Дисертації з теми "Stock exchanges Australia Econometric models"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-18 дисертацій для дослідження на тему "Stock exchanges Australia Econometric models".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте дисертації для різних дисциплін та оформлюйте правильно вашу бібліографію.
O'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.
Повний текст джерелаEadie, Edward Norman. "Small resource stock share price behaviour and prediction." Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
Повний текст джерелаLi, Heng. "New econometrics models with applications." HKBU Institutional Repository, 2010. http://repository.hkbu.edu.hk/etd_ra/1165.
Повний текст джерелаHumpe, Andreas. "Macroeconomic variables and the stock market : an empirical comparison of the US and Japan." Thesis, St Andrews, 2008. http://hdl.handle.net/10023/464.
Повний текст джерелаMilunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Повний текст джерелаYoldas, Emre. "Essays on multivariate modeling in financial econometrics." Diss., [Riverside, Calif.] : University of California, Riverside, 2008. http://proquest.umi.com/pqdweb?index=0&did=1663051691&SrchMode=2&sid=2&Fmt=6&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1265225972&clientId=48051.
Повний текст джерелаIncludes abstract. Title from first page of PDF file (viewed February 3, 2009). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 135-137). Includes bibliographical references (leaves ). Also issued in print.
Yang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.
Повний текст джерелаChimhini, Joseline. "International portfolio diversification with special reference to emerging markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2001. https://ro.ecu.edu.au/theses/1076.
Повний текст джерелаStarkey, Randall Ashley. "Financial system development and economic growth in selected African countries: evidence from a panel cointegration analysis." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002713.
Повний текст джерелаTongo, Yanga. "Financial sector development and sectoral output growth evidence from South Africa." Thesis, Rhodes University, 2012. http://hdl.handle.net/10962/d1002739.
Повний текст джерелаAjagbe, Stephen Mayowa. "An analysis of the long run comovements between financial system development and mining production in South Africa." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002689.
Повний текст джерелаNyasha, Sheilla. "Financial development and economic growth : new evidence from six countries." Thesis, 2014. http://hdl.handle.net/10500/18576.
Повний текст джерелаEconomics
DCOM (Economics)
"Hybrid VAR, neural network, and evolutionary computation for predicting Asian Pacific market lead-lag dynamics." 2003. http://library.cuhk.edu.hk/record=b5891593.
Повний текст джерелаThesis (M.Phil.)--Chinese University of Hong Kong, 2003.
Includes bibliographical references.
Abstracts in English and Chinese.
Chapter 1 --- Introduction --- p.1
Chapter 1.1 --- Overview --- p.2
Chapter 1.2 --- Topics of this Study --- p.3
Chapter 1.3 --- Econometric Analysis --- p.3
Chapter 1.4 --- Computational Intelligence --- p.4
Chapter 1.4.1 --- Overview --- p.4
Chapter 1.4.2 --- Successful Cases of Applying CI in Time Series Analysis --- p.4
Chapter 2 --- Background --- p.6
Chapter 2.1 --- Market Descriptions --- p.6
Chapter 2.1.1 --- Overview of the Markets --- p.6
Chapter 2.2 --- VAR method --- p.10
Chapter 2.2.1 --- Introduction --- p.11
Chapter 2.2.2 --- Implementation of VAR by RATS --- p.12
Chapter 2.2.3 --- Impulse Response Functions --- p.12
Chapter 2.3 --- Neural Network --- p.14
Chapter 2.3.1 --- Introduction --- p.14
Chapter 2.3.2 --- Supervised vs Unsupervised learning --- p.15
Chapter 2.3.3 --- Back-Propagation network --- p.15
Chapter 2.4 --- Evolutionary Computation --- p.19
Chapter 2.4.1 --- Motivation of Employing Evolutionary Computation --- p.19
Chapter 2.4.2 --- Brief Description --- p.21
Chapter 2.4.3 --- Genetic Algorithm --- p.21
Chapter 3 --- Analysis of their Interdependence and SD --- p.23
Chapter 3.1 --- Interdependence of the Asian Indices --- p.23
Chapter 3.2 --- Forecasting Index Price with the Help of Neural Network --- p.26
Chapter 3.3 --- Interdependence of the Standard Deviations of the Stock Indices --- p.28
Chapter 3.4 --- Using the Neural Network to Make Forecasting of the Stan- dard Deviations --- p.29
Chapter 3.5 --- Summary --- p.33
Chapter 4 --- Forecasting Opening Prices --- p.34
Chapter 4.1 --- Step 1: Identificating of the Interdependence of the Opening Price on Different Stock Indices by VAR --- p.36
Chapter 4.2 --- Step 2: Using the Neural Network to Make Forecasting of the Opening Prices --- p.38
Chapter 4.3 --- Summary --- p.39
Chapter 5 --- Incorporating Correlated Markets --- p.41
Chapter 5.1 --- Overview of the Markets from the Prespectives of VAR --- p.43
Chapter 5.2 --- Investigation of the Correlations by VAR Method --- p.43
Chapter 5.3 --- Prediction of the Market by Neural Network --- p.46
Chapter 5.4 --- Hypothesis: the Correlations of the Markets Are Time-Dependent --- p.46
Chapter 5.5 --- Testing this Hypothesis with Predictions by Neural Network . --- p.48
Chapter 5.6 --- Summary --- p.51
Chapter 5.7 --- F-tests Results on Different Periods of HK Markets --- p.51
Chapter 6 --- Hybrid VAR-NN-EC System --- p.53
Chapter 6.1 --- Introduction --- p.53
Chapter 6.1.1 --- Overview of the Econometric Analysis of the Lead-Lag Relationship of Stock Markets --- p.54
Chapter 6.1.2 --- Previous Results of Employing the Stand-alone Neural Network --- p.55
Chapter 6.2 --- Working Mechanism of the Hybrid VAR-NN-EC --- p.56
Chapter 6.3 --- Comparing Results from the VAR-NN-EC System --- p.58
Chapter 6.4 --- Summary --- p.60
Chapter 7 --- Hybrid System for Dual-Listing Indices --- p.61
Chapter 7.1 --- Introduction --- p.61
Chapter 7.2 --- HSI vs HSLRI --- p.62
Chapter 7.2.1 --- HSI's Selection Criteria --- p.62
Chapter 7.2.2 --- Hang Seng London Reference Index --- p.63
Chapter 7.2.3 --- Motivation for the Study --- p.63
Chapter 7.3 --- Data Descriptions --- p.64
Chapter 7.4 --- Overviews of this Analysis System --- p.64
Chapter 7.5 --- Results from the Simplified AR-NN System --- p.65
Chapter 7.5.1 --- Regression Results --- p.66
Chapter 7.5.2 --- NN Results --- p.67
Chapter 7.6 --- Summary --- p.68
Chapter 8 --- Using EC for Selecting Stock Experts --- p.70
Chapter 8.1 --- Example of Evolutionary Computation --- p.71
Chapter 8.2 --- Comparison of Results from the VAR-NN-EC System --- p.72
Chapter 8.3 --- Summary --- p.73
Chapter 9 --- Conclusion --- p.74
Bibliography --- p.i
"Long run diversification potential in Asian stock markets: a test of cointegration." 1997. http://library.cuhk.edu.hk/record=b5889149.
Повний текст джерелаThesis (M.Phil.)--Chinese University of Hong Kong, 1997.
Includes bibliographical references (leaves 75-79).
ACKNOWLEDGMENTS --- p.i
ABSTRACT --- p.ii
LIST OF TABLES --- p.iii
LIST OF FIGURES --- p.iv
Chapter CHAPTER 1: --- INTRODUCTION --- p.1
Chapter CHAPTER 2: --- HISTORICAL BACKGROUND --- p.8
Chapter 2.1 --- Financial Liberalization in Nine Asian Countries --- p.8
Chapter 2.1.1 --- Hong Kong --- p.8
Chapter 2.1.2 --- Korea --- p.12
Chapter 2.1.3 --- "Indonesia, Malaysia, Singapore and Thailand - the ASEAN-4" --- p.15
Chapter 2.1.4 --- Taiwan --- p.18
Chapter 2.1.5 --- Japan --- p.19
Chapter 2.1.6 --- The Philippines --- p.20
Chapter 2.2 --- Stock Market Trend --- p.21
Chapter CHAPTER 3: --- LITERATURE REVIEW --- p.28
Chapter 3.1 --- Gain from International Diversification --- p.28
Chapter 3.2 --- International Transmission Effects --- p.30
Chapter 3.3 --- Integration of World Stock Markets --- p.31
Chapter CHAPTER 4: --- METHODOLOGY --- p.38
Chapter 4.1 --- Cointegration and Diversification --- p.38
Chapter 4.2 --- Testing for Cointegration --- p.45
Chapter CHAPTER 5: --- DATA --- p.50
Chapter 5.1 --- MSCI Index --- p.50
Chapter 5.2 --- Asian Funds --- p.51
Chapter CHAPTER 6: --- EMPIRICAL RESULTS --- p.52
Chapter 6.1 --- Unit Root Test --- p.52
Chapter 6.1.1 --- ADF and Phillips-Perron Unit Root Test --- p.52
Chapter 6.1.2 --- Unit Root Test with Structural Break --- p.55
Chapter 6.2 --- Cointegration Test on Stock Markets --- p.57
Chapter 6.2.1 --- Regional Factor Vs World Factor --- p.57
Chapter 6.2.2 --- Integration of the Asian Markets --- p.61
Chapter 6.3 --- Cointegration Test on the Asian Funds --- p.63
Chapter 6.3.1 --- Weekly Results --- p.65
Chapter 6.3.2 --- Monthly Results --- p.66
Chapter CHAPTER 7: --- CONCLUSIONS --- p.72
REFERENCES --- p.75
"Stock return volatility of emerging markets." 1998. http://library.cuhk.edu.hk/record=b5896256.
Повний текст джерелаThesis (M.B.A.)--Chinese University of Hong Kong, 1998.
Includes bibliographical references (leaves 54-55).
Acknowledgements --- p.i
Abstract --- p.iii
Table of Contents --- p.iv
List of Tables --- p.vi
List of Appendix --- p.vii
Chapter Chapter1 --- Introduction --- p.1
Chapter 1.1 --- Project Objective --- p.1
Chapter 1.2 --- Project Structure --- p.2
Chapter 1.3 --- Data --- p.3
Chapter Chapter 2 --- Emerging Markets´ؤ-An Overview --- p.5
Chapter 2.1 --- Latin America --- p.5
Argentina --- p.5
Brazil --- p.7
Chile --- p.7
Colombia --- p.8
Mexico --- p.8
Peru --- p.9
Venezuela --- p.9
Chapter 2.2 --- Eastern Europe --- p.10
Czech Republic --- p.10
Poland --- p.10
Slovakia --- p.11
Hungary --- p.11
Russia --- p.11
Chapter 2.3 --- Middle East --- p.12
Israel --- p.12
Jordan --- p.12
Chapter 2.4 --- Implication For Further Analysis --- p.13
Chapter Chapter 3 --- Analysis and Findings I: Descriptive Statistics Analysis --- p.14
Chapter 3.1 --- Objective of Descriptive Statistic Analysis --- p.14
Chapter 3.2 --- Findings --- p.16
Eastern Europe --- p.16
Latin America --- p.16
Middle East --- p.17
Chapter 3.3 --- Conclusion --- p.18
Chapter Chapter 4 --- Analysis and Findings II: Day-of-the- Week (Monday effect) Test --- p.19
Chapter 4.1 --- Objective --- p.19
Chapter 4.2 --- Literature Review --- p.19
Chapter 4.3 --- Methodology --- p.21
Chapter 4.4 --- Data --- p.23
Chapter 4.5 --- Analysis --- p.24
Chapter 4.6 --- Empirical findings --- p.25
Chapter I. --- The equality of return test --- p.25
Eastern Europe --- p.26
Latin America --- p.26
Middle East --- p.26
Overall --- p.27
Local currency versus US currency --- p.27
Chapter II. --- Comparison of Monday return with returns of other days within the week --- p.27
Chapter l. --- Without exchange rate effect --- p.28
Chapter 4.7 --- Monday effect一-an overview --- p.31
Comparison by region --- p.31
Eastern Europe --- p.31
Latin America --- p.31
Middle East --- p.32
The effect of exchange rate --- p.32
Chapter Chapter 5 --- Analysis And Findings III: Correlation Analysis --- p.33
Chapter 5.1 --- Literature Review --- p.33
Chapter 5.2 --- Objective --- p.35
Chapter 5.3 --- Methodology --- p.35
Chapter 5.4 --- Findings --- p.38
Chapter I --- Correlations Within Regions --- p.38
Eastern Europe --- p.33
Latin America --- p.40
Middle East --- p.42
Chapter II. --- Correlation Among Regions --- p.43
Eastern Europe vs. Latin America --- p.43
Latin America vs. Middle East --- p.44
Eastern Europe vs. Middle East --- p.45
Chapter III. --- Correlations with the United States --- p.46
US vs. Eastern Europe --- p.46
US vs. Latin America --- p.46
US vs. Middle East --- p.47
Chapter 5.5 --- Conclusion --- p.43
Chapter Chapter 6 --- Conclusions and Implications --- p.49
Implications on market integration --- p.52
BIBLIOGRAPHY --- p.54
APPENDIX --- p.56
Jin, Hua. "A comparative study of industry factors in emerging and developed stock markets." Master's thesis, 2005. http://hdl.handle.net/1885/146420.
Повний текст джерелаThurecht, Linc. "Models of the bid-ask spread and informed trading on the Australian Stock Exchange." Phd thesis, 2005. http://hdl.handle.net/1885/151181.
Повний текст джерела"Market effects of changes in the composition of the Hang Seng Index." 1998. http://library.cuhk.edu.hk/record=b5889419.
Повний текст джерелаThesis (M.B.A.)--Chinese University of Hong Kong, 1998.
Includes bibliographical references (leaf 52).
ABSTRACT --- p.ii
TABLE OF CONTENT --- p.iii
LIST OF ILLUSTRATIONS --- p.iv
LIST OF TABLES --- p.v
ACKNOWLEGEMENTS --- p.vi
Chapter
Chapter I. --- INTRODUCTION --- p.1
Chapter II. --- OBJECTIVES --- p.3
Chapter III. --- LITERATURE REVIEW --- p.4
Chapter IV. --- THE SAMPLE --- p.9
Chapter V. --- METHODOLOGY --- p.14
The Market Model --- p.15
Methods to Estimate the Excess Returns --- p.16
Chapter VI. --- RESULTS AND ANALYSIS --- p.19
Price Effects on Inclusion in HSI --- p.19
Price Effects on Exclusion from HSI --- p.33
Comparison between Inclusion and Exclusion --- p.41
Chapter VII. --- IMPLICATIONS --- p.42
Chapter VIII. --- CONCLUSION --- p.45
APPENDIX --- p.47
BIBLIOGRAPHY --- p.52