//--> //--> //-->
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"
~isPartOf:"Journal of forecasting"
~subject:"ARCH-Modell"
~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: subject_exact:"Prognosemethode"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Forecasting model
Prognoseverfahren
5
Risikomaß
4
Risk measure
4
Basel Accord
3
Basler Akkord
3
Portfolio selection
3
Portfolio-Management
3
ARCH model
2
Theorie
2
Theory
2
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Robust statistics
1
Robustes Verfahren
1
Welt
1
World
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
McAleer, Michael
Gupta, Rangan
15
Franses, Philip Hans
12
Clements, Michael P.
7
Hall, Stephen G.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
Chen, Cathy W. S.
6
Tavlas, George S.
6
Chan, Ngai Hang
5
García-Ferrer, Antonio
5
Kunst, Robert M.
5
O'Hare, Colin
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Gerlach, Richard
4
Granger, C. W. J.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Kouassi, Eugène
4
Kouretas, Georgios P.
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Peel, David
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
So, Mike Ka-pui
4
Taylor, Nicholas
4
Bessler, David A.
3
more ...
less ...
Published in...
All
Journal of forecasting
Econometric Institute research papers
33
Working paper
26
Discussion paper / Tinbergen Institute
13
School of Accounting, Finance and Economics & FEMARC working paper series
5
Journal of economic surveys
4
International journal of forecasting
3
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Discussion paper / Institute of Social and Economic Research
1
Econometric reviews
1
Economics letters
1
International journal of hospitality management
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economics of tourism and sustainable development
1
The journal of futures markets
1
USC-INET Research Paper
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
2
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
3
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
4
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
5
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->