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~subject:"Forecasting model"
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Forecasting model
Time series analysis
Mathematics
3,965
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2,434
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Gil-Alaña, Luis A.
135
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86
Plastun, Alex
16
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15
Nielsen, Morten Ørregaard
13
Lütkepohl, Helmut
10
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10
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9
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8
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7
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7
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7
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7
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6
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6
Mittnik, Stefan
6
Ozdemir, Zeynel Abidin
6
Poza, Carlos
6
Tansel, Aysıt
6
Walther, Thomas
6
Abakah, Emmanuel Joel Aikins
5
Canarella, Giorgio
5
Chlebus, Marcin
5
Iacone, Fabrizio
5
Medeiros, Marcelo C.
5
Miller, Stephen M.
5
Schlaak, Thore
5
Shi, Yanlin
5
Adekoya, Oluwasegun B.
4
Bluteau, Keven
4
Claessen, Holger
4
Hassler, Uwe
4
Infante, Juan
4
Klein, Tony
4
Leschinski, Christian
4
Lucas, André
4
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4
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4
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1
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CESifo working papers
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Journal of empirical finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
Econometric reviews
8
International journal of economics and finance
8
International journal of finance & economics : IJFE
8
International journal of forecasting
8
Research in international business and finance
7
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7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of banking & finance
6
Risks : open access journal
6
CBN journal of applied statistics
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
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5
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5
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5
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5
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5
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5
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International journal of financial research
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ECONIS (ZBW)
695
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41
The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker
;
Souza, Adriano Mendonça de
; …
- In:
The empirical economics letters : a monthly …
14
(
2015
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10011311313
Saved in:
42
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
43
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
44
African growth, non-linearities and strong dependence : an empirical study
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527217
Saved in:
45
A time-series analysis of US entrepreneurship : evidence from fractional integration
Gil-Alaña, Luis A.
;
Payne, James E.
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 521-524
Persistent link: https://www.econbiz.de/10010528813
Saved in:
46
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
47
Self-affinity in financial asset returns
Goddard, John A.
;
Onali, Enrico
- In:
International review of financial analysis
24
(
2012
),
pp. 1-11
Persistent link: https://www.econbiz.de/10009688189
Saved in:
48
Forecasting Italian electricity zonal prices with exogenous variables
Gianfreda, Angelica
;
Grossi, Luigi
- In:
Energy economics
34
(
2012
)
6
,
pp. 2228-2239
Persistent link: https://www.econbiz.de/10009688758
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49
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
50
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
-
2011
Persistent link: https://www.econbiz.de/10009720782
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