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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~person:"Lee, Jack C."
~person:"McAleer, Michael"
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Theorie
8
Theory
8
Forecasting model
7
Prognoseverfahren
7
Basel Accord
3
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3
Portfolio selection
3
Portfolio-Management
3
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3
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Lee, Jack C.
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
Hamori, Shigeyuki
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
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
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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
14
Journal of econometrics
14
Journal of economic surveys
13
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
8
Discussion paper / Center for Economic Research, Tilburg University
6
Discussion papers / Institute of Social and Economic Research
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
Econometric theory
4
Econometrics : open access journal
4
International review of economics & finance : IREF
4
KIER Working Papers
4
Risks : open access journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Papers in Economics
4
Annals of financial economics
3
Applied economics
3
Econometric Institute Research Papers
3
Economics letters
3
Energy economics
3
Journal of applied econometrics
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
Discussion paper
2
Documentos de Trabajo del ICAE
2
International journal of forecasting
2
Journal of time series econometrics
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
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ECONIS (ZBW)
10
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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
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:
3
Forecasting time-varying covariance with a robust Bayesian threshold model
Wu, Chih-chiang
;
Lee, Jack C.
- In:
Journal of forecasting
30
(
2011
)
5
,
pp. 451-468
Persistent link: https://www.econbiz.de/10009354721
Saved in:
4
On selecting a power transformation in time-series analysis
Chen, Cathy W. S.
- In:
Journal of forecasting
16
(
1997
)
5
,
pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
Saved in:
5
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:
6
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:
7
On estimation and prediction procedures for AR(1) models with power transformations
Lee, Jack C.
- In:
Journal of forecasting
12
(
1993
)
6
,
pp. 499-511
Persistent link: https://www.econbiz.de/10001146890
Saved in:
8
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:
9
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:
10
Technological forecasting with nonlinear models
Lee, Jack C.
- In:
Journal of forecasting
11
(
1992
)
3
,
pp. 195-206
Persistent link: https://www.econbiz.de/10001136588
Saved in:
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