//--> //--> //-->
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:"McAleer, Michael"
~person:"Morana, Claudio"
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
Forecasting model
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Theorie
4
Theory
4
ARCH model
3
ARCH-Modell
3
Basel Accord
3
Basler Akkord
3
Financial crisis
3
Finanzkrise
3
Risikomaß
3
Risk measure
3
Euro area
2
Eurozone
2
Risikoprämie
2
Risk premium
2
Subprime financial crisis
2
Subprime-Krise
2
USA
2
United States
2
Volatility
2
Volatilität
2
Welt
2
World
2
1969-2001
1
1980-2007
1
Aktienmarkt
1
Capital income
1
Currency crisis
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Euro
1
Exchange rate
1
Financial services
1
Finanzdienstleistung
1
Geldpolitik
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
McAleer, Michael
Morana, Claudio
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
Lee, Jack C.
4
Lien, Da-hsiang Donald
4
Madura, Jeff
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
37
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
University of Milan Bicocca Department of Economics, Management and Statistics Working Paper
6
Econometrics : open access journal
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Applied economics
4
Applied economics letters
4
Econometric theory
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
Working paper series / European Central Bank
4
Annals of financial economics
3
Econometric Institute Research Papers
3
Economics letters
3
Energy economics
3
International journal of forecasting
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
Working paper series / European Central Bank ; Eurosystem
3
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Discussion paper
2
Documentos de Trabajo del ICAE
2
Journal of time series econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
2
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:
3
New insights on the US OIS spreads term structure during the recent financial turmoil
Morana, Claudio
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 291-317
Persistent link: https://www.econbiz.de/10010399449
Saved in:
4
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:
5
Realized mean-variance efficient portfolio selection and euro area stock market integration
Morana, Claudio
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 989-1001
Persistent link: https://www.econbiz.de/10009009795
Saved in:
6
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:
7
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:
8
Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio
;
Beltratti, Andrea
- In:
Applied financial economics
16
(
2006
)
14
,
pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->