المؤلفون: Cooley, Thomas F.¹

المصدر: Journal of Money, Credit & Banking (Ohio State University Press). Aug1993 Part 2, Vol. 25 Issue 3, p666-672. 7p.

مصطلحات موضوعية: *PRICE inflation, *ECONOMETRICS, *ANALYSIS of variance, *MONETARY policy, *INTEREST rates, *ECONOMIC indicators, *STOCHASTIC processes, *ECONOMIC models, *ECONOMICS, HETEROSCEDASTICITY, UNCERTAINTY, AUTOREGRESSION (Statistics)

People: BOUDOUKH, Jacob

المؤلفون: Dumo, Genesis A., Ico, Harriette D., Magpantay, Ederliza V.

المصدر: Journal of Economics, Finance & Accounting Studies; May/Jun2023, Vol. 5 Issue 3, p22-46, 25p

مصطلحات موضوعية: ECONOMIC development, MULTICOLLINEARITY, AUTOCORRELATION (Statistics), HETEROSCEDASTICITY, ECONOMICS

المؤلفون: Chen, Songnian¹ (AUTHOR) snchen@ust.hk, Si, Jichun² (AUTHOR) sijichun@outlook.com, Zhang, Hanghui³ (AUTHOR) zhang.hanghui@mail.shufe.edu.cn, Zhou, Yahong³ (AUTHOR)

المصدر: Journal of Business & Economic Statistics. Oct2017, Vol. 35 Issue 4, p559-571. 13p.

مصطلحات موضوعية: *MONTE Carlo method, *FINANCIAL institutions, *ECONOMICS, HETEROSCEDASTICITY, FOURIER analysis

مصطلحات جغرافية: UNITED States

المؤلفون: Zhu, Ke¹ (AUTHOR) kzhu@amss.ac.cn, Li, Wai Keung² (AUTHOR) hrntlwk@hku.hk, Yu, Philip L. H.² (AUTHOR)

المصدر: Journal of Business & Economic Statistics. Oct2017, Vol. 35 Issue 4, p528-542. 15p.

مصطلحات موضوعية: *FOREIGN exchange rates, *ECONOMICS, HETEROSCEDASTICITY, AUTOREGRESSION (Statistics), METEOROLOGY

المؤلفون: Snaith, Stuart¹ ssnaith@uvic.ca, Termprasertsakul, Santi², Wood, Andrew³

المصدر: Economics Letters. Oct2017, Vol. 159, p204-207. 4p.

مصطلحات موضوعية: *FOREIGN exchange rates, *FOREIGN exchange, *FINANCIAL management, *ECONOMICS, HETEROSCEDASTICITY, AUTOCORRELATION (Statistics)

المؤلفون: Trypsteen, Steven¹ steven.trypsteen@ing.be

المصدر: Journal of Forecasting. Sep2017, Vol. 36 Issue 6, p615-628. 14p.

مصطلحات موضوعية: *MARKET volatility, *RANDOM walks, *FORECASTING, *ECONOMICS, HETEROSCEDASTICITY

المؤلفون: Ahmad Nafisat Tanko, Ganaka Musa, Musa Salisu Auta

مصطلحات موضوعية: Time Series Forecasting Methods, Management Science and Operations Research, Decision Sciences, Social Sciences, Prediction Accuracy, Autoregressive integrated moving average, Autoregressive conditional heteroskedasticity, Autoregressive model, Heteroscedasticity, Econometrics, FOS Economics and business, Volatility finance, Exchange rate, Liberian dollar, Economics, Statistics, FOS Mathematics, Us dollar, Mathematics, Augmented Dickey–Fuller test, Time series, Series stratigraphy, Unit root, Finance, Paleontology, Biology

العلاقة: https://dx.doi.org/10.60692/4z37j-36552Test

الإتاحة: https://doi.org/10.60692/pqh5n-j3e3610.60692/4z37j-36552Test

المؤلفون: Fuyu Yang, Wenxue Wang

المصدر: Energy Reports. 9:3458-3472

مصطلحات موضوعية: Heteroscedasticity, History, Polymers and Plastics, Structural break, Supply side, Geopolitics, Industrial and Manufacturing Engineering, General Energy, Autoregressive model, Econometrics, Economics, Volatility (finance), Oil price, Business and International Management, Oil shale

وصف الملف: application/pdf

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e19137742e645fd4bfcc7d5f192ddff4Test
https://doi.org/10.1016/j.egyr.2023.02.039Test

العنوان البديل: BUDOWA ARCH-MODELI SZEREGÓW CZASOWYCH DO PROGNOZOWANIA INWESTYCJI PORTFELOWYCH.

المؤلفون: Berezka, Kateryna¹ km.berezka@gmail.com, Masliy, Vadym¹ masly2012@ukr.net

المصدر: Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu. 2016, Issue 434, p19-26. 8p.

مصطلحات موضوعية: *INVESTMENTS, *MARKET volatility, *ECONOMICS, HETEROSCEDASTICITY

المؤلفون: Ortas, E.¹ edortas@unizar.es, Salvador, M.² salvador@unizar.es, Moneva, J.M.³ jmmoneva@unizar.es

المصدر: North American Journal of Economics & Finance. Jan2015, Vol. 31, p27-51. 25p.

مصطلحات موضوعية: *STOCK prices, *ESTIMATION theory, *PORTFOLIO management (Investments), *PENSION trusts, *FORECASTING, *ECONOMICS, HETEROSCEDASTICITY