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~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Forecasting model
4
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4
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4
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4
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3
ARCH-Modell
3
Volatility
3
Volatilität
3
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McAleer, Michael
Fildes, Robert
35
Hyndman, Rob J.
35
Makridakis, Spyros G.
33
Peel, David
33
Franses, Philip Hans
32
Clements, Michael P.
30
Stekler, Herman O.
30
Goodwin, Paul
28
Kapetanios, George
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24
Lahiri, Kajal
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23
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21
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20
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19
Önkal, Dilek
19
Armstrong, Jon Scott
18
Koehler, Anne B.
18
Kumbhakar, Subal
18
Marcellino, Massimiliano
18
Spiliotis, Evangelos
18
Taylor, James W.
18
Gupta, Rangan
17
Hendry, David F.
17
Assimakopoulos, V.
16
Baltagi, Badi H.
16
Egger, Peter
16
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16
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16
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16
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16
Dijk, Dick van
15
Koopman, Siem Jan
15
Lambertini, Luca
15
Lawrence, Michael J.
15
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15
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Economics letters
International journal of forecasting
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Econometric reviews
20
Annals of financial economics
16
Applied economics
13
International review of economics & finance : IREF
9
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
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Econometrics : open access journal
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Journal of forecasting
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ECONIS (ZBW)
10
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date (oldest first)
1
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
Saved in:
2
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Economics letters
123
(
2014
)
3
,
pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
Saved in:
4
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
5
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
6
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
7
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
Saved in:
8
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
9
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
Saved in:
10
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
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