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subject:"Forecasting model"
~person:"McAleer, Michael"
~person:"Rossi, Barbara"
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Forecasting model
Estimation
196
Schätzung
190
Volatility
85
Volatilität
85
Prognoseverfahren
56
ARCH model
49
ARCH-Modell
49
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47
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47
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39
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39
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38
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37
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32
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32
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23
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21
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21
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20
Risk measure
20
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19
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19
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18
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17
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17
Economic forecast
16
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15
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15
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15
Rohstoffderivat
15
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14
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14
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English
56
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McAleer, Michael
Rossi, Barbara
Gupta, Rangan
88
Marcellino, Massimiliano
53
Pierdzioch, Christian
47
McMillan, David G.
40
Ma, Feng
33
Pesaran, M. Hashem
29
Clark, Todd E.
28
Diebold, Francis X.
28
Timmermann, Allan
28
Swanson, Norman R.
27
Zaremba, Adam
27
Schorfheide, Frank
26
Wang, Yudong
26
Kilian, Lutz
24
Siliverstovs, Boriss
24
Franses, Philip Hans
23
Huber, Florian
23
Zhang, Yaojie
23
Baumeister, Christiane
22
Bollerslev, Tim
22
Döpke, Jörg
22
Ghysels, Eric
22
Herwartz, Helmut
22
Härdle, Wolfgang
21
Ravazzolo, Francesco
21
Guidolin, Massimo
20
Narayan, Paresh Kumar
20
Schumacher, Christian
18
Zhou, Guofu
18
Balcilar, Mehmet
17
Cheung, Yin-Wong
17
Fritsche, Ulrich
17
Koop, Gary
17
Koopman, Siem Jan
17
Salisu, Afees A.
17
Wolters, Maik H.
17
Kim, Hyeongwoo
16
McCracken, Michael W.
16
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University of Canterbury / Dept. of Economics and Finance
1
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Econometric Institute research papers
11
Working paper
9
Discussion paper / Tinbergen Institute
5
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4
Barcelona GSE working paper series : working paper
3
International journal of forecasting
3
Discussion paper / Centre for Economic Policy Research
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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1
Economic Research Initiatives at Duke Working Paper
1
Handbook of economic forecasting ; Volume 2B
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
1
NBER International Seminar on Macroeconomics 2012
1
Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
56
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51
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
52
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
53
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:
54
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
55
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
56
Are exchange rates really Random walks? : Some evidence robust to parameter instability
Rossi, Barbara
- In:
Macroeconomic dynamics
10
(
2006
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10003258345
Saved in:
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