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subject:"Forecasting model"
subject:"Stock market"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Exeter / Department of Economics"
~subject:"Börsenkurs"
~subject:"Theory"
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Forecasting model
Stock market
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Estimation
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6
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6
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Tzavalis, Elias
4
McAleer, Michael
3
Harris, Richard D. F.
2
Philippopulos, Apostolēs
2
Asai, Manabu
1
Białkowski, Je̜drzej
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1
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1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
University of Exeter / Department of Economics
National Bureau of Economic Research
596
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
32
Springer Fachmedien Wiesbaden
28
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Shaker Verlag
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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
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
New trade theory and aggregate export equations : an application of panel cointegration
Driver, Rebecca L.
;
Wren-Lewis, Simon
-
1999
Persistent link: https://www.econbiz.de/10001428085
Saved in:
7
Aggregate investment, Tobin's q and insolvency risk
Leith, Campbell B.
-
1999
Persistent link: https://www.econbiz.de/10001428845
Saved in:
8
Inflation and exchange-rate regimes in Mexico
Li, Carmen A.
;
Philippopulos, Apostolēs
;
Tzavalis, Elias
-
1998
Persistent link: https://www.econbiz.de/10000984414
Saved in:
9
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
10
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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