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language:"nor"
subject:"Estimation"
~isPartOf:"International journal of forecasting"
~isPartOf:"The Korean economic review"
~language:"eng"
~language:"rus"
~person:"McAleer, Michael"
~source:"econis"
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Estimation
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3
ARCH model
2
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2
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Taiwan
2
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2
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McAleer, Michael
Koopman, Siem Jan
5
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2
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Chang, Chia-Lin
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International journal of forecasting
The Korean economic review
Econometric Institute research papers
38
Working paper
26
Discussion paper / Tinbergen Institute
18
Applied economics
4
Econometric reviews
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School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
3
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
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