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1
Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing
;
Chang, Hung-Chou
;
Cheng, Lee-Young
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
Saved in:
2
Forecasting multivariate volatility using the VARFIMA model on realized covariance Cholesky factors
Halbleib, Roxana
;
Voev, Valeri
- In:
Jahrbücher für Nationalökonomie und Statistik
231
(
2011
)
1
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008902886
Saved in:
3
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
4
Bayesian approach for Indonesia inflation forecasting
Amry, Zul
- In:
International journal of economics and financial issues …
8
(
2018
)
5
,
pp. 96-102
Persistent link: https://www.econbiz.de/10011979753
Saved in:
5
Forecasting commercial rental values using ARIMA models
Tsolacos, Sotiris
;
MacGough, Tony
-
1994
Persistent link: https://www.econbiz.de/10000909417
Saved in:
6
[Rezension von: Lütkepohl, Helmut, Forecasting aggregated vector ARMA processes]
Wei, William W. S.
- In:
Journal of economic literature
26
(
1988
)
3
,
pp. 1193-1195
Persistent link: https://www.econbiz.de/10001343146
Saved in:
7
[Rezension von: Lütkepohl, H., Forecasting aggregated vector ARMA processes]
Deistler, Manfred
- In:
Journal of economics
50
(
1989
)
2
,
pp. 198-199
Persistent link: https://www.econbiz.de/10001344074
Saved in:
8
The impact of seasonal unit roots and vector ARMA modeling on forecasting monthly tourism flows
Gustavsson, Patrik
;
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001365201
Saved in:
9
Forecasting tourism demand in Asian-Pacific countries
Chu, Fong-lin
- In:
Annals of tourism research : ATR ; a social sciences journal
25
(
1998
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10001248227
Saved in:
10
Predictive analytics on CSI 300 index based on ARIMA and RBF-ANN combined model
Yang, Lyuxun
;
Cheng, Xi
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10011439144
Saved in:
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