Items where Subject is "14 ECONOMICS > 1403 Econometrics > 140305 Time-Series Analysis"

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Number of items at this level: 12.

B

Beg, A.B.M. Rabiul Alam, and Anwar, Sajid (2012) Sources of volatility persistence: a case study of the U.K. pound/U.S. dollar exchange rate returns. North American Journal of Economics and Finance, 23 (2). pp. 165-184.

Beg, Rabi (2004) Modeling & testing for volatility of the monthly rate of return on the US($)/AUS($) exchange rate. In: Proceedings of ASBBS 7th International Conference, pp. 124-135. From: ASBBS 7th International Conference, 6 - 7 August 2004, Cairns, QLD, Australia.

Beg, Rabiul, and Anwar, Sajid Detecting volatility persistence in GARCH models in the presence of the leverage effect. Quantitative Finance, i-First. pp. 1-9. (In Press)

C

Chaiechi, Taha (2012) Responsiveness and the resilience of Queensland economy to climatic disasters: through a Post-Keynesian lens. In: Proceedings of the Asian Conference on Sustainability, Energy & the Environment, pp. 72-84. From: ACSEE 2012: Asian Conference on Sustainability, Energy & the Environment, 3-6 May 2012, Osaka, Japan.

Chaiechi, Taha (2011) A Post-Keynesian analysis of carbon emission shocks and economic development: case studies of China, Japan and Australia. In: Proceedings of the SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research, pp. 1-35. From: SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research, 16-18 June 2011, Bangkok, Thailand.

Chaiechi, Taha (2009) Empirical analysis of a post-Keynesian macroeconomic model of financial development. In: Proceedings of the 11th Path to Full Employment / 16th National Unemployment Conference. From: 11th Path to Full Employment / 16th National Unemployment Conference, 3-4 December 2009, Newcastle, NSW, Australia.

Chaiechi, Taha (2008) Financial development and Post Keynesian economic growth: advancing theoretical and empirical grounds. In: Proceedings of the 10th Annual Conference of the Association for Heterodox Economics, pp. 1-33. From: 10th Annual Conference of the Association for Heterodox Economics, 4-6 July 2008, Cambridge, UK.

Chaiechi, Taha (2007) Financial market development and economic growth in Hong Kong: a Post-Keynesian approach. In: CMFS 2007 Conference: Post-Keynesian Economic Policies, pp. 1-34. From: Post-Keynesian Economic Policies, 30 November & 1 December 2007, Dijon, France.

Chaiechi, Taha, Juniper, James, and Mitchell, Bill (2006) Dynamic investment and financial development, application of Kaleckian, Post-Keynesian model. In: The Constraints to Full Employment Conference (2006) Papers, pp. 69-82. From: The Constraints to Full Employment Conference, 7-8 December 2006, Newcastle, NSW.

Chaiechi, Taha, Pryce, Josephine, and Bhati, Abhishek Macroeconomic impacts of the tourism industry and the contemporaneous feedback effect: an Australian case study. Tourism Economics. (In Press)

J

Jarvis, Diane, Stoeckl, Natalie, and Chaiechi, Taha (2013) Applying econometric techniques to hydrological problems in a large basin: quantifying the rainfall–discharge relationship in the Burdekin, Queensland, Australia. Journal of Hydrology, 496. pp. 107-121.

S

Sabiruzzaman, Md., Huq, Md. Monimul , Beg, Rabiul Alam, and Anwar, Sajid (2010) Modeling and forecasting trading volume index: GARCH versus TGARCH approach. Quarterly Review of Economics and Finance, 50 (2). pp. 141-145.

This list was generated on Fri Apr 18 01:36:45 2014 EST.