The Warsaw Stock Exchange index WIG : modelling and forecasting

Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/19034

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DC Field	Value	Language
dc.creator	Wdowiński, Piotr	-
dc.creator	Zglinska-Pietrzak, Aneta	-
dc.date	2005	-
dc.date.accessioned	2013-10-16T07:02:29Z	-
dc.date.available	2013-10-16T07:02:29Z	-
dc.date.issued	2013-10-16	-
dc.identifier	http://hdl.handle.net/10419/19034	-
dc.identifier	ppn:503703001	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/xmlui/handle/10419/19034	-
dc.description	In this paper we have assessed an influence of the NYSE Stock Exchange indexes (DJIA and NASDAQ) and European Stock indexes (DAX and FTSE) on the Warsaw Stock Exchange index WIG within a framework of a GARCH model. By applying a procedure of checking predictive quality of econometric models as proposed by Fair and Shiller (1990), we have found that the NYSE market has relatively more power than European markets in explaining the WSE index WIG.	-
dc.language	eng	-
dc.relation	CESifo working papers 1570	-
dc.rights	http://www.econstor.eu/dspace/Nutzungsbedingungen	-
dc.subject	C5	-
dc.subject	C2	-
dc.subject	G1	-
dc.subject	C6	-
dc.subject	ddc:330	-
dc.subject	Warsaw Stock Exchange	-
dc.subject	stock index	-
dc.subject	GARCH model	-
dc.subject	forecasting	-
dc.subject	Aktienindex	-
dc.subject	Börsenkurs	-
dc.subject	Internationaler Preiszusammenhang	-
dc.subject	Prognoseverfahren	-
dc.subject	Schätzung	-
dc.subject	Polen	-
dc.subject	USA	-
dc.subject	EU-Staaten	-
dc.title	The Warsaw Stock Exchange index WIG : modelling and forecasting	-
dc.type	doc-type:workingPaper	-
Appears in Collections:	EconStor

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