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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Cheng, Wai-yan"
~person:"McAleer, Michael"
~person:"Speight, Alan E. H."
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
9
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9
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6
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5
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5
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4
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Article in journal
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Cheng, Wai-yan
McAleer, Michael
Speight, Alan E. H.
Caporin, Massimiliano
3
Chen, Cathy W. S.
3
Engle, Robert F.
3
Horváth, Lajos
3
Ma, Feng
3
Mittnik, Stefan
3
Paolella, Marc S.
3
Pittis, Nikitas
3
So, Mike Ka-pui
3
Song, Yuping
3
Tang, Xiaolong
3
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Zhang, Yaojie
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Abraham, Bovas
2
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2
Balakrishna, N.
2
Brooks, Chris
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Chen, Yi-ting
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Fleming, Jeff
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Francq, Christian
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He, Mengxi
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Ji, Qiang
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Kirby, Chris
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Lin, Edward M. H.
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Maheu, John M.
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Olmo, Jose
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2
Ruiz, Esther
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Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
Applied financial economics
4
Econometrics : open access journal
4
Journal of economic surveys
4
Econometric reviews
3
Econometric theory
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Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of econometrics
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Journal of multinational financial management
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Journal of time series econometrics
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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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The Korean economic review
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
5
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:
6
Market risk management of banks : implications from the accuracy of value-at-risk forecasts
Wong, Michael C. S.
;
Cheng, Wai-yan
;
Wong, Clement Yuk-pang
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10001737010
Saved in:
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