//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"1980-1996"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Autoregressive integrated moving average"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
1980-1996
ARMA model
1,365
ARMA-Modell
1,365
Zeitreihenanalyse
657
Time series analysis
653
Theorie
542
Theory
541
Forecasting model
459
Prognoseverfahren
459
Estimation theory
169
Schätztheorie
169
Estimation
160
Schätzung
160
ARCH model
156
ARCH-Modell
156
Volatility
143
Volatilität
143
USA
138
United States
138
VAR model
83
VAR-Modell
83
Inflation
80
Forecast
75
Cointegration
72
Kointegration
72
Prognose
72
Stochastischer Prozess
72
Stochastic process
71
Börsenkurs
70
Share price
70
Capital income
69
Kapitaleinkommen
69
Aktienmarkt
60
Stock market
60
ARIMA
58
Exchange rate
56
Wechselkurs
56
Zustandsraummodell
51
Großbritannien
50
State space model
50
United Kingdom
50
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Beine, Michel
1
Laurent, Sébastien
1
Published in...
All
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->