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Forecasting and seasonal adjustment
Bagshaw, Michael L. - 1985
Persistent link: https://www.econbiz.de/10003478171
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Forecasting Austrian HICP and its components using VAR and ARIMA models
Fritzer, Friedrich; Moser, Gabriel; Scharler, Johann - 2002
Persistent link: https://www.econbiz.de/10001705349
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Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010
Persistent link: https://www.econbiz.de/10008689074
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Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate; Lim, Christine; McAleer, … - 2010
Persistent link: https://www.econbiz.de/10008669316
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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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Econometric filters
Pollock, David Stephen G. - 2017
Persistent link: https://www.econbiz.de/10011581626
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Trends cycles and seasons : econometric methods of signal extraction
Pollock, David Stephen G. - 2017
Persistent link: https://www.econbiz.de/10011581633
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A note on an iterative least squares estimation method for ARMA and VARMA models
Kapetanios, George (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867275
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Long memory, realized volatility and HAR models
Baillie, Richard; Calonaci, Fabio; Cho, Dooyeon; Rho, … - 2019
The presence of long memory in Realized Volatility (RV) is a widespread stylized fact. The origins of long memory in RV have been attributed to jumps, structural breaks, non-linearities, or pure long memory. An important development has been the Heterogeneous Autoregressive (HAR) model and its...
Persistent link: https://www.econbiz.de/10011964976