Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Sandra Stankiewicz"'
We investigate non-linearities in the stock return - trading volume relationship by using daily data for 16 European countries in an asymmetric vector autoregressive model. In this framework, we test for asymmetries and analyze the dynamic relationsh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::047f8ebed218ddf1ae855ad08782c594
http://www.uni-konstanz.de/FuF/wiwi/workingpaperseries/WP_24_Brueggemann-Glaser-Schaarschmidt-Stankiewicz_2014.pdf
http://www.uni-konstanz.de/FuF/wiwi/workingpaperseries/WP_24_Brueggemann-Glaser-Schaarschmidt-Stankiewicz_2014.pdf
Autor:
Fady Barsoum, Sandra Stankiewicz
For modelling mixed-frequency data with business cycle pattern we introduce the Markovswitching Mixed Data Sampling model with unrestricted lag polynomial (MS-U-MIDAS). Usually models of the MIDAS-class use lag polynomials of a specific function, whi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8d9189392bcdeccdeaad7c4a1c03c047
http://www.uni-konstanz.de/FuF/wiwi/workingpaperseries/WP_10-Stankiewicz-Barsoum_2013.pdf
http://www.uni-konstanz.de/FuF/wiwi/workingpaperseries/WP_10-Stankiewicz-Barsoum_2013.pdf
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bb475d54c2f82660c2ae444e35d46e3
https://doi.org/10.2139/ssrn.2336020
https://doi.org/10.2139/ssrn.2336020
