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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~person:"Speight, Alan E. H."
~subject:"ARCH-Modell"
~subject:"Welt"
~type_genre:"Article in journal"
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ARCH-Modell
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9
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9
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6
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6
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McAleer, Michael
Speight, Alan E. H.
Ma, Feng
9
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Gupta, Rangan
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Salisu, Afees A.
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International review of economics & finance : IREF
Journal of forecasting
Annals of financial economics
4
Applied financial economics
4
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
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Tourism economics : the business and finance of tourism and recreation
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International journal of forecasting
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International journal of finance & economics : IJFE
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Journal of multinational financial management
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Journal of the Japanese and international economies : an international journal ; JJIE
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Journal of time series econometrics
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
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ECONIS (ZBW)
9
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9
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date (oldest first)
1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
3
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Saved in:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
5
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
6
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
7
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
8
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
9
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
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