E-LIB Suche - Ergebnisse für: Tay, Anthony S.

1

The impact of transaction duration, volume and direction on..:

Tay, Anthony S. ; Ting, Christopher ; Kuen Tse, Yiu.
Quantitative Finance. 11 (2011) 3 - p. 447-457 , 2011

Link: https://doi.org/10.1080/..

2

Global regional sources of risk in equity markets: Evidence..:

Hashmi, Aamir R. ; Tay, Anthony S.
Journal of International Money and Finance. 26 (2007) 3 - p. 430-453 , 2007

Link: https://doi.org/10.1016/..

3

Non-fundamental expectations and economic fluctuations: Evi..:

Choy, Keen Meng ; Leong, Kenneth ; Tay, Anthony S.
Journal of Macroeconomics. 28 (2006) 2 - p. 446-460 , 2006

Link: https://doi.org/10.1016/..

4

Intraday stock prices, volume, and duration: a nonparametri..:

Tay, Anthony S. ; Ting, Christopher
Empirical Economics. 30 (2005) 4 - p. 827-842 , 2005

Link: https://doi.org/10.1007/..

5

Density forecasting: a survey:

Tay, Anthony S. ; Wallis, Kenneth F.
Journal of Forecasting. 19 (2000) 4 - p. 235-254 , 2000

Link: https://doi.org/10.1002/..

6

Multivariate Density Forecast Evaluation and Calibration in..:

Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S.
The Review of Economics and Statistics. 81 (1999) 4 - p. 661-673 , 1999

Link: https://www.jstor.org/st..

7

Real-time multivariate density forecast evaluation and cali..

monitoring the risk of high-frequency returns on foreign ex... NBER working paper series ; 6845

Diebold, Francis X. ; Hahn, Jinyong ; Tay, Anthony S. , 1998

Copies: Zentrale:Magazin bc 1286-6845

8

Evaluating Density Forecasts with Applications to Financial..:

Diebold, Francis X. ; Gunther, Todd A. ; Tay, Anthony S.
International Economic Review. 39 (1998) 4 - p. 863-883 , 1998

Link: https://www.jstor.org/st..

9

Real-Time Multivariate Density Forecast Evaluation and Cali..

NBER working paper series, no. w6845

Diebold, Francis X ; Hahn, Jinyong ; Tay, Anthony S , 1998

Link: https://www.nber.org/pap..

10

Evaluating Density Forecasts of Inflation: The Survey of Pr..

NBER working paper series, no. w6228

Diebold, Francis X ; Tay, Anthony S ; Wallis, Kenneth F , 1997

Link: https://www.nber.org/pap..

11

Evaluating Density Forecasts

NBER technical working paper series, no. t0215

Diebold, Francis X ; Gunther, Todd A ; Tay, Anthony S , 1997

Link: https://www.nber.org/pap..

12

The role of macroeconomic and policy uncertainty in density..:

LI, You ; TAY, Anthony S
https://ink.library.smu.edu.sg/soe_research/2416. , 2021

Link: https://ink.library.smu...

13

The role of macroeconomic, policy, and forecaster uncertain..:

LI, You ; TAY, Anthony S
https://ink.library.smu.edu.sg/soe_research/2134. , 2017

Link: https://ink.library.smu...

14

The impact of transaction duration, volume and direction on..:

TAY, Anthony S ; TING, Christopher ; TSE, Yiu Kuen.
https://ink.library.smu.edu.sg/soe_research/1381. , 2011

Link: https://ink.library.smu...

15

The Impact of Transaction Duration, Volume and Direction on..:

Tay, Anthony S ; Ting, Christopher ; Tse, Yiu Kuen.
https://digitalcommons.chapman.edu/business_articles/118. , 2010

Link: https://digitalcommons.c..