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subject:"Forecasting model"
subject:"Stock market"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1933-2007"
~subject:"Capital income"
~subject:"Index construction"
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Forecasting model
Stock market
1933-2007
Capital income
Index construction
Estimation
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Schätzung
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Volatility
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Volatilität
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ARCH model
3
ARCH-Modell
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Börsenkurs
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USA
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United States
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Spillover effect
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Spillover-Effekt
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Stochastic process
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World
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Indonesien
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Internationaler Tourismus
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McAleer, Michael
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Białkowski, Je̜drzej
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Chen, Chi-chung
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Lan Fen Chu
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
161
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of St. Louis
8
Institut für Weltwirtschaft
6
Verlag Dr. Kovač
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Federal Reserve System / Division of Research and Statistics
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Birkbeck College / Department of Economics
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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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Springer Fachmedien Wiesbaden
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University of Exeter / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve Bank of Cleveland
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Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
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Shaker Verlag
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University of Reading / Department of Economics
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Berliner Handels- und Frankfurter Bank
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Centre for Economic Policy Research
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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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
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:
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