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isPartOf:"The European journal of finance"
subject:"Forecasting model"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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Forecasting model
Estimation
26
Schätzung
26
Volatility
13
Volatilität
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ARCH model
9
ARCH-Modell
9
Prognoseverfahren
9
Welt
8
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Internationaler Tourismus
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Thailand
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McAleer, Michael
McCracken, Michael W.
5
Chang, Chia-Lin
3
Kapetanios, George
3
Neely, Christopher J.
3
Raunig, Burkhard
3
Allen, David E.
2
Amburgey, Aaron
2
Clark, Todd E.
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Dunis, Christian
2
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Franses, Philip Hans
2
Guidolin, Massimo
2
Guo, Hui
2
Gupta, Rangan
2
Laws, Jason
2
McMillan, David G.
2
Panopulu, Aikaterinē
2
Pierdzioch, Christian
2
Raaij, Gabriela de
2
Scharth, Marcel
2
Sherris, Michael
2
Skiadopoulos, George
2
Thornton, Daniel L.
2
Ungolo, Francesco
2
Zhou, Yuxin
2
Österholm, Pär
2
Ajevskis, Viktors
1
Andonova, Danica Unevska
1
Asai, Manabu
1
Asai, Manuabu
1
Attanasio, Orazio P.
1
Barrio Castro, Tomás del
1
Bell, Adrian R.
1
Białkowski, Je̜drzej
1
Binner, Jane M.
1
Blazsek, Szabolcs
1
Brooks, Chris
1
Cao, Jia
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Caporin, Massimiliano
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University of Canterbury / Dept. of Economics and Finance
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The European journal of finance
Working paper
Econometric Institute research papers
11
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5
International journal of forecasting
2
International review of economics & finance : IREF
1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
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School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
9
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1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
6
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
9
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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