//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Welt
Volatility
72
Volatilität
72
ARCH model
59
ARCH-Modell
59
Estimation
38
Schätzung
38
USA
38
United States
38
World
38
Prognoseverfahren
33
Time series analysis
30
Zeitreihenanalyse
30
Risikomaß
27
Risk measure
27
Capital market returns
26
Kapitalmarktrendite
26
Portfolio selection
25
Portfolio-Management
25
Spillover effect
25
Spillover-Effekt
25
Theorie
25
Theory
25
Bibliometrics
20
Bibliometrie
20
Taiwan
20
Modellierung
16
Scientific modelling
16
Spot market
16
Spotmarkt
16
Stochastic process
16
Stochastischer Prozess
16
Basel Accord
15
Basler Akkord
15
Commodity derivative
15
Rohstoffderivat
15
Börsenkurs
12
Fachzeitschrift
12
Financial crisis
12
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
67
Type of publication (narrower categories)
All
Arbeitspapier
67
Graue Literatur
67
Non-commercial literature
67
Working Paper
67
Language
All
English
Author
All
McAleer, Michael
Franses, Philip Hans
59
Chang, Chia-Lin
31
Legerstee, Rianne
13
Dijk, Dick van
12
Heij, Christiaan
12
Knapp, Sabine
12
Pérez Amaral, Teodosio
9
Chen, Chi-chung
7
Groenen, Patrick J. F.
7
Jiménez-Martín, Juan-Ángel
7
Oxley, Les
7
Caporin, Massimiliano
6
Paap, Richard
6
Asai, Manabu
5
Bijwaard, Govert
3
Bruijn, Bert de
3
Dekker, Rommert
3
Fok, Dennis
3
Jimenez-Martin, Juan-Angel
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Tang, Ju-Ting
3
Bhaghoe, Sailesh
2
Chan, Felix
2
Chen, Ping-yu
2
Groot, Bert de
2
Khamkaew, Thanchanok
2
Lambertides, Neophytos
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Ooft, Gavin
2
Pinçe, Çerağ
2
Savva, Christos S.
2
Tansuchat, Roengchai
2
Zopiatis, Anastasios
2
Acciaro, Michele
1
Allen, David E.
1
Baardwijk, Marjolein van
1
Baştürk, Nalan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
30
Working paper
28
Tinbergen Institute Discussion Paper
12
Journal of risk and financial management : JRFM
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Discussion paper / Institute of Social and Economic Research
1
Risks : open access journal
1
Sustainability
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
USC-INET Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
2
A multi-criteria financial and energy portfolio analysis of hedge fund strategies
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2018
Persistent link: https://www.econbiz.de/10011868783
Saved in:
3
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
4
Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
Saved in:
5
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
6
Joint and cross-border patents as proxies for international technology diffusion
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631778
Saved in:
7
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang
;
Gao, Rui
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011485285
Saved in:
8
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
9
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
10
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->