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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Clements, Michael P."
~person:"Moser, Gabriel"
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Search: subject_exact:"Prognosemethode"
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Forecasting model
29
Prognoseverfahren
29
Time series analysis
10
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10
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10
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9
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McAleer, Michael
Clements, Michael P.
Moser, Gabriel
McCracken, Michael W.
30
Clark, Todd E.
14
Kapetanios, George
12
Owyang, Michael T.
9
Bastianin, Andrea
8
Guidolin, Massimo
8
Manera, Matteo
8
Guo, Hui
7
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Galeotti, Marzio
6
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5
Lebrun, Igor
5
Neely, Christopher J.
5
Sherris, Michael
5
Thornton, Daniel L.
5
Blazsek, Szabolcs
4
Dobbelaere, Ludovic
4
Dueker, Michael
4
Marcellino, Massimiliano
4
Pérez Amaral, Teodosio
4
Schneider, Martin
4
Valente, Giorgio
4
Villegas, Andrés M.
4
Österholm, Pär
4
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3
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3
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3
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3
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3
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3
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3
Nielsen, Jens Perch
3
Piger, Jeremy Max
3
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University of Canterbury / Dept. of Economics and Finance
7
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Working paper
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33
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31
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16
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13
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12
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9
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6
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5
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1
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ICMA Centre, Henley Business School Discussion Paper April 2017
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ECONIS (ZBW)
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1
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:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
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:
4
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
5
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:
6
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
7
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
8
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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