Results 91 to 100 of about 12,105 (264)
EU ETS Market Expectations and Rational Bubbles
Journal of Money, Credit and Banking, EarlyView.Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER +2 more
wiley +1 more source
A study of the impact of COVID-19 on the Chinese stock market based on a new textual multiple ARMA model. [PDF]
Stat Anal Data Min, 2022 Xu W, Fu Z, Li H, Huang J, Xu W, Luo Y.
europepmc +1 more source
Selection of the Informative Base in ARMA-GARCH Models [PDF]
In this paper we consider the selection of the information set in ARMA-GARCH models using the methodology proposed in Muñoz et al. (2001) based on ideas of Phillips (1996). To that end, we analyse the performance of some selection criteria asymptotically
Laura Muñoz +2 more
core
Wavelet-Based ARMA Model Application in Power Network
, 2011 The theoretical properties of the ARMA model and the modeling process, then, the Shanghai power network and Shenzhen power network in China were established ARMA model and wavelet-based ARMA model fitting, prediction, and finally, to fit forecast The ...
Hao Ma, Wei Wei
core +1 more source
Journal of Management Studies, EarlyView.Abstract Humanity – the virtue enabling meaningful human connection – is vital to the leadership we need to survive our polycrisis context. As a prerequisite to sustainable human community, the virtue of humanity is considered universal. It has been claimed as a ‘higher‐order virtue’, comprised of and enacted by – but irreducible to – a suite of ‘lower‐
Toby Newstead +3 more
wiley +1 more source
A Hybrid Approach for Noise Reduction in Acoustic Signal of Machining Process Using Neural Networks and ARMA Model. [PDF]
Sensors (Basel), 2021 Zafar T +6 more
europepmc +1 more source
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors, [PDF]
This paper considers adaptive estimation in nonstationary autoregressive moving average models with the noise sequence satisfying a generalised autoregressive conditional heteroscedastic process.
Michael McAleer, Shiqing Ling
core
Implementasi model ARMA dengan metode bootstrap: Studi kasus harga saham penutupan PT Kimia Farma Tbk [PDF]
, 2022 INDONESIA: Penelitian ini membahas implementasi model ARMA menggunakan metode Bootstrap pada data harga saham penutupan PT Kimia Farma Tbk. ARMA merupakan metode peramalan yang menggunakan nilai masa lalu dari variable dependen.
Chusniyah, Tika Ma'rifatul
core
Prediction effect of fund expenditure by ARMA model.
, 2023 Prediction effect of fund expenditure by ARMA model.
Yueqian Shen (15909956) +3 more
core +1 more source
The Cross and Conflict: How Do Christians Impact Protest Dynamics?
Journal for the Scientific Study of Religion, EarlyView.ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley +1 more source