//--> //--> //--> //-->
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
~person:"McAleer, Michael"
~subject:"Forecasting model"
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: economics
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
108
Volatilität
96
Theorie
73
Theory
73
ARCH-Modell
69
ARCH model
68
Estimation theory
58
Schätztheorie
58
Eigenfactor
56
Welt
54
World
54
Zeitreihenanalyse
54
Estimation
53
Schätzung
52
Time series analysis
52
Research assessment measures
49
Prognoseverfahren
46
USA
46
United States
46
STAR
40
Article Influence
37
C3PO
37
PI-BETA
37
Bibliometrie
36
Portfolio selection
36
Portfolio-Management
36
Risikomaß
36
Bibliometrics
35
IFI
35
Risk measure
35
h-index
35
Capital market returns
31
Kapitalmarktrendite
31
Spillover effect
31
Spillover-Effekt
31
Risk management
25
Stochastic process
25
Stochastischer Prozess
25
Börsenkurs
24
more ...
less ...
Online availability
All
Free
25
Undetermined
2
Type of publication
All
Book / Working Paper
39
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
39
Graue Literatur
39
Non-commercial literature
39
Working Paper
39
Article in journal
5
Aufsatz in Zeitschrift
5
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
45
Author
All
McAleer, Michael
Gupta, Rangan
163
Timmermann, Allan
74
Pierdzioch, Christian
60
Franses, Philip Hans
52
Ma, Feng
45
Rossi, Barbara
44
Swanson, Norman R.
44
Baghestani, Hamid
43
Marcellino, Massimiliano
39
Ravazzolo, Francesco
38
Hendry, David F.
35
Kim, Hyeongwoo
35
Clements, Michael P.
34
Diebold, Francis X.
34
Balcilar, Mehmet
31
Pesaran, M. Hashem
31
Lahiri, Kajal
30
Koop, Gary
27
Kunst, Robert M.
26
Granger, C. W. J.
25
McMillan, David G.
25
Ruelke, Jan-Christoph
25
Salisu, Afees A.
24
Wohar, Mark E.
24
Giannone, Domenico
23
Miller, Stephen M.
23
Wang, Yudong
23
Zhang, Yaojie
22
Clark, Todd E.
21
Giacomini, Raffaella
21
Huber, Florian
21
Mitchell, James
21
Sekhposyan, Tatevik
21
Casarin, Roberto
20
Croux, Christophe
20
Kapetanios, George
20
Bollerslev, Tim
19
Elliott, Graham
19
Irwin, Scott H.
19
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
7
University of Canterbury / Dept. of Economics
1
Published in...
All
Working paper
26
Econometric Institute research papers
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
International review of economics & finance : IREF
2
Annals of financial economics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economics of tourism and sustainable development
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
4
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
5
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang
;
Gao, Rui
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011485285
Saved in:
6
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
10
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->