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~language:"eng"
~language:"cat"
~type_genre:"Article in journal"
~person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
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Forecasting model
3
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McAleer, Michael
Fildes, Robert
35
Makridakis, Spyros G.
33
Hyndman, Rob J.
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Clements, Michael P.
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Goodwin, Paul
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Stekler, Herman O.
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Dijk, Dick van
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International journal of forecasting
Journal of economic surveys
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Journal of risk and financial management : JRFM
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Econometric reviews
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16
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International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
3
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
4
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
5
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
6
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
Saved in:
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