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subject:"Forecasting model"
subject:"Stock market"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Finanzkrise"
~subject:"Indonesia"
~subject:"Indonesien"
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Forecasting model
Stock market
Börsenkurs
Finanzkrise
Indonesia
Indonesien
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Capital income
3
Kapitaleinkommen
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
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Stochastischer Prozess
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Welt
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2
1933-2007
1
1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Demand
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Efficient market hypothesis
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Effizienzmarkthypothese
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Financial crisis
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Hochfrequenzdaten (high frequency data)
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Index construction
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Indexberechnung
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International tourism
1
Internationaler Tourismus
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Islam
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Islamische Staaten
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English
5
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McAleer, Michael
3
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
213
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Institut für Weltwirtschaft
10
Verlag Dr. Kovač
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve System / Division of Research and Statistics
7
Springer Fachmedien Wiesbaden
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Federal Reserve Bank of St. Louis
5
Shaker Verlag
5
Zentrum für Europäische Wirtschaftsforschung
5
Birkbeck College / Department of Economics
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Gottfried Wilhelm Leibniz Universität Hannover
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
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Queen Mary College / Department of Economics
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
Universität Mannheim
3
Österreichisches Institut für Wirtschaftsforschung
3
Berliner Handels- und Frankfurter Bank
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Law
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Federal Reserve Bank of San Francisco
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
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2
Humboldt-Universität zu Berlin
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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
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:
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