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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Caporin, Massimiliano"
~person:"Demetrescu, Matei"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Volatility
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McAleer, Michael
Caporin, Massimiliano
Demetrescu, Matei
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Gallo, Giampiero M.
3
Ma, Feng
3
Taylor, James W.
3
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2
Catania, Leopoldo
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2
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Izzeldin, Marwan
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2
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2
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International journal of forecasting
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Macroeconomic forecasting in the era of big data : theory and practice
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(Structural) VAR models with ignored changes in mean and volatility
Demetrescu, Matei
;
Salish, Nazarii
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 840-854
Persistent link: https://www.econbiz.de/10014547211
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2
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
3
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:
4
Predictive regressions under asymmetric loss : factor augmentation and model selection
Demetrescu, Matei
;
Hacıoǧlu Hoke, Sinem
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 80-99
Persistent link: https://www.econbiz.de/10012300579
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