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~language:"eng"
~language:"ita"
~person:"Faff, Robert W."
~person:"Ghysels, Eric"
~person:"McAleer, Michael"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Australia"
~subject:"Finanzkrise"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australia
Finanzkrise
Prognoseverfahren
Theorie
Estimation
111
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110
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40
Volatility
33
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33
Forecasting model
29
Australien
24
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24
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24
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24
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24
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Faff, Robert W.
Ghysels, Eric
McAleer, Michael
Swanson, Norman R.
Gupta, Rangan
81
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
33
Pierdzioch, Christian
33
Ma, Feng
32
Narayan, Paresh Kumar
32
Wohar, Mark E.
31
Zaremba, Adam
29
McMillan, David G.
28
Serletis, Apostolos
26
Kumbhakar, Subal
25
Moosa, Imad A.
24
Wang, Yudong
24
Brooks, Robert
23
Zhang, Yaojie
23
Bahmani-Oskooee, Mohsen
21
Salisu, Afees A.
20
Balcilar, Mehmet
19
Apergēs, Nikolaos
18
Bollerslev, Tim
18
MacDonald, Ronald
18
Creedy, John
16
Herwartz, Helmut
16
Jawadi, Fredj
16
Koop, Gary
16
Koopman, Siem Jan
16
Miller, Paul W.
16
Pesaran, M. Hashem
16
Worthington, Andrew Charles
16
Blundell, Richard W.
15
Nonejad, Nima
15
Peel, David
15
Taylor, Mark P.
15
Todorov, Viktor
15
Westerlund, Joakim
15
Chang, Tsangyao
14
Engsted, Tom
14
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Journal of econometrics
7
Applied financial economics
6
Econometric reviews
4
International journal of forecasting
4
Applied economics
3
Australian journal of management
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Advances in investment analysis and portfolio management : a research annual
2
Australian economic papers
2
International review of economics & finance : IREF
2
Journal of banking & finance
2
Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
2
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2
Annales d'économie et de statistique
1
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Duration transition and count data models
1
Econometrics : open access journal
1
Economic inquiry : journal of the Western Economic Association International
1
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of applied econometrics and statistical inference
1
Handbook of economic forecasting ; Volume 2A
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of international money and finance
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific accounting review
1
Pacific-Basin finance journal
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantitative finance and economics
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Recent advances in estimating nonlinear models : with applications in economics and finance
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ECONIS (ZBW)
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51
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine
;
McAleer, Michael
- In:
Applied economics
33
(
2001
)
12
,
pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
Saved in:
52
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
53
GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Journal of international financial markets, …
11
(
2001
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
Saved in:
54
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
55
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
56
GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 141-151)
.
2000
Persistent link: https://www.econbiz.de/10001586273
Saved in:
57
Testing long-run neutrality using intra-year data
Leong, Kenneth
;
McAleer, Michael
- In:
Applied economics
32
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466804
Saved in:
58
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
59
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
60
An examination of the relationship between Australian industry equity returns and expected inflation
Faff, Robert W.
;
Heaney, Richard A.
- In:
Applied economics
31
(
1999
)
8
,
pp. 915-933
Persistent link: https://www.econbiz.de/10001438435
Saved in:
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