//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"cat"
~type_genre:"Article in journal"
~person:"McAleer, Michael"
~person:"Chevallier, Julien"
~isPartOf:"Journal of forecasting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
9
Prognoseverfahren
9
Risikomaß
4
Risk measure
4
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Basel Accord
3
Basler Akkord
3
Portfolio selection
3
Portfolio-Management
3
Mustererkennung
2
Pattern recognition
2
Aktienmarkt
1
Algorithm
1
Algorithmus
1
Artificial intelligence
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Erdöl
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Greenhouse gas emissions
1
Kapitaleinkommen
1
Kleinste-Quadrate-Methode
1
Künstliche Intelligenz
1
Least squares method
1
Multi-criteria analysis
1
Multikriterielle Entscheidungsanalyse
1
Oil price
1
Petroleum
1
Robust statistics
1
Robustes Verfahren
1
Rohstoffderivat
1
Share price
1
Stock market
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Valencian
Author
All
McAleer, Michael
Chevallier, Julien
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Marcellino, Massimiliano
8
Clements, Michael P.
7
García-Ferrer, Antonio
7
Chan, Ngai Hang
6
Mills, Terence C.
6
Peel, David
6
So, Mike Ka-pui
6
Taylor, James W.
6
Tsay, Ruey S.
6
Wang, Yudong
6
Brooks, Chris
5
Chan, Wai-Sum
5
Gil-Alaña, Luis A.
5
Granger, C. W. J.
5
Hall, Stephen G.
5
Kunst, Robert M.
5
Lee, Jack C.
5
Mazzi, Gian Luigi
5
O'Hare, Colin
5
Pierdzioch, Christian
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Bikker, Jacob A.
4
Cepni, Oguzhan
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
Kapetanios, George
4
Karathanasopoulos, Andreas
4
more ...
less ...
Published in...
All
Journal of forecasting
Journal of economic surveys
27
Energy economics
25
Journal of risk and financial management : JRFM
24
Journal of econometrics
21
Econometric reviews
20
Annals of financial economics
16
Applied economics
15
Economic modelling
11
International review of economics & finance : IREF
10
Applied economics letters
7
Econometrics : open access journal
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Finance research letters
6
International journal of forecasting
6
Research in international business and finance
6
Applied financial economics
5
Computational economics
5
Economics letters
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
4
Managerial finance
4
The energy journal
4
Tourism management : research, policies, practice
4
International review of financial analysis
3
Journal of applied econometrics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Annals of finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Structural change and economic dynamics : SC+ED
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
Saved in:
2
An evolutionary cost-sensitive support vector machine for carbon price trend forecasting
Zhu, Bangzhu
;
Zhang, Jingyi
;
Wan, Chunzhuo
;
Chevallier, …
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 741-755
Persistent link: https://www.econbiz.de/10014292805
Saved in:
3
Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels
Zhu, Bangzhu
;
Ye, Shunxin
;
Wang, Ping
;
Chevallier, Julien
; …
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
Saved in:
4
An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Zhu, Bangzhu
;
Shi, Xuetao
;
Chevallier, Julien
;
Wang, Ping
; …
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 633-651
Persistent link: https://www.econbiz.de/10011610095
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->