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subject:"Prognoseverfahren"
subject:"Schätztheorie"
~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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Prognoseverfahren
Schätztheorie
Theorie
25
Theory
25
ARCH model
11
ARCH-Modell
11
Time series analysis
10
Volatility
10
Volatilität
10
Zeitreihenanalyse
10
Forecasting model
5
Modellierung
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Nichtparametrisches Verfahren
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Oil price
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2
Portfolio-Management
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Robust statistics
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Robustes Verfahren
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USA
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Working Paper
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English
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McAleer, Michael
Makridakis, Spyros G.
20
Hyndman, Rob J.
14
McCracken, Michael W.
14
Marcellino, Massimiliano
11
Armstrong, Jon Scott
10
Clements, Michael P.
10
Franses, Philip Hans
10
Assimakopoulos, V.
9
Spiliotis, Evangelos
9
Timmermann, Allan
9
Clark, Todd E.
8
Fildes, Robert
8
Koopman, Siem Jan
8
Önkal, Dilek
8
Hendry, David F.
7
Nielsen, Jens Perch
7
Ord, John Keith
7
Petropoulos, Fotios
7
Taylor, James W.
7
Athanasopoulos, George
6
Collopy, Frederick Lynch
6
Goodwin, Paul
6
Koehler, Anne B.
6
Escribano, Álvaro
5
Galvão, Ana Beatriz C.
5
Goude, Yannig
5
Harvey, Nigel
5
Kang, Yanfei
5
Kapetanios, George
5
Martin, Gael M.
5
O'Connor, Marcus J.
5
Reade, J. James
5
Ruiz, Esther
5
Snyder, Ralph D.
5
Thomakos, Dimitrios D.
5
Weron, Rafał
5
Willemain, Thomas R.
5
Zaman, Saeed
5
Carriero, Andrea
4
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University of Canterbury / Dept. of Economics and Finance
1
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International journal of forecasting
Working paper
Working papers in quantitative economics and econometrics
5
Discussion paper / Institute of Social and Economic Research
4
Econometric Institute research papers
4
Discussion paper / Tinbergen Institute
3
Applied economics
2
Discussion papers / Institute of Social and Economic Research
2
Econometric reviews
2
Journal of applied econometrics
2
Journal of economic surveys
2
Journal of forecasting
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
2
Working papers in economics and econometrics
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric theory
1
Economics letters
1
International economic review
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The economic record : er
1
The review of economic studies
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
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ECONIS (ZBW)
5
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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
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:
3
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
4
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2010
Persistent link: https://www.econbiz.de/10008670049
Saved in:
5
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
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