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Analyzing Economic Effects of Extreme Events using Debit and Payments System Data
Galbraith, John; Tkacz, Greg
Issue Date : 2011-11

Autoregression-Based Estimators for ARFIMA Models
Galbraith, John; Zinde-Walsh, Victoria
Issue Date : 2001-02

Calibration and Resolution Diagnostics for Bank of England Density Forecasts
Galbraith, John; van Norden, Simon
Issue Date : 2009-08

The Calibration of Probabilistic Economic Forecasts
Galbraith, John; van Norden, Simon
Issue Date : 2008-11

Circuit Breakers and the Tail Index of Equity Returns
Galbraith, John; Zernov, Serguei
Issue Date : 2002-06

Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data
Galbraith, John; Zernov, Serguei; Zinde-Walsh, Victoria
Issue Date : 2001-11

Content Horizons for Forecasts of Economic Time Series
Galbraith, John
Issue Date : 1999-04

Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles
Galbraith, John; Hodgson, Douglas James
Issue Date : 2009-09

Exchange rates and commodity prices: measuring causality at multiple horizons
Zhang , Hui Jun; Dufour, Jean-Marie; Galbraith, John
Issue Date : 2013-10

Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
Zhu, Dongming; Galbraith, John
Issue Date : 2009-05

Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model
Cheung, Liam; Galbraith, John
Issue Date : 2013-07

Forecasting Some Low-Predictability Time Series Using Diffusion Indices
Brisson, Marc; Campbell, Bryan; Galbraith, John
Issue Date : 2001-07

A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Zhu, Dongming; Galbraith, John
Issue Date : 2009-04

Information Content of Volatility Forecasts at Medium-term Horizons
Galbraith, John; Kisinbay, Turgut
Issue Date : 2002-02

A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data
Galbraith, John; Tkacz, Greg
Issue Date : 2009-05

Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases
Galbraith, John; Tkacz, Greg
Issue Date : 2013-08

Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes
Galbraith, John; Zinde-Walsh, Victoria
Issue Date : 2011-09

Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations
Galbraith, John; Zinde-Walsh, Victoria
Issue Date : 2001-02

The Robustness of Economic Activity to Destructive Events
Galbraith, John
Issue Date : 2009-05

A test of singularity for distribution functions
Zinde-Walsh, Victoria; Galbraith, John
Issue Date : 2011-01

Showing results 1 to 20 of 20

 

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