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Distinguishing between IMA <1,1> and ARMA <1,1> models : a large scale simulation study of two particular Box-Jenkis time processes

Anderson, O. D.; Gooijer, J. G. de - In: Time series : proceedings of the international …, (pp. 15-40). 1980

Persistent link: https://www.econbiz.de/10001832078

Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting

Anderson, O. D.; Gooijer, J. G. de - In: Analysing time series : proceedings of the …, (pp. 21-42). 1980

Persistent link: https://www.econbiz.de/10001832096

Distinguishing certain stationary time series models from their nonstationary approximations and improved Box-Jenkins forecasting

Anderson, O. D.; Gooijer, J. G. de - 1980

Persistent link: https://www.econbiz.de/10001832118

Time series analysis and forecasting <TSA&F> activities

Anderson, Oliver D. - In: Time series : proceedings of the international …, (pp. 437-446). 1980

Persistent link: https://www.econbiz.de/10001832297

A reality check on the GARCH-MIDAS volatility models

Virk, Nader Shahzad; Javed, Farrukh; Awartani, Basel; … - In: The European journal of finance 30 (2024) 6, pp. 575-596

Persistent link: https://www.econbiz.de/10014547966

Dynamic effciency and herd behavior during pre‑ and post‑COVID‑19 in the NFT market : evidence from multifractal analysis

Özdemir, Onur; Kumar, Anoop S. - In: Computational economics 63 (2024) 3, pp. 1255-1279

Persistent link: https://www.econbiz.de/10014548282

Forecasting trading-session return volatility in Taiwan futures market : a periodic regime switching with jump approach

Lai, Yi-Hao; Wang, Yi-Chiuan; Chang, Yu Ching - In: Asia Pacific financial markets 31 (2024) 2, pp. 285-305

Persistent link: https://www.econbiz.de/10014548365

Forecasting of crude oil prices using wavelet decomposition based denoising with ARMA model

Mittal, Prabhat - In: Asia Pacific financial markets 31 (2024) 2, pp. 355-365

Persistent link: https://www.econbiz.de/10014548379

Tracking the trend of quinoa price in Bolivia : structural breaks and persistence of shocks

Aliaga Lordemann, Javier; Garrón Vedia, Ignacio; Lenis … - 2024

Quinoa has evolved considerably in the past decades, becoming consolidated as a fundamental pillar for Andean farming communities and emerging as a prominent actor in the global superfood market. Despite this, prices of this grain have been characterized by complex dynamics, with substantial...

Persistent link: https://www.econbiz.de/10014551311

Exchange rates and fundamentals : forecasting with long maturity forward rates

Darvas, Zsolt M.; Schepp, Zoltán - In: Journal of international money and finance 143 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014551354