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~isPartOf:"Applied financial economics"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Franses, Philip Hans"
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Prognoseverfahren"
~subject:"Rohstoffderivat"
~subject:"Theorie"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
Prognoseverfahren
Rohstoffderivat
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Estimation
4
Schätzung
4
Commodity derivative
3
Theory
3
ARCH model
2
ARCH-Modell
2
Erdöl
2
Exchange rate
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Volatilität
2
Wechselkurs
2
1973-1998
1
1986-1995
1
1986-1999
1
1992-2004
1
2006-2009
1
Aktienindex
1
Allocative efficiency
1
Allokationseffizienz
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Balassa-Samuelson effect
1
Balassa-Samuelson-Effekt
1
Bargeld
1
Börsenkurs
1
CAPM
1
Capital income
1
Cash
1
China
1
Correlation
1
Currency derivative
1
Economic growth
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
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Type of publication
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Article
7
Type of publication (narrower categories)
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Article in journal
Collection of articles written by one author
Sammlung
Aufsatz in Zeitschrift
7
Language
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Afrikaans
English
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Indonesian
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Author
All
Franses, Philip Hans
McAleer, Michael
Madura, Jeff
14
McMillan, David G.
12
Hamori, Shigeyuki
7
Akhigbe, Aigbe O.
6
Brooks, Robert
6
Satchell, Stephen
6
Speight, Alan E. H.
6
Caporale, Guglielmo Maria
5
Chelley-Steeley, Patricia L.
5
Darrat, Ali F.
5
Fabozzi, Frank J.
5
Goel, Rajeev K.
5
Hassan, M. Kabir
5
Payne, James E.
5
Power, David M.
5
Shaffer, Sherrill
5
Taylor, Mark P.
5
Wohar, Mark E.
5
Ajayi, Richard A.
4
Becchetti, Leonardo
4
Chatrath, Arjun
4
Faff, Robert W.
4
Fraser, Patricia
4
Gandar, John M.
4
Hasan, Iftekhar
4
Hwang, Soosung
4
Lien, Da-hsiang Donald
4
MacDonald, Ronald
4
Mehdian, Seyed M.
4
Moosa, Imad A.
4
Poshakwale, Sunil S.
4
Prakash, Arun J.
4
Serletis, Apostolos
4
Switzer, Lorne N.
4
Zuber, Richard A.
4
Adrangi, Bahram
3
Asai, Manabu
3
Berger, Dave
3
Booth, G. Geoffrey
3
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Applied financial economics
Econometric reviews
25
Journal of econometrics
23
International journal of forecasting
21
Journal of forecasting
17
Journal of economic surveys
15
Economics letters
14
Journal of risk and financial management : JRFM
13
Applied economics
11
Journal of applied econometrics
10
Annals of financial economics
8
International review of economics & finance : IREF
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometrics : open access journal
6
Energy economics
6
Oxford bulletin of economics and statistics
6
Applied economics letters
5
Econometric theory
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Risks : open access journal
4
Technological forecasting & social change : an international journal
4
The review of economics and statistics
4
Tourism economics : the business and finance of tourism and recreation
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of macroeconomics
3
Macroeconomic dynamics
3
The econometrics journal
3
Computational economics
2
Economic modelling
2
Finance research letters
2
Journal of international financial markets, institutions & money
2
Journal of quantitative economics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Korean economic review
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied mathematical finance
1
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ECONIS (ZBW)
7
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1
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
3
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
4
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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:
7
On forecasting exchange rates using neural networks
Franses, Philip Hans
- In:
Applied financial economics
8
(
1998
)
6
,
pp. 589-596
Persistent link: https://www.econbiz.de/10001253340
Saved in:
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