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subject:"Forecasting model"
subject:"Stock market"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Indonesia"
~subject:"Indonesien"
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Forecasting model
Stock market
Börsenkurs
Indonesia
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Estimation
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Schätzung
7
Volatility
6
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6
ARCH model
3
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USA
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Spillover-Effekt
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Stochastic process
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International tourism
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Internationaler Tourismus
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McAleer, Michael
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Asai, Manabu
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
1
Etebari, Ahmad
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1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
178
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Ekonomiska forskningsinstitutet <Stockholm>
8
Institut für Weltwirtschaft
8
Federal Reserve System / Division of Research and Statistics
7
Verlag Dr. Kovač
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Federal Reserve Bank of St. Louis
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Springer Fachmedien Wiesbaden
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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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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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Chambre de commerce et d'industrie de Paris
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Federal Reserve Bank of Cleveland
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Kansantaloustieteen Laitos <Tampere>
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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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