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~subject:"Forecasting model"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Forecasting model
Volatility
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Estimation
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ARCH model
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Welt
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1264-1913
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1933-2007
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2000-2010
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McAleer, Michael
7
Caporin, Massimiliano
4
Asai, Manabu
1
Chang, Chia-Lin
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Franses, Philip Hans
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Oxley, Les
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
288
OECD
25
Federal Reserve Bank of St. Louis
23
European University Institute / Department of Law
16
Gottfried Wilhelm Leibniz Universität Hannover
10
Springer Fachmedien Wiesbaden
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Österreichisches Institut für Wirtschaftsforschung
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Rutgers University / Department of Economics
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
University of Strathclyde / Department of Economics
9
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Economics
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7
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
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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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Centre for Quantitative Economics & Computing
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Erasmus Research Institute of Management
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Institut für Höhere Studien
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Institut für Weltwirtschaft
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University of Cambridge / Department of Applied Economics
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Verlag Dr. Kovač
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Zakład Teorii Prognoz <Krakau>
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Birkbeck College / Department of Economics
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Europäische Kommission / Statistisches Amt
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Federal Reserve Bank of Cleveland
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Centre for International Research on Economic Tendency Surveys
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Stanford Institute for Economic Policy Research
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Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
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2010
Persistent link: https://www.econbiz.de/10008688841
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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
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
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4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
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5
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
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6
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
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7
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
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