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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Cipollini, Fabrizio"
~subject:"Capital market returns"
~subject:"Forecasting model"
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Capital market returns
Forecasting model
Volatility
4
Volatilität
4
ARCH model
3
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3
Capital income
3
Kapitaleinkommen
3
Prognoseverfahren
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Forecasting
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Portfolio allocation
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Portfolio-Management
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McAleer, Michael
Cipollini, Fabrizio
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Ma, Feng
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Taylor, James W.
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Rombouts, Jeroen V. K.
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International journal of forecasting
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
21
Working paper
13
Journal of econometrics
3
Econometric reviews
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Econometrics : open access journal
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International review of economics & finance : IREF
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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School of Accounting, Finance and Economics & FEMARC working paper series
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TI 2017-038/III Tinbergen Institute Discussion Paper
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Realized volatility forecasting : Robustness to measurement errors
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Otranto, Edoardo
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 44-57
Persistent link: https://www.econbiz.de/10012692572
Saved in:
2
A dynamic conditional approach to forecasting portfolio weights
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1111-1126
Persistent link: https://www.econbiz.de/10012794818
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
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