//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~person:"Hamori, Shigeyuki"
~person:"McAleer, Michael"
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:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Forecasting model
4
Prognoseverfahren
4
Basel Accord
3
Basler Akkord
3
Estimation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
Japan
2
Yield curve
2
Zinsstruktur
2
1955-1992
1
Aktienmarkt
1
Bank
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Cash-in-Advance-Restriktion
1
Cash-in-advance constraint
1
Causality analysis
1
Cointegration
1
Correlation
1
Credit derivative
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Economic indicator
1
Eonia rate
1
Euribor rate
1
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Gold
1
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Hamori, Shigeyuki
McAleer, Michael
Franses, Philip Hans
8
Gupta, Rangan
7
Hall, Stephen G.
7
Brooks, Chris
6
Clements, Michael P.
6
García-Ferrer, Antonio
6
Satchell, Stephen
6
Caporale, Guglielmo Maria
5
Chan, Ngai Hang
5
Chen, Cathy W. S.
5
Kouretas, Georgios P.
5
MacDonald, Ronald
5
Mills, Terence C.
5
Peel, David
5
Power, David M.
5
Taylor, James W.
5
Brooks, Robert
4
Brännäs, Kurt
4
Dua, Pami
4
Dunis, Christian
4
Fabozzi, Frank J.
4
Faff, Robert W.
4
Granger, C. W. J.
4
Huang, Hung-hsi
4
Jiang, He
4
Karathanasopoulos, Andreas
4
Kunst, Robert M.
4
Lam, Kin
4
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Madura, Jeff
4
Morana, Claudio
4
Peña, Daniel
4
Pittis, Nikitas
4
Ravishanker, Nalini
4
Reeves, Jonathan J.
4
Smith, Jim Q.
4
So, Mike Ka-pui
4
more ...
less ...
Published in...
All
Applied financial economics
Journal of forecasting
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
40
Working paper
36
Working papers in economics and econometrics
27
Working papers in quantitative economics and econometrics
27
Econometric reviews
16
Journal of econometrics
14
Journal of economic surveys
13
Journal of risk and financial management : JRFM
11
Discussion paper / Institute of Social and Economic Research
10
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Institute of Social and Economic Research
6
Annals of financial economics
5
Applied economics
5
Economics letters
5
Risks : open access journal
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Applied economics letters
4
Discussion paper
4
Econometric theory
4
Econometrics : open access journal
4
Energy economics
4
International review of economics & finance : IREF
4
KIER Working Papers
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Papers in Economics
4
Econometric Institute Research Papers
3
Journal of Asian economics
3
Journal of applied econometrics
3
Kobe University economic review
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Documentos de Trabajo del ICAE
2
Economic modelling
2
International journal of forecasting
2
Journal of time series econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
3
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:
4
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
Saved in:
5
Testing for causality between the gold return and stock market performance : evidence for "gold investment in case of emergency"
Miyazaki, Takashi
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 27-40
Persistent link: https://www.econbiz.de/10009719044
Saved in:
6
Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
Saved in:
7
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:
8
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:
9
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
10
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->