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~language:"eng"
~person:"McAleer, Michael"
~person:"Stekler, Herman O."
~subject:"Forecasting model"
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Forecasting model
Volatility
59
Volatilität
57
Prognoseverfahren
40
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Estimation
30
Theorie
30
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30
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29
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29
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26
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26
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Taiwan
22
Bibliometrics
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Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Stochastic process
16
Stochastischer Prozess
16
Spillover effect
15
Spillover-Effekt
15
Eigenfactor
14
Frühindikator
14
Leading indicator
14
Financial crisis
13
Finanzkrise
13
Basel Accord
12
C3PO
12
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18
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Book / Working Paper
30
Article
10
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29
Graue Literatur
29
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29
Working Paper
29
Article in journal
10
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10
Language
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English
Author
All
McAleer, Michael
Stekler, Herman O.
Gupta, Rangan
43
Rossi, Barbara
22
Croux, Christophe
18
Pierdzioch, Christian
18
Franses, Philip Hans
17
Giannone, Domenico
17
Timmermann, Allan
16
Marcellino, Massimiliano
15
Huber, Florian
13
Lahiri, Kajal
12
Cepni, Oguzhan
11
Döpke, Jörg
11
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Clark, Todd E.
10
Pettenuzzo, Davide
10
Sekhposyan, Tatevik
10
Dijk, Dick van
9
Dovern, Jonas
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Mitchell, James
9
Ravazzolo, Francesco
9
Balcilar, Mehmet
8
Chang, Chia-Lin
8
Clements, Michael P.
8
Fritsche, Ulrich
8
Koop, Gary
8
McCracken, Michael W.
8
Schumacher, Christian
8
Wolfers, Justin
8
Österholm, Pär
8
Ҫepni, Oğuzhan
8
Bratu, Mihaela
7
Garratt, Anthony
7
Guidolin, Massimo
7
Layton, Allan P.
7
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University of Canterbury / Dept. of Economics and Finance
6
University of Canterbury / Dept. of Economics
1
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Working paper
25
Econometric Institute research papers
2
Annals of financial economics
1
Applied financial economics
1
Business economics : the journal of the National Association for Business Economists
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of macroeconomics
1
New directions in management and economics
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
40
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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
5
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
6
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
7
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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