//--> //--> //-->
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
~isPartOf:"International journal of forecasting"
~isPartOf:"Managerial finance"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Economic forecast
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Wirtschaftsprognose
2
1978-2008
1
Accounting
1
Article Influence
1
Asia
1
Asien
1
Bank
1
Basel Accord
1
Basler Akkord
1
Betriebliche Finanzwirtschaft
1
Börsenkurs
1
Capital income
1
Citation analysis
1
Co-volatility
1
Coercive citations
1
Commodity derivative
1
Commodity markets
1
Derivat
1
Derivative
1
Eigenfactor
1
Evaluating forecasts
1
Fixed-event forecasts
1
Forecasting
1
Frühindikator
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
McAleer, Michael
Fildes, Robert
35
Hyndman, Rob J.
35
Makridakis, Spyros G.
33
Clements, Michael P.
30
Goodwin, Paul
28
Stekler, Herman O.
28
Franses, Philip Hans
21
Nikolopoulos, Konstantinos
20
Önkal, Dilek
19
Armstrong, Jon Scott
18
Koehler, Anne B.
18
Spiliotis, Evangelos
18
Taylor, James W.
18
Lahiri, Kajal
17
Assimakopoulos, V.
16
Hendry, David F.
16
Ord, John Keith
16
Lawrence, Michael J.
15
Marcellino, Massimiliano
15
Petropoulos, Fotios
15
Ruiz, Esther
15
Athanasopoulos, George
14
Dijk, Dick van
14
Koopman, Siem Jan
14
Lewis-Beck, Michael S.
13
Pesaran, M. Hashem
13
Tao, Hong
12
Timmermann, Allan
12
Kapetanios, George
11
Pinson, Pierre
11
Sinclair, Tara M.
11
García-Ferrer, Antonio
10
González-Rivera, Gloria
10
Kolassa, Stephan
10
Kourentzes, Nikolaos
10
Proietti, Tommaso
10
Schuermann, Til
10
Taleb, Nassim Nicholas
10
Booth, Heather
9
Collopy, Frederick Lynch
9
more ...
less ...
Published in...
All
International journal of forecasting
Managerial finance
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
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Econometrics : open access journal
6
Applied financial economics
5
Journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Economics letters
4
Tourism management : research, policies, practice
4
Journal of applied econometrics
3
Finance research letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Bulletin of economic research
1
Computational economics
1
Economia : revista da ANPEC
1
Economic modelling
1
Economics of innovation and new technology
1
Economies : open access journal
1
International Journal of Financial Studies : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
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
Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting
Chang, Chia-Lin
;
McAleer, Michael
- In:
Managerial finance
42
(
2016
)
4
,
pp. 324-337
Persistent link: https://www.econbiz.de/10011508138
Saved in:
3
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:
4
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:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
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
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->