Verfügbarkeit: NAFTA stock markets :

NAFTA stock markets :: dynamic return and volatility linkages /

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Canarella, Giorgio
Weitere Verfasser:	Miller, Stephen M., 1945-, Pollard, Stephen K.
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	New York : Nova Science Publishers, ©2010.
Schriftenreihe:	Economic issues, problems and perspectives series.
Schlagworte:	Stock exchanges > North America. Stocks > Rate of return. Bourse > Amérique du Nord. Actions (Titres de société) > Taux de rendement. BUSINESS & ECONOMICS > Investments & Securities. Stock exchanges Stocks > Rate of return North America
Online-Zugang:	Volltext
Beschreibung:	1 online resource (151 pages) : illustrations
Bibliographie:	Includes bibliographical references and index.
ISBN:	9781612094113 1612094112

Internformat

MARC


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700	1		\|a Pollard, Stephen K.
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Datensatz im Suchindex

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author	Canarella, Giorgio
author2	Miller, Stephen M., 1945- Pollard, Stephen K.
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author_GND	http://id.loc.gov/authorities/names/n2009063257
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contents	NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; CONTENTS ; ABSTRACT ; INTRODUCTION; EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS ; DATA AND DESCRIPTIVE STATISTICS ; COINTEGRATION ANALYSES ; 4.1. THE JOHANSEN MULTIVARIATE APPROACH ; 4.2. EMPIRICAL RESULTS; 4.3. RECURSIVE COINTEGRATION ANALYSIS ; 4.4. ROLLING COINTEGRATION ; 4.5. COINTEGRATION AND STRUCTURAL CHANGE ; 4.6. COINTEGRATION AND THRESHOLD EFFECTS; GENERALIZED IMPULSE-RESPONSE FUNCTIONS ; THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS. 6.1. ISSUES AND STYLIZED FACTS 6.2. ECONOMETRIC FRAMEWORK ; The Mean Model ; The Covariance Model ; THE MULTIVARIATE GARCH: ESTIMATION RESULTS ; CONCLUSION ; REFERENCES; INDEX.
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series2	Economic issues, problems and perspectives series
spelling	Canarella, Giorgio. NAFTA stock markets : dynamic return and volatility linkages / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard. New York : Nova Science Publishers, ©2010. 1 online resource (151 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier polychrome. rdacc http://rdaregistry.info/termList/RDAColourContent/1003 text file rdaft http://rdaregistry.info/termList/fileType/1002 Economic issues, problems and perspectives series Includes bibliographical references and index. Print version record. NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; CONTENTS ; ABSTRACT ; INTRODUCTION; EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS ; DATA AND DESCRIPTIVE STATISTICS ; COINTEGRATION ANALYSES ; 4.1. THE JOHANSEN MULTIVARIATE APPROACH ; 4.2. EMPIRICAL RESULTS; 4.3. RECURSIVE COINTEGRATION ANALYSIS ; 4.4. ROLLING COINTEGRATION ; 4.5. COINTEGRATION AND STRUCTURAL CHANGE ; 4.6. COINTEGRATION AND THRESHOLD EFFECTS; GENERALIZED IMPULSE-RESPONSE FUNCTIONS ; THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS. 6.1. ISSUES AND STYLIZED FACTS 6.2. ECONOMETRIC FRAMEWORK ; The Mean Model ; The Covariance Model ; THE MULTIVARIATE GARCH: ESTIMATION RESULTS ; CONCLUSION ; REFERENCES; INDEX. Stock exchanges North America. Stocks Rate of return. http://id.loc.gov/authorities/subjects/sh2001001976 Bourse Amérique du Nord. Actions (Titres de société) Taux de rendement. BUSINESS & ECONOMICS Investments & Securities. bisacsh Stock exchanges fast Stocks Rate of return fast North America fast https://id.oclc.org/worldcat/entity/E39PBJxRHKPqWyj6g89H9PwHmd Miller, Stephen M., 1945- https://id.oclc.org/worldcat/entity/E39PCjKp3F8V379gqxxt78VY8y http://id.loc.gov/authorities/names/n2009063257 Pollard, Stephen K. has work: NAFTA stock markets (Text) https://id.oclc.org/worldcat/entity/E39PCFKqcxQdBcBTp6yK68yRgC https://id.oclc.org/worldcat/ontology/hasWork Print version: Canarella, Giorgio. NAFTA stock markets. New York : Nova Science Publishers, ©2010 9781608764983 (DLC) 2009039006 (OCoLC)441192734 Economic issues, problems and perspectives series. http://id.loc.gov/authorities/names/no2009172263 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=350342 Volltext
spellingShingle	Canarella, Giorgio NAFTA stock markets : dynamic return and volatility linkages / Economic issues, problems and perspectives series. NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; NAFTA STOCK MARKETS: DYNAMIC RETURN AND VOLATILITY LINKAGES; CONTENTS ; ABSTRACT ; INTRODUCTION; EXISTING EMPIRICAL ANALYSIS OF NAFTA STOCK MARKETS ; DATA AND DESCRIPTIVE STATISTICS ; COINTEGRATION ANALYSES ; 4.1. THE JOHANSEN MULTIVARIATE APPROACH ; 4.2. EMPIRICAL RESULTS; 4.3. RECURSIVE COINTEGRATION ANALYSIS ; 4.4. ROLLING COINTEGRATION ; 4.5. COINTEGRATION AND STRUCTURAL CHANGE ; 4.6. COINTEGRATION AND THRESHOLD EFFECTS; GENERALIZED IMPULSE-RESPONSE FUNCTIONS ; THE MULTIVARIATE GARCH: METHOD AND ECONOMETRICS. 6.1. ISSUES AND STYLIZED FACTS 6.2. ECONOMETRIC FRAMEWORK ; The Mean Model ; The Covariance Model ; THE MULTIVARIATE GARCH: ESTIMATION RESULTS ; CONCLUSION ; REFERENCES; INDEX. Stock exchanges North America. Stocks Rate of return. http://id.loc.gov/authorities/subjects/sh2001001976 Bourse Amérique du Nord. Actions (Titres de société) Taux de rendement. BUSINESS & ECONOMICS Investments & Securities. bisacsh Stock exchanges fast Stocks Rate of return fast
subject_GND	http://id.loc.gov/authorities/subjects/sh2001001976
title	NAFTA stock markets : dynamic return and volatility linkages /
title_auth	NAFTA stock markets : dynamic return and volatility linkages /
title_exact_search	NAFTA stock markets : dynamic return and volatility linkages /
title_full	NAFTA stock markets : dynamic return and volatility linkages / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard.
title_fullStr	NAFTA stock markets : dynamic return and volatility linkages / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard.
title_full_unstemmed	NAFTA stock markets : dynamic return and volatility linkages / Giorgio Canarella, Stephen M. Miller and Stephen K. Pollard.
title_short	NAFTA stock markets :
title_sort	nafta stock markets dynamic return and volatility linkages
title_sub	dynamic return and volatility linkages /
topic	Stock exchanges North America. Stocks Rate of return. http://id.loc.gov/authorities/subjects/sh2001001976 Bourse Amérique du Nord. Actions (Titres de société) Taux de rendement. BUSINESS & ECONOMICS Investments & Securities. bisacsh Stock exchanges fast Stocks Rate of return fast
topic_facet	Stock exchanges North America. Stocks Rate of return. Bourse Amérique du Nord. Actions (Titres de société) Taux de rendement. BUSINESS & ECONOMICS Investments & Securities. Stock exchanges Stocks Rate of return North America
url	https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=350342
work_keys_str_mv	AT canarellagiorgio naftastockmarketsdynamicreturnandvolatilitylinkages AT millerstephenm naftastockmarketsdynamicreturnandvolatilitylinkages AT pollardstephenk naftastockmarketsdynamicreturnandvolatilitylinkages

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