Examination of the predictability of BDI and VIX : a threshold approach
Year of publication: |
2019
|
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Authors: | Bildirici, Melike ; Ersin, Özgür Ömer ; Onat, Işil Şahin |
Published in: |
International journal of transport economics : IJTE. - Pisa [u.a.] : Serra, ISSN 0391-8440, ZDB-ID 165281-3. - Vol. 46.2019, 3, p. 9-28
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Subject: | BDI | VIX | Volatility | GARCH | Threshold | TAR | Nonlinear time series | Economic indicator | Volatilität | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression | ARCH-Modell | ARCH model | Wirtschaftsindikator |
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