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subject:"Forecasting model"
subject:"Stock market"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1933-2007"
~subject:"2000-2010"
~subject:"Börsenkurs"
~subject:"Indonesia"
~subject:"Schätzung"
~type:"book"
~type_genre:"Arbeitspapier"
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Forecasting model
Stock market
1933-2007
2000-2010
Börsenkurs
Indonesia
Schätzung
Estimation
15
Volatility
8
Volatilität
8
Theorie
6
Theory
6
Share price
4
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4
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4
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3
ARCH-Modell
3
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3
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3
Welt
3
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3
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Australien
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Betriebszugehörigkeit
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Stochastic process
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Wachstumstheorie
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1965-1990
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1984-1994
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Arbeitspapier
Graue Literatur
15
Non-commercial literature
15
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15
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English
15
Author
All
McAleer, Michael
5
Chang, Chia-Lin
2
Crossley, Thomas F.
2
Dungey, Mardi H.
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Dowrick, Steve
1
Etebari, Ahmad
1
Hahm, Joon-ho
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Lau, Sau-Him Paul
1
Oya, Kosuke
1
Pagan, Adrian R.
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Rogers, Mark
1
Scarrott, Carl
1
Steigerwald, Douglas G.
1
Wisniewski, Tomasz Piotr
1
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Australian National University / Faculty of Economics and Commerce
University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
346
National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
89
Institut für Weltwirtschaft
84
Zentrum für Europäische Wirtschaftsforschung
65
Ekonomiska forskningsinstitutet <Stockholm>
57
William Davidson Institute <Ann Arbor, Mich.>
48
Deutsches Institut für Wirtschaftsforschung
35
Centre for Economic Performance
29
Internationaler Währungsfonds / Research Department
28
Federal Reserve Bank of St. Louis
26
Federal Reserve Bank of San Francisco
21
Trinity College Dublin / Department of Economics
20
Birkbeck College / Department of Economics
19
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
19
Federal Reserve System / Division of Research and Statistics
19
Johns Hopkins University / Department of Economics
19
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
19
Federal Reserve System / Board of Governors
18
International Monetary Fund
17
University of Reading / Department of Economics
17
Center for Economic Research <Tilburg>
16
Centre for Economic Policy Research
16
Federal Reserve Bank of New York
16
Rheinisch-Westfälisches Institut für Wirtschaftsforschung
16
University of Oxford / Institute of Economics and Statistics
16
University of Sheffield / Department of Economics
16
Federal Reserve Bank of Cleveland
15
Institute of Finance and Accounting <London>
15
Maxwell Graduate School of Citizenship and Public Affairs
14
National Institute of Economic and Social Research
14
Queen Mary College / Department of Economics
14
University of Hong Kong / School of Economics and Finance
14
Konjunkturforschungsstelle <Zürich>
13
Türkiye Cumhuriyet Merkez Bankası
13
Boston College / Department of Economics
12
Harvard Institute for International Development
12
Innocenzo Gasparini Institute for Economic Research <Mailand>
12
Rutgers University / Department of Economics
12
USA / Bureau of Labor Statistics
12
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Working papers in economics and econometrics
8
Working paper
7
Source
All
ECONIS (ZBW)
15
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
8
Firms and wages : evidence from displaced workers
Crossley, Thomas F.
-
1998
Persistent link: https://www.econbiz.de/10000985510
Saved in:
9
What can we learn from displaced worker data about the returns to tenure?
Crossley, Thomas F.
-
1998
Persistent link: https://www.econbiz.de/10000985511
Saved in:
10
Consumption adjustment under changing income uncertainty
Hahm, Joon-ho
-
1998
Persistent link: https://www.econbiz.de/10000985647
Saved in:
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