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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"
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Search: subject_exact:"ARMA model"
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Prognoseverfahren
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ARMA model
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Gil-Alaña, Luis A.
3
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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
Journal of forecasting
22
International journal of forecasting
18
International Journal of Energy Economics and Policy : IJEEP
8
The empirical economics letters : a monthly international journal of economics
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Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie
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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
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
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