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  • Search: subject:"ARMA-Modell"
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Year of publication
Subject
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ARMA-Modell 1,822 ARMA model 1,757 Zeitreihenanalyse 1,001 Time series analysis 982 Theorie 756 Theory 732 Prognoseverfahren 655 Forecasting model 643 Schätztheorie 275 Estimation theory 272 Schätzung 247 ARCH-Modell 246 ARCH model 240 Estimation 239 Volatilität 239 Volatility 236 Prognose 167 Forecast 163 USA 158 United States 152 Stochastischer Prozess 122 Stochastic process 119 VAR-Modell 112 VAR model 111 Börsenkurs 110 Share price 101 ARIMA 100 Inflation 97 Kapitaleinkommen 90 Capital income 89 Kointegration 84 Cointegration 83 Aktienmarkt 80 Stock market 78 Wechselkurs 78 Exchange rate 74 Forecasting 72 Großbritannien 66 Neuronale Netze 66 Neural networks 65
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Online availability
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Free 651 Undetermined 313 CC license 48
Type of publication
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Article 1,080 Book / Working Paper 749
Type of publication (narrower categories)
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Article in journal 988 Aufsatz in Zeitschrift 988 Working Paper 437 Arbeitspapier 390 Graue Literatur 378 Non-commercial literature 378 Aufsatz im Buch 59 Book section 59 Hochschulschrift 36 Thesis 33 Dissertation u.a. Prüfungsschriften 9 Lehrbuch 9 Textbook 8 Bibliografie enthalten 6 Bibliography included 6 Collection of articles written by one author 5 Sammlung 5 Amtsdruckschrift 4 Conference paper 4 Government document 4 Konferenzbeitrag 4 Systematic review 4 Übersichtsarbeit 4 Collection of articles of several authors 3 Forschungsbericht 3 Sammelwerk 3 Case study 2 Fallstudie 2 Rezension 2 Article 1 Aufsatzsammlung 1 Glossar enthalten 1 Glossary included 1 Mehrbändiges Werk 1 Multi-volume publication 1 Nachschlagewerk 1 Reference book 1 Reprint 1
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Language
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English 1,756 German 41 Spanish 12 French 5 Finnish 3 Polish 3 Portuguese 3 Undetermined 3 Italian 2 Romanian 1 Russian 1
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Author
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Gil-Alaña, Luis A. 62 Caporale, Guglielmo Maria 29 Beran, Jan 27 McAleer, Michael 23 Feng, Yuanhua 21 Silvestrini, Andrea 15 Athanasopoulos, George 14 Koopman, Siem Jan 14 Poskitt, Donald Stephen 14 Sibbertsen, Philipp 14 Kapetanios, George 13 Karanasos, Menelaos 13 Lütkepohl, Helmut 12 Maravall Herrero, Agustín 11 Ocker, Dirk 11 Palm, Franz C. 11 Saikkonen, Pentti 11 Baillie, Richard 10 Gupta, Rangan 10 Vahid, Farshid 10 Hecq, Alain W. J. 9 Laurent, Sébastien 9 Meitz, Mika 9 Ozdemir, Zeynel Abidin 9 Plastun, Alex 9 Sbrana, Giacomo 9 Asai, Manabu 8 Bhardwaj, Geetesh 8 Chan, Joshua 8 Hyndman, Rob J. 8 Liesenfeld, Roman 8 Račev, Svetlozar T. 8 Tansel, Aysıt 8 Bauwens, Luc 7 Fabozzi, Frank J. 7 Francq, Christian 7 Glabadanidis, Paskalis 7 Jung, Robert 7 Lieberman, Offer 7 Miller, Don M. 7
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 5 National Bureau of Economic Research 3 European Commission / Statistical Office of the European Communities 2 European University Institute / Department of Economics 2 Springer International Publishing 2 Unité Mixte de Recherche Théorie Economique, Modélisation et Applications 2 Birkbeck College / Department of Economics 1 Columbia University / Department of Economics 1 Elinkeinoelämän Tutkimuslaitos 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 Federal Reserve Bank of St. Louis 1 Gottfried Wilhelm Leibniz Universität Hannover 1 Institut für Schweizerisches Bankwesen <Zürich> 1 Institut für Wirtschaftswissenschaften <Wien> 1 Jingji-Yanjiusuo <Taipeh> 1 London School of Economics and Political Science 1 Massachusetts Institute of Technology / Department of Economics 1 Queen Mary College / Department of Economics 1 Robert Schuman Centre for Advanced Studies 1 Rutgers University / Department of Economics 1 School of Accounting, Finance and Economics <Perth, Western Australia> 1 School of Finance and Business Economics <Perth, Western Australia> 1 Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes 1 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 1 Suntory and Toyota International Centres for Economics and Related Disciplines 1 University of Canterbury / Dept. of Economics and Finance 1 University of Colorado Boulder / Department of Economics 1 University of Reading / Department of Economics 1 University of Western Ontario / Department of Economics 1 Université de Montréal / Département de sciences économiques 1 epubli GmbH 1
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Published in...
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International journal of forecasting 46 Economics letters 42 Journal of econometrics 40 Journal of forecasting 38 Econometric theory 28 Applied economics 26 Discussion paper / Tinbergen Institute 21 International Journal of Energy Economics and Policy : IJEEP 19 Working paper / Department of Econometrics and Business Statistics, Monash University 19 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 16 Applied financial economics 13 Advances in business and management forecasting 12 Computational economics 12 International journal of economics and financial issues : IJEFI 12 Economic modelling 11 Journal of time series econometrics 11 Tourism economics : the business and finance of tourism and recreation 11 CESifo working papers 10 CoFE Discussion Paper 10 CoFE discussion papers 10 Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz 10 Energy economics 10 The econometrics journal 10 Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP) 9 Econometric Institute research papers 9 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 9 Journal of banking & finance 9 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 9 Economics and finance working paper series 8 The empirical economics letters : a monthly international journal of economics 8 Working paper 8 CREATES research paper 7 Discussion papers in economics 7 Econometrics : open access journal 7 International journal of production economics 7 Journal of empirical finance 7 Journal of financial econometrics : official journal of the Society for Financial Econometrics 7 Tinbergen Institute Discussion Paper 7 Asian African journal of economics and econometrics 6 CORE discussion papers : DP 6
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Source
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ECONIS (ZBW) 1,763 EconStor 48 USB Cologne (EcoSocSci) 9 OLC EcoSci 4 USB Cologne (business full texts) 2 BASE 1 ArchiDok 1 RePEc 1
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Showing 1 - 10 of 1,829
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"Revealing the future" : an ARIMA model analysis for predicting remittance inflows
Khan, Imran; Gunwant, Darshita Fulara - In: Journal of business and socio-economic development 5 (2025) 2, pp. 155-170
Purpose - The purpose of this research is to develop a predictive model that can estimate the volume of remittances channeled toward Yemen's economic reconstruction efforts. Design/methodology/approach - This study utilized a time-series dataset encompassing remittance inflows into Yemen's...
Persistent link: https://www.econbiz.de/10015397368
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The future of European regional inequalities : Box-Cox transformed ARMA process trend smoothing (BATS) forecasting
Duran, Hasan Engin; Elburz, Zeynep; Çifçi, Burcu Değerli - 2025
Persistent link: https://www.econbiz.de/10015396494
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Comparative study of forecasting methods to predict the energy demand for the market of Colombia
Vargas-Forero, Victor Manuel; Manotas-Duque, Diego Fernando - In: International Journal of Energy Economics and Policy : IJEEP 15 (2025) 1, pp. 65-76
Persistent link: https://www.econbiz.de/10015333827
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Revisions in concurrent seasonal adjustments of daily and weekly economic time series
Webel, Karsten - 2025
The COVID-19 outbreak in 2020 has fostered in many countries the development of new weekly economic indices for the timely tracking of pandemic-related turmoils and other forms of rapid economic changes. Such indices often utilise information from daily and weekly economic time series that...
Persistent link: https://www.econbiz.de/10015373330
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Macroeconomic real-time forecasts of univariate models with flexible error structures
Trinh, Kelly; Zhang, Bo; Hou, Chenghan - In: Journal of forecasting 44 (2025) 1, pp. 59-78
Persistent link: https://www.econbiz.de/10015373952
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Predicting expected idiosyncratic volatility : empirical evidence from ARFIMA, HAR, and EGARCH models
Xiao, Chuxuan; Huang, Winifred; Newton, David P. - In: Review of quantitative finance and accounting 63 (2024) 3, pp. 979-1006
Persistent link: https://www.econbiz.de/10015178466
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Understanding unworked time in Spain
Rey del Castillo, Pilar - 2024
This paper explores the evolution of non-working time in Spain over recent years by analysing the results of two surveys conducted by the National Statistics Institute: the Quarterly Survey on Labor Costs and the Labor Force Survey. Using time series models and intervention analysis, potential...
Persistent link: https://www.econbiz.de/10015179218
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A comparative assessment of holt winter exponential smoothing and autoregressive integrated moving average for inventory optimization in supply chains
Kumar, Lalji; Khedlekar, Sudhakar; Khedlekar, Uttam Kumar - In: Supply chain analytics 8 (2024), pp. 1-16
Precise demand forecasting and agile pricing strategies are crucial in modern business. This study aims to enhance these strategies by evaluating the efficacy of Holt-Winters Exponential Smoothing (HWES) and Autoregressive Integrated Moving Average (ARIMA) models. The study assesses their...
Persistent link: https://www.econbiz.de/10015325094
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Persistence in tax revenues : evidence from some OECD countries
Caporale, Guglielmo Maria; García Tapia, Silvia; … - In: Journal of quantitative economics 22 (2024) 2, pp. 475-491
Persistent link: https://www.econbiz.de/10015185215
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An adaptive long memory conditional correlation model
Dark, Jonathan - In: Journal of empirical finance 75 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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