We examine whether the information contained in social media (Twitter, Facebook, and Google blogs) and web search intensity (Google) influences financial markets. Using a multivariate system and focussing on Eurozone�s peripheral countries, the GIIPS (Greece, Ireland, Italy, Portugal, and Spain) as well as two of Eurozone�s core countries (France and the Nethelands), we show that soc…

Tahun Terbit

2014

Tahun Terbit

2014

Tahun Terbit

2014

This article develops a state space method for estimating the integrated variance under the existence of market microstructure noise (MMN). Our method is based on a state space representation of the noisecontaminated RV (NCRV), namely, the realized variance (RV) calculated with observed prices contaminated by MMNs. The main idea of our method is to filter out the bias component, which we call t…

Tahun Terbit

2009, 2016

Edisi

Cet. 4, Cet. 7

ISBN/ISSN

979-97333-5-9

Deskripsi Fisik

vii, 83p. : ill : 16 cm

No. Panggil

2X4.1 AGU

Tahun Terbit

2000

ISBN/ISSN

979-636-021-7

Deskripsi Fisik

vi, 135p.; 21 cm

No. Panggil

2X6.611 FAT m

Tahun Terbit

2008

ISBN/ISSN

978-979-27-2714-2

Deskripsi Fisik

xvi, 288p.; 23 cm

No. Panggil

658.4 PLE w

Tahun Terbit

2007

Deskripsi Fisik

viii, 213p.: illus; 21 cm

No. Panggil

371.9/RIA/a

Tahun Terbit

2009

ISBN/ISSN

979-514-000-0

Deskripsi Fisik

ix , 168 p.: ill.; 24 cm.

No. Panggil

371.27 SUD p