Items where Subject is "14 ECONOMICS > 1403 Econometrics > 140305 Time-Series Analysis"

Article

Beg, A.B.M. Rabiul Alam, and Anwar, Sajid (2012) Sources of volatility persistence: a case study of the U.K. pound/U.S. dollar exchange rate returns. North American Journal of Economics and Finance, 23 (2). pp. 165-184.

Sabiruzzaman, Md., Huq, Md. Monimul, Beg, Rabiul Alam, and Anwar, Sajid (2010) Modeling and forecasting trading volume index: GARCH versus TGARCH approach. Quarterly Review of Economics and Finance, 50 (2). pp. 141-145.

Beg, Rabiul, and Anwar, Sajid Detecting volatility persistence in GARCH models in the presence of the leverage effect. Quantitative Finance, i-First . pp. 1-9. (In Press)

Conference Item

Chaiechi, Taha (2012) Responsiveness and the resilience of Queensland economy to climatic disasters: through a Post-Keynesian lens. Proceedings of the Asian Conference on Sustainability, Energy & the Environment ACSEE 2012 Asian Conference on Sustainability, Energy & the Environment. , 3 - 6 May 2012, Osaka, Japan.

Chaiechi, Taha (2011) A Post-Keynesian analysis of carbon emission shocks and economic development: case studies of China, Japan and Australia. Proceedings of the SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research SIBR-Thammasat 2011 Conference on Interdiscipinary Business and Economics Research. , 16-18 June 2011, Bangkok, Thailand.

Chaiechi, Taha (2009) Empirical analysis of a post-Keynesian macroeconomic model of financial development. Proceedings of the 11th Path to Full Employment / 16th National Unemployment Conference 11th Path to Full Employment / 16th National Unemployment Conference. , 3-4 December 2009, Newcastle, NSW, Australia.

Chaiechi, Taha (2008) Financial development and Post Keynesian economic growth: advancing theoretical and empirical grounds. Proceedings of the 10th Annual Conference of the Association for Heterodox Economics 10th Annual Conference of the Association for Heterodox Economics. , 4-6 July 2008, Cambridge, UK.

Chaiechi, Taha (2007) Financial market development and economic growth in Hong Kong: a Post-Keynesian approach. CMFS 2007 Conference: Post-Keynesian Economic Policies Post-Keynesian Economic Policies. , 30 November & 1 December 2007, Dijon, France.

Chaiechi, Taha, Juniper, James, and Mitchell, Bill (2006) Dynamic investment and financial development, application of Kaleckian, Post-Keynesian model. The Constraints to Full Employment Conference (2006) Papers The Constraints to Full Employment Conference. , 7-8 December 2006, Newcastle, NSW.

Beg, Rabi (2004) Modeling & testing for volatility of the monthly rate of return on the US($)/AUS($) exchange rate. Proceedings of ASBBS 7th International Conference ASBBS 7th International Conference. , 6 - 7 August 2004, Cairns, QLD, Australia.