FrançaisEnglish

Érudit | Dépôt de documents >

Browsing by Author « Galbraith, John »

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  

Sort by: Order:

Results per page

Showing results 10 to 20 of 20
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 10 to 20 of 20

 

About Érudit | Subscriptions | RSS | Terms of Use | Contact us |

Consortium Érudit ©  2016