Examination of the predictability of BDI and VIX : a threshold approach
Melike Bildirici, Özgür Ersin, Işil Şahin Onat
| Year of publication: |
2019
|
|---|---|
| Authors: | Bildirici, Melike ; Ersin, Özgür Ömer ; Onat, Işil Şahin |
| Published in: |
International journal of transport economics. - Pisa [u.a.] : Serra, ISSN 0391-8440, ZDB-ID 165281-3. - Vol. 46.2019, 3, p. 9-28
|
| Subject: | BDI | VIX | Volatility | GARCH | Threshold | TAR | Nonlinear time series | Economic indicator | Volatilität | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Wirtschaftsindikator | Schätzung | Estimation | Börsenkurs | Share price | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.19272/201906703001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012136039