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FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-19
Persistent link: https://www.econbiz.de/10008786338
Saved in:
2
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
3
Machine learning advances for time series forecasting
Masini, Ricardo P.
;
Medeiros, Marcelo C.
;
Mendes, Eduardo F.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
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4
Sherlock Holmes and the search for truth : a diagnostic tale
McAleer, Michael
- In:
Journal of economic surveys
8
(
1994
)
4
,
pp. 317-370
Persistent link: https://www.econbiz.de/10001175918
Saved in:
5
The ten commandments for ranking university quality
McAleer, Michael
- In:
Journal of economic surveys
19
(
2005
)
4
,
pp. 649-654
Persistent link: https://www.econbiz.de/10003065646
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6
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
Saved in:
7
Practical issues in cointegration analysis : special issue
Oxley, Les
(
contributor
);
McAleer, Michael
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001400853
Saved in:
8
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
9
Pricing of forward and futures contracts
Chow, Ying-foon
;
McAleer, Michael
;
Sequeira, John M.
- In:
Journal of economic surveys
14
(
2000
)
2
,
pp. 215-253
Persistent link: https://www.econbiz.de/10001466688
Saved in:
10
Econometric issues in macroeconomic models with generated regressors
Oxley, Les
- In:
Journal of economic surveys
7
(
1993
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10001143851
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