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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:"Australia"
~subject:"Börsenkurs"
~subject:"Indonesia"
~type:"book"
~type_genre:"Arbeitspapier"
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Forecasting model
Stock market
1933-2007
Australia
Börsenkurs
Indonesia
Estimation
15
Schätzung
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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Arbeitspapier
Graue Literatur
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English
9
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McAleer, Michael
4
Dungey, Mardi H.
2
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
Pagan, Adrian R.
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
14
Forschungsinstitut zur Zukunft der Arbeit
11
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of St. Louis
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
National Bureau of Economic Research
4
National Institute of Economic and Social Research
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University of Exeter / Department of Economics
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Australian National University / Centre for Economic Policy Research
3
Australien / Bureau of Statistics
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve Bank of Cleveland
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Melbourne Institute of Applied Economic and Social Research
3
School of Accounting, Finance and Economics <Perth, Western Australia>
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School of Economics and Finance <Brisbane>
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School of Economics, Mathematics and Statistics <London>
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University of Chicago / Center for Research in Security Prices
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Pensions Institute
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Queen Mary College / Department of Economics
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Rutgers University / Department of Economics
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Social Policy Research Centre
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ECONIS (ZBW)
9
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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
Towards a structural VAR model of the Australian economy
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000958785
Saved in:
8
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
9
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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