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subject:"Forecasting model"
subject:"Stock market"
~institution:"Innocenzo Gasparini Institute for Economic Research <Mailand>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Indonesia"
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Forecasting model
Stock market
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Estimation
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McAleer, Michael
3
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Asai, Manabu
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Białkowski, Je̜drzej
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Chang, Chia-Lin
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Innocenzo Gasparini Institute for Economic Research <Mailand>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
228
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of St. Louis
8
Federal Reserve System / Division of Research and Statistics
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Institut für Weltwirtschaft
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Verlag Dr. Kovač
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Zentrum für Europäische Wirtschaftsforschung
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
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Shaker Verlag
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University of Exeter / Department of Economics
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3
Federal Reserve Bank of Cleveland
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Institute of European Finance <Bangor, Gwynedd>
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Kansantaloustieteen Laitos <Tampere>
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Rodney L. White Center for Financial Research
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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
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
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:
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
Instability and non-linearity in the EMU
Marcellino, Massimiliano
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156604
Saved in:
7
Forecasting pooling for short time series of macroeconomic variables
Marcellino, Massimiliano
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156738
Saved in:
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