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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:"Stochastic process"
~type:"book"
~type_genre:"Arbeitspapier"
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Forecasting model
Stock market
1933-2007
2000-2010
Börsenkurs
Indonesia
Stochastic process
Estimation
15
Schätzung
15
Volatility
8
Volatilität
8
Theorie
6
Theory
6
Share price
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
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Welt
3
World
3
Australia
2
Australien
2
Betriebszugehörigkeit
2
Growth theory
2
Job tenure
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Lohn
2
Spillover effect
2
Spillover-Effekt
2
Stochastischer Prozess
2
Wachstumstheorie
2
Wages
2
1965-1990
1
1980-1995
1
1981-1994
1
1984-1994
1
1989-2007
1
2001-2011
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
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Behavioral economics
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Canada
1
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Arbeitspapier
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
7
Author
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
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
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of St. Louis
5
National Bureau of Economic Research
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Queen Mary College / Department of Economics
4
University of Exeter / Department of Economics
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Economics, Mathematics and Statistics <London>
3
University of Chicago / Center for Research in Security Prices
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
European University Institute / Department of Law
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
Internationaler Währungsfonds / Research Department
2
National Institute of Economic and Social Research
2
Pensions Institute
2
Rodney L. White Center for Financial Research
2
Rutgers University / Department of Economics
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Strathclyde / Department of Economics
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Centre for New and Emerging Markets <London>
1
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ECONIS (ZBW)
7
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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
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:
3
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:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
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:
6
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:
7
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
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