//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatzsammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Testing the weak-form efficien...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Kapitaleinkommen
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Capital income
3
Share price
3
USA
3
United States
3
Cointegration
2
Einheitswurzeltest
2
Forecasting model
2
Kointegration
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Time series analysis
2
Unit root test
2
Welt
2
World
2
Zeitreihenanalyse
2
1264-1913
1
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
1
ARMA model
1
ARMA-Modell
1
Behavioral economics
1
Causality analysis
1
Cliometrics
1
Commodity derivative
1
Demand
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatzsammlung
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
McAleer, Michael
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Etebari, Ahmad
1
Ishida, Isao
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
12
Federal Reserve Bank of St. Louis
11
National Bureau of Economic Research
11
Federal Reserve System / Division of Research and Statistics
8
Institut für Weltwirtschaft
6
University of Chicago / Center for Research in Security Prices
6
Birkbeck College / Department of Economics
5
Federal Reserve System / Board of Governors
5
Rodney L. White Center for Financial Research
5
Zentrum für Europäische Wirtschaftsforschung
5
Ekonomiska forskningsinstitutet <Stockholm>
4
Chambre de commerce et d'industrie de Paris
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Kansantaloustieteen Laitos <Tampere>
3
The Wharton Financial Institutions Center
3
University of Exeter / Department of Economics
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
William Davidson Institute <Ann Arbor, Mich.>
3
Banco Central do Brasil
2
Barnard College / Economics Department
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Harvard Institute of Economic Research
2
Institut for Nationaløkonomi <Kopenhagen>
2
Institut für Höhere Studien
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / European Department <2>
2
Pensions Institute
2
Robert Schuman Centre for Advanced Studies
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Stanford Institute for Economic Policy Research
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Reading / Department of Economics
2
Weltbank / Policy Research Department / Finance and Private Sector Development Division
2
more ...
less ...
Published in...
All
Working paper
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->