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institution:"University of Canterbury / Dept. of Economics and Finance"
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Search: subject_exact:"Forecasting model"
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Forecasting model
7
Prognoseverfahren
7
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Modellierung
3
Scientific modelling
3
Analysis of variance
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2000-2010
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Capital income
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Cointegration
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Neuronale Netze
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Nichtlineare Regression
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Nonlinear regression
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Risikomaß
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Risk measure
1
Robust statistics
1
Robustes Verfahren
1
Schätzung
1
Statistical distribution
1
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1
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English
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McAleer, Michael
7
Caporin, Massimiliano
4
Asai, Manabu
1
Chang, Chia-Lin
1
Franses, Philip Hans
1
Medeiros, Marcelo C.
1
Oxley, Les
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
294
OECD
25
Federal Reserve Bank of St. Louis
23
European University Institute / Department of Law
16
Springer Fachmedien Wiesbaden
12
Gottfried Wilhelm Leibniz Universität Hannover
10
Österreichisches Institut für Wirtschaftsforschung
10
Rutgers University / Department of Economics
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
University of Strathclyde / Department of Economics
9
Christian-Albrechts-Universität zu Kiel
8
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8
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
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Ekonomiska forskningsinstitutet <Stockholm>
7
Federal Reserve System / Division of Research and Statistics
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IGI Global
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Konjunkturforschungsstelle <Zürich>
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6
Erasmus Research Institute of Management
6
Federal Reserve Bank of San Francisco
6
Institut für Höhere Studien
6
Institut für Weltwirtschaft
6
University of Cambridge / Department of Applied Economics
6
Verlag Dr. Kovač
6
Zakład Teorii Prognoz <Krakau>
6
Birkbeck College / Department of Economics
5
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5
Europäische Kommission / Statistisches Amt
5
Federal Reserve Bank of Cleveland
5
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4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Deutsche Gesellschaft für Operations-Research / Arbeitsgruppe Prognoseverfahren im Marketing
4
Econometrisch Instituut <Rotterdam>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
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4
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4
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4
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1
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
5
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
6
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
7
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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