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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~person:"McAleer, Michael"
~person:"Peña, Daniel"
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Forecasting model
7
Prognoseverfahren
7
Theorie
7
Theory
7
Basel Accord
3
Basler Akkord
3
Portfolio selection
3
Portfolio-Management
3
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McAleer, Michael
Peña, Daniel
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
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Mills, Terence C.
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Peel, David
5
Power, David M.
5
Taylor, James W.
5
Brooks, Robert
4
Brännäs, Kurt
4
Dua, Pami
4
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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.
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Lam, Kin
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Lee, Jack C.
4
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Madura, Jeff
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4
Pittis, Nikitas
4
Ravishanker, Nalini
4
Reeves, Jonathan J.
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
Working paper
36
Working papers in economics and econometrics
27
Working papers in quantitative economics and econometrics
27
Journal of econometrics
17
Econometric reviews
14
Journal of economic surveys
13
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
8
International journal of forecasting
7
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
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KIER Working Papers
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The North American journal of economics and finance : a journal of financial economics studies
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3
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Energy economics
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Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
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DAE working paper
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ECONIS (ZBW)
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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
Identification of TAR models using recursive estimation
Bermejo, Miguel Ángel
;
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 31-50
Persistent link: https://www.econbiz.de/10009233920
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
Linear combination of restrictions and forecasts in time series analysis
Guerrero, Víctor M.
;
Peña, Daniel
- In:
Journal of forecasting
19
(
2000
)
2
,
pp. 103-122
Persistent link: https://www.econbiz.de/10001464872
Saved in:
8
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:
9
Forecasting growth with time series models
Peña, Daniel
- In:
Journal of forecasting
14
(
1995
)
2
,
pp. 97-105
Persistent link: https://www.econbiz.de/10001176718
Saved in:
10
The decomposition of forecast in seasonal ARIMA models
Espasa Terrades, Antoni
- In:
Journal of forecasting
14
(
1995
)
7
,
pp. 565-583
Persistent link: https://www.econbiz.de/10001192927
Saved in:
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