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Статті в журналах з теми "Stocks Prices Australia Econometric models"
Akbulaev, Nurkhodzha, Basti Aliyeva, and Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange." Pénzügyi Szemle = Public Finance Quarterly 66, no. 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Повний текст джерелаZhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu, and Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices." Advanced Materials Research 518-523 (May 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.
Повний текст джерелаShi, Chao, and Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting." Axioms 8, no. 4 (October 18, 2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Повний текст джерелаNautiyal, Neeraj, and P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange." Global Business Review 19, no. 3 (March 14, 2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.
Повний текст джерелаMa, Le, Richard Reed, and Jian Liang. "Separating owner-occupier and investor demands for housing in the Australian states." Journal of Property Investment & Finance 37, no. 2 (March 4, 2019): 215–32. http://dx.doi.org/10.1108/jpif-07-2018-0045.
Повний текст джерелаKhoa, Bui Thanh, and Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 6 (December 1, 2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Повний текст джерелаMISSAOUI, Sahbi, and Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach." Accounting and Finance Research 10, no. 2 (April 7, 2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.
Повний текст джерелаGhosh, Papiya, and Brishti Guha. "THE STUDY OF RELATIONSHIP BETWEEN TOBIN’S Q AND US STOCK PERFORMANCE OF SELECTED FIRMS." International Journal of Advanced Economics 1, no. 2 (June 22, 2020): 85–94. http://dx.doi.org/10.51594/ijae.v1i2.56.
Повний текст джерелаRahman, Matiur, and Muhammad Mustafa. "Dynamics of Tobin’s Q and US Stock Performance." International Review of Business and Economics 2, no. 2 (2018): 52–68. http://dx.doi.org/10.56902/irbe.2018.2.2.3.
Повний текст джерелаReichert, Bianca, and Adriano Mendonça Souza. "Can the Heston Model Forecast Energy Generation? A Systematic Literature Review." International Journal of Energy Economics and Policy 12, no. 1 (January 19, 2022): 289–95. http://dx.doi.org/10.32479/ijeep.11975.
Повний текст джерелаДисертації з теми "Stocks Prices Australia Econometric models"
Eadie, 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 джерелаYang, 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 джерелаOliveira, Lima Jorge Claudio Cavalcante de. "Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38164.
Повний текст джерелаOther possible explanations for the occurrence of long term persistence are also pursued such as the Regime Switching modelisation proposed first by Hamilton and Susnel (1994) with the SWARCH approach. Results show that this approach can bring another possible explanation for persistence, specially in economies like Brazil that, have very different regimes for the period covered in this study.
Limkriangkrai, Manapon. "An empirical investigation of asset-pricing models in Australia." University of Western Australia. Faculty of Business, 2007. http://theses.library.uwa.edu.au/adt-WU2007.0197.
Повний текст джерелаMagliolo, Jacques. "The relevance and fairness of the JSE ALTX PRE-IPO share pricing methodologies." Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1018652.
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 джерелаKing, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets." Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Повний текст джерелаO'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 джерелаMnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Повний текст джерелаCasas, Villalba Isabel. "Statistical inference in continuous-time models with short-range and/or long-range dependence." University of Western Australia. School of Mathematics and Statistics, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0133.
Повний текст джерелаКниги з теми "Stocks Prices Australia Econometric models"
Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.
Знайти повний текст джерелаGuidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Знайти повний текст джерелаWeil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.
Знайти повний текст джерелаGrinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.
Знайти повний текст джерелаGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.
Знайти повний текст джерелаWright, Jonathan H. Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns. Washington, D.C: Federal Reserve Board, 2000.
Знайти повний текст джерелаSantos, Tano. Cash-flow risk, discount risk, and the value premium. Cambridge, Mass: National Bureau of Economic Research, 2005.
Знайти повний текст джерелаGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, Mass: National Bureau of Economic Research, 2004.
Знайти повний текст джерелаChan, Louis K. C. Momentum strategies. Cambridge, MA: National Bureau of Economic Research, 1995.
Знайти повний текст джерелаLin, Wen-Ling. Do bulls and bears move across borders?: International transmission of stock returns and volatility as the world turns. Cambridge, MA: National Bureau of Economic Research, 1991.
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