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~isPartOf:"Journal of forecasting"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"Serletis, Apostolos"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Forecasting model
5
Prognoseverfahren
5
Risikomaß
4
Risk measure
4
Basel Accord
3
Basler Akkord
3
Portfolio selection
3
Portfolio-Management
3
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McAleer, Michael
Phillips, Peter C. B.
Serletis, Apostolos
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Hall, Stephen G.
8
Marcellino, Massimiliano
8
Clements, Michael P.
7
García-Ferrer, Antonio
7
Wang, Yudong
7
Chan, Ngai Hang
6
Mills, Terence C.
6
Peel, David
6
So, Mike Ka-pui
6
Tavlas, George S.
6
Taylor, James W.
6
Tsay, Ruey S.
6
Brooks, Chris
5
Chan, Wai-Sum
5
Gil-Alaña, Luis A.
5
Granger, C. W. J.
5
Kunst, Robert M.
5
Lee, Jack C.
5
Mazzi, Gian Luigi
5
O'Hare, Colin
5
Pierdzioch, Christian
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Bikker, Jacob A.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Crespo Cuaresma, Jesús
4
Dua, Pami
4
Ferrara, Laurent
4
Fukuda, Kosei
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
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Journal of forecasting
Journal of econometrics
94
Econometric theory
73
Econometric reviews
38
Macroeconomic dynamics
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of economic surveys
28
Energy economics
23
Journal of risk and financial management : JRFM
21
Journal of macroeconomics
20
Applied economics
19
Economics letters
18
Open economies review
17
Annals of financial economics
16
The econometrics journal
14
Journal of applied econometrics
13
Applied financial economics
12
Econometrics : open access journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
The energy journal
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
International economic review
8
Economia internazionale
7
Risks : open access journal
7
International journal of forecasting
6
Journal of money, credit and banking : JMCB
6
New Zealand economic papers
6
Oxford bulletin of economics and statistics
6
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of banking & finance
5
Journal of economic studies
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The review of economic studies
5
Tourism economics : the business and finance of tourism and recreation
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Journal of economic dynamics & control
4
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ECONIS (ZBW)
5
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5
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5
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1
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:
2
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
3
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:
4
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:
5
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
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