Narrow search
Showing 1 - 10 of 14
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
A note on aggregation, disaggregation and forecasting performance
Zellner, Arnold; Tobias, Justin L. - In: Journal of forecasting 19 (2000) 5, pp. 457-469
Persistent link: https://www.econbiz.de/10001515092
Cover Image
To combine or not to combine? : Issues of combining forecasts
Palm, Franz C. - In: Journal of forecasting 11 (1992) 8, pp. 687-701
Persistent link: https://www.econbiz.de/10001136561
Cover Image
A Note on Aggregation, Disaggregation and Forecasting Performance
Zellner, A.; Tobias, J. - In: Journal of forecasting 19 (2000) 5, pp. 457
Persistent link: https://www.econbiz.de/10006906114
Cover Image
Discussion: 'Time-series Analysis, Forecasting and Econometric Modelling: The Structural Econometric Modelling, Time-series Analysis (SEMTSA) Approach'
Zellner, A.; Espasa, A. - In: Journal of forecasting 13 (1994) 2, pp. 235-240
Persistent link: https://www.econbiz.de/10006948937
Cover Image
Time-series Analysis, Forecasting and Econometric Modelling: The Structural Econometric Modelling, Time-series Analysis (SEMTSA) Approach
Zellner, A. - In: Journal of forecasting 13 (1994) 2, pp. 215-234
Persistent link: https://www.econbiz.de/10006948938