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Browsing by Author « Galbraith, John »
Showing results 1 to 20 of 20
| Analyzing Economic Effects of Extreme Events using Debit and Payments System Data | | Galbraith, John; Tkacz, Greg | | Issue Date : 2011-11 |
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| Autoregression-Based Estimators for ARFIMA Models | | Galbraith, John; Zinde-Walsh, Victoria | | Issue Date : 2001-02 |
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| Calibration and Resolution Diagnostics for Bank of England Density Forecasts | | Galbraith, John; van Norden, Simon | | Issue Date : 2009-08 |
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| The Calibration of Probabilistic Economic Forecasts | | Galbraith, John; van Norden, Simon | | Issue Date : 2008-11 |
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| Circuit Breakers and the Tail Index of Equity Returns | | Galbraith, John; Zernov, Serguei | | Issue Date : 2002-06 |
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| Conditional Quantiles of Volatility in Equity Index and Foreign Exchange Data | | Galbraith, John; Zernov, Serguei; Zinde-Walsh, Victoria | | Issue Date : 2001-11 |
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| Content Horizons for Forecasts of Economic Time Series | | Galbraith, John | | Issue Date : 1999-04 |
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| Dimension Reduction and Model Averaging for Estimation of Artists' Age-Valuation Profiles | | Galbraith, John; Hodgson, Douglas James | | Issue Date : 2009-09 |
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| Exchange rates and commodity prices: measuring causality at multiple horizons | | Zhang , Hui Jun; Dufour, Jean-Marie; Galbraith, John | | Issue Date : 2013-10 |
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| Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution | | Zhu, Dongming; Galbraith, John | | Issue Date : 2009-05 |
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| Forecasting financial volatility with combined QML and LAD-ARCH estimators of the GARCH model | | Cheung, Liam; Galbraith, John | | Issue Date : 2013-07 |
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| Forecasting Some Low-Predictability Time Series Using Diffusion Indices | | Brisson, Marc; Campbell, Bryan; Galbraith, John | | Issue Date : 2001-07 |
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| A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics | | Zhu, Dongming; Galbraith, John | | Issue Date : 2009-04 |
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| Information Content of Volatility Forecasts at Medium-term Horizons | | Galbraith, John; Kisinbay, Turgut | | Issue Date : 2002-02 |
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| A Note on Monitoring Daily Economic Activity Via Electronic Transaction Data | | Galbraith, John; Tkacz, Greg | | Issue Date : 2009-05 |
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| Nowcasting GDP: Electronic Payments, Data Vintages and the Timing of Data Releases | | Galbraith, John; Tkacz, Greg | | Issue Date : 2013-08 |
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| Partially Dimension-Reduced Regressions with Potentially Infinite-Dimensional Processes | | Galbraith, John; Zinde-Walsh, Victoria | | Issue Date : 2011-09 |
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| Properties of Estimates of Daily GARCH Parameters Basaed on Intra-Day Observations | | Galbraith, John; Zinde-Walsh, Victoria | | Issue Date : 2001-02 |
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| The Robustness of Economic Activity to Destructive Events | | Galbraith, John | | Issue Date : 2009-05 |
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| A test of singularity for distribution functions | | Zinde-Walsh, Victoria; Galbraith, John | | Issue Date : 2011-01 |
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Showing results 1 to 20 of 20
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