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person:"McAleer, Michael"
~isPartOf:"International journal of forecasting"
~person:"Gupta, Rangan"
~person:"Poon, Aubrey"
~subject:"Capital market returns"
~subject:"Forecasting model"
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Capital market returns
Forecasting model
Volatility
5
Volatilität
5
Prognoseverfahren
4
ARCH model
2
ARCH-Modell
2
Bayes-Statistik
2
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McAleer, Michael
Gupta, Rangan
Poon, Aubrey
Clements, Adam
4
Gallo, Giampiero M.
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Wang, Yudong
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International journal of forecasting
Department of Economics working paper series
32
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
21
Working paper
14
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
International review of economics & finance : IREF
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Journal of forecasting
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Finmap working paper
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
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ECONIS (ZBW)
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1
Forecasting stock market volatility with regime-switching GARCH-MIDAS : the role of geopolitical risks
Segnon, Mawuli
;
Gupta, Rangan
;
Wilfling, Bernd
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10014450235
Saved in:
2
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
3
Macroeconomic forecasting with large Bayesian VARs : global-local priors and the illusion of sparsity
Cross, Jamie
;
Hou, Chenghan
;
Poon, Aubrey
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 899-915
Persistent link: https://www.econbiz.de/10012497058
Saved in:
4
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:
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