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Long memory in financial time...
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Time series analysis
331
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Journal of forecasting
Journal of econometrics
722
Applied economics
638
International journal of forecasting
623
Finance research letters
579
Economics letters
571
International review of financial analysis
518
Applied economics letters
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International review of economics & finance : IREF
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International journal of economics and finance
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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Journal of international money and finance
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ECONIS (ZBW)
401
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1
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:
2
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:
3
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:
4
Selection and estimation of component models for seasonal time series
Haywood, John
;
Tunnicliffe-Wilson, Granville
- In:
Journal of forecasting
19
(
2000
)
5
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001515086
Saved in:
5
The use of canonical correlation analysis to identify the order of multivariate ARMA models : simulation and application
Toscano, Ela Mercedes M.
;
Reisen, Valdério Anselmo
- In:
Journal of forecasting
19
(
2000
)
5
,
pp. 441-456
Persistent link: https://www.econbiz.de/10001515090
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
Detection of outliers and level shifts in time series : an evaluation of two alternative procedures
Vaage, Kjell
- In:
Journal of forecasting
19
(
2000
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10001441477
Saved in:
9
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:
10
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
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