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Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Digital文書・図像類
Chang, Chia-Lin, Hsu, Hui-Kuang, McAleer, MichaelInstitute of Economic Research, Kyoto University2012-12KIER Discussion Paper839
Available onlineOther Libraries in Japan
  • Summary, etc....ariate models, BEKK-AGARCH and VARMA-AGARCH, in t...
  • Subject HeadingTourism Size effects Small-firm effects Financial performance Spillover effects MGARCH VARMA BEKK

Dynamic Conditional Correlations for Asymmetric Processes

Dynamic Conditional Correlations for Asymmetric Processes
Digital文書・図像類
Asai, Manabu, McAleer, MichaelInstitute of Economic Research, Kyoto University2010-12KIER Discussion Paper747
Available onlineOther Libraries in Japan
  • Summary, etc....the asymmetric BEKK model. The emp......and asymmetric BEKK models. Moreover, the empiric...
  • Subject Heading...GJR asymmetric BEKK heavy-tailed errors

Ten Things You Should Know About DCC

Ten Things You Should Know About DCC
Digital文書・図像類
Caporin, Massimiliano, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-03KIER Discussion Paper854
Available onlineOther Libraries in Japan
  • Summary, etc.... from diagonal BEKK in small systems; and DCC may...
  • Subject HeadingDCC BEKK GARCC Stated representation D...

Ten Things You Should Know About the Dynamic Conditional Correlation Representation

Ten Things You Should Know About the Dynamic Conditional Correlation Representation
Digital文書・図像類
Caporin, Massimiliano, McAleer, MichaelInstitute of Economic Research, Kyoto University2013-06KIER Discussion Paper870
Available onlineOther Libraries in Japan
  • Summary, etc.... from diagonal BEKK in small systems; and DCC may...
  • Subject HeadingDCC representation BEKK GARCC stated representation d...

A teacher's guide to Bakk'aatu̳gh ts'u̳hu̳niy : stories we live by : pbk

A teacher's guide to Bakk'aatu̳gh ts'u̳hu̳niy : stories we live by : pbk
Paper図書
Chad Thompson, Helen Frost ThompsonYukon Koyukuk School District1989
Other Libraries in Japan
  • Subject HeadingAttla, Catherine. Bekk'aatu̳gh ts'u̳hu̳ney Koyukon I...
  • Subject Heading (ID)Attla, Catherine. Bekk'aatu̳gh ts'u̳hu̳ney Koyukon I...

Die innere Verwaltung Badens unter Minister Bekk in der vormärzlichen Zeit

Die innere Verwaltung Badens unter Minister Bekk in der vormärzlichen Zeit
Paper図書
vorgelegt von Marietheres Scholtissek[s.n.]1959
Other Libraries in Japan
  • Subject HeadingBaden (Germany) -- Politics and government Bekk, Johann Baptist, 1797-1855
  • Subject Heading (ID)Baden (Germany) -- Politics and government Bekk, Johann Baptist, 1797-1855

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