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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of forecasting"
~person:"McAleer, Michael"
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Forecasting model
4
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3
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3
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McAleer, Michael
Franses, Philip Hans
8
Gupta, Rangan
7
Brooks, Chris
6
Clements, Michael P.
6
García-Ferrer, Antonio
6
Satchell, Stephen
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Ravishanker, Nalini
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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
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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
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School of Accounting, Finance and Economics & FEMARC working paper series
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Econometric theory
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Econometrics : open access journal
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International review of economics & finance : IREF
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KIER Working Papers
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Economics letters
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Energy economics
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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DAE working paper
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International journal of forecasting
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Journal of time series econometrics
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The economic journal : the journal of the Royal Economic Society
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
6
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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
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:
4
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:
5
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:
6
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:
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