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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~person:"McAleer, Michael"
~person:"Mills, Terence C."
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Theorie
9
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6
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4
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4
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3
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McAleer, Michael
Mills, Terence C.
Franses, Philip Hans
8
Gupta, Rangan
7
Hall, Stephen G.
7
Brooks, Chris
6
Clements, Michael P.
6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Applied financial economics
Journal of forecasting
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
40
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36
Working papers in economics and econometrics
27
Working papers in quantitative economics and econometrics
27
Journal of econometrics
15
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15
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14
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11
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10
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8
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4
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4
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4
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4
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3
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3
International journal of finance & economics : IJFE
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ECONIS (ZBW)
11
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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
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
Saved in:
9
Special issue on non-linear forecasting of financial time series
Mills, Terence C.
(
contributor
)
- In:
Journal of forecasting
15
(
1996
)
3
,
pp. 127-270
Persistent link: https://www.econbiz.de/10001198528
Saved in:
10
Testing cumulative prediction errors in event study methodology
Coutts, J. Andrew
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 107-115
Persistent link: https://www.econbiz.de/10001176717
Saved in:
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