أعرض تسجيلة المادة بشكل مبسط

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


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أعرض تسجيلة المادة بشكل مبسط