
3
Lorek, Kenneth S.
2
Willinger, G. Lee
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Abeysinghe, Tilak
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Balasooriya, Uditha
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Bathke, Allen W.
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1
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1
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1
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International journal of theoretical and applied finance
Journal of quantitative economics : official journal of the Indian Econometric Society
Review of quantitative finance and accounting
The South African journal of economics
International journal of forecasting
22
Journal of forecasting
22
Applied economics
9
Economics letters
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International Journal of Energy Economics and Policy : IJEEP
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Working paper / Department of Econometrics and Business Statistics, Monash University
8
Applied financial economics
7
Journal of econometrics
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The empirical economics letters : a monthly international journal of economics
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Advances in business and management forecasting
6
International journal of economics and financial issues : IJEFI
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IMF working papers
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Theoretical and applied economics : GAER review
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Tourism economics : the business and finance of tourism and recreation
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Working paper
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Asian African journal of economics and econometrics
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CAMA working paper series
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CoFE discussion papers
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Economic issues in SAARC context
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Journal of air transport management
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Journal of applied econometrics
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Omega : the international journal of management science
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Tourism analysis : an interdisciplinary tourism & hospitality journal
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ECONIS (ZBW)
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1
A machine learning approach to univariate time series forecasting of quarterly earnings
Fischer, Jan Alexander
;
Pohl, Philipp
;
Ratz, Dietmar
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1163-1179
Persistent link: https://www.econbiz.de/10012304132
Saved in:
2
Long range dependence in the Indian stock market : evidence of fractional integration, non-linearities and breaks
Gil-Alaña, Luis A.
;
Tripathy, Trilochan
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10011639888
Saved in:
3
Damped trend exponential smoothing : prediction and control
Sbrana, Giacomo
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
2
,
pp. 152-159
Persistent link: https://www.econbiz.de/10010338412
Saved in:
4
Further evidence of long memory in the South African stock market
Morris, Quinton
;
Van Vuuren, Gary
;
Styger, Paul
- In:
The South African journal of economics
77
(
2009
)
1
,
pp. 81-101
Persistent link: https://www.econbiz.de/10003837750
Saved in:
5
Statistically based quarterly earnings expectation models for nonseasonal firms
Lorek, Kenneth S.
;
Willinger, G. Lee
;
Bathke, Allen W.
- In:
Review of quantitative finance and accounting
31
(
2008
)
1
,
pp. 105-119
Persistent link: https://www.econbiz.de/10003711409
Saved in:
6
Long memory in Southern African stock markets
Jefferis, Keith R.
;
Thupayagale, Pako
- In:
The South African journal of economics
76
(
2008
)
3
,
pp. 384-398
Persistent link: https://www.econbiz.de/10003780006
Saved in:
7
The contextual nature of the predictive power of statistically-based quarterly earnings models
Lorek, Kenneth S.
;
Willinger, G. Lee
- In:
Review of quantitative finance and accounting
28
(
2007
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003410799
Saved in:
8
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
9
Small-sample forecasting regression or ARIMA models?
Abeysinghe, Tilak
;
Balasooriya, Uditha
;
Tsui, Albert K.
- In:
Journal of quantitative economics : official journal of …
1
(
2003
)
1
,
pp. 103-113
Persistent link: https://www.econbiz.de/10001807067
Saved in:
10
A time-series model of stock returns with a positive short-term correlation and a negative long-term correlation
Khil, Jaeuk
;
Lee, Bong-Soo
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 383-404
Persistent link: https://www.econbiz.de/10001677090
Saved in:
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