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subject:"Forecasting model"
subject:"Stock market"
~institution:"Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Indonesia"
~subject:"Spillover effect"
~subject:"Welt"
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Forecasting model
Stock market
Börsenkurs
Indonesia
Spillover effect
Welt
Estimation
9
Schätzung
9
Volatility
6
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6
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Spillover-Effekt
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9
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McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Asai, Manabu
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Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
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1
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1
Lan Fen Chu
1
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1
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1
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1
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1
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1
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1
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Großbritannien / Parliament / House of Commons / Select Committee on Race Relations and Immigration
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
446
Institut für Weltwirtschaft
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Forschungsinstitut zur Zukunft der Arbeit
16
Springer Fachmedien Wiesbaden
15
Zentrum für Europäische Wirtschaftsforschung
11
Ekonomiska forskningsinstitutet <Stockholm>
9
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Verlag Dr. Kovač
9
Federal Reserve System / Division of Research and Statistics
8
Universität Mannheim
8
Birkbeck College / Department of Economics
6
Eric Cuvillier <Firma>
6
Federal Reserve Bank of St. Louis
6
Shaker Verlag
6
World Bank
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
University of Hong Kong / School of Economics and Finance
5
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Edward Elgar Publishing
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ECONIS (ZBW)
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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
Evidence
1975
Persistent link: https://www.econbiz.de/10001756378
Saved in:
9
Evidence
1977
Persistent link: https://www.econbiz.de/10003266670
Saved in:
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