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subject:"Forecasting model"
subject:"Stock market"
~institution:"Centre for Economic Policy Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1933-2007"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
1933-2007
Börsenkurs
Estimation
23
Schätzung
23
Theorie
6
Theory
6
Volatility
6
Volatilität
6
USA
5
United States
5
Arbeitslosigkeit
4
Share price
4
Unemployment
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Economic growth
3
Großbritannien
3
Kapitaleinkommen
3
OECD countries
3
OECD-Staaten
3
Stochastic process
3
Stochastischer Prozess
3
United Kingdom
3
Welt
3
Wirtschaftswachstum
3
World
3
Arbeitsmarktpolitik
2
Arbeitsmobilität
2
Dauer
2
Deutschland
2
Duration
2
Germany
2
Impact assessment
2
Labour market policy
2
Regional labour market
2
Regionaler Arbeitsmarkt
2
Schweiz
2
Spillover effect
2
Spillover-Effekt
2
Switzerland
2
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1
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1
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Book / Working Paper
6
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Arbeitspapier
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
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English
6
Author
All
McAleer, Michael
3
Asai, Manabu
1
Białkowski, Je̜drzej
1
Bonfiglioli, Alessandra
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Favero, Carlo A.
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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Centre for Economic Policy Research
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve Bank of St. Louis
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
National Bureau of Economic Research
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
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
European University Institute / Department of Law
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institut für Höhere Studien
2
National Institute of Economic and Social Research
2
Pensions Institute
2
Queen Mary College / Department of Economics
2
Rutgers University / Department of Economics
2
Türkiye Cumhuriyet Merkez Bankası
2
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Centre for New and Emerging Markets <London>
1
Centre of Financial Studies
1
Columbia University / Graduate School of Business
1
ESCP-EAP European School of Management
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of New York
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Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
6
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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
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:
6
Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra
;
Favero, Carlo A.
-
2000
Persistent link: https://www.econbiz.de/10013423132
Saved in:
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