//--> //--> //--> //-->
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:"Econometric Institute research papers"
~language:"dan"
~language:"eng"
~language:"swe"
~language:"und"
~person:"Dunning, John H."
~person:"Fabozzi, Frank J."
~person:"Güth, Werner"
~person:"McAleer, Michael"
~person:"Sen, Kunal"
~person:"Tisdell, Clement A."
~person:"Tiwari, Aviral Kumar"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference proceedings"
~type_genre:"Festschrift"
~type_genre:"Graue Literatur"
~type_genre:"Rezension"
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:
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Volatility
72
Volatilität
72
ARCH model
59
ARCH-Modell
59
Estimation
38
Schätzung
38
USA
38
United States
38
Welt
38
World
38
Prognoseverfahren
33
Time series analysis
30
Zeitreihenanalyse
30
Risikomaß
27
Risk measure
27
Capital market returns
26
Kapitalmarktrendite
26
Portfolio selection
25
Portfolio-Management
25
Spillover effect
25
Spillover-Effekt
25
Theorie
25
Theory
25
Bibliometrics
20
Bibliometrie
20
Taiwan
20
Modellierung
16
Scientific modelling
16
Spot market
16
Spotmarkt
16
Stochastic process
16
Stochastischer Prozess
16
Basel Accord
15
Basler Akkord
15
Commodity derivative
15
Rohstoffderivat
15
Börsenkurs
12
Fachzeitschrift
12
Financial crisis
12
more ...
less ...
Online availability
All
Free
33
Type of publication
All
Book / Working Paper
33
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Collection of articles of several authors
Conference proceedings
Festschrift
Graue Literatur
Rezension
Arbeitspapier
33
Non-commercial literature
33
Working Paper
33
Language
All
Danish
English
Swedish
Undetermined
Author
All
Dunning, John H.
Fabozzi, Frank J.
Güth, Werner
McAleer, Michael
Sen, Kunal
Tisdell, Clement A.
Tiwari, Aviral Kumar
Franses, Philip Hans
46
Legerstee, Rianne
12
Chang, Chia-Lin
8
Pérez Amaral, Teodosio
7
Caporin, Massimiliano
6
Asai, Manabu
5
Dijk, Dick van
5
Heij, Christiaan
5
Jiménez-Martín, Juan-Ángel
5
Paap, Richard
5
Groenen, Patrick J. F.
4
Bruijn, Bert de
3
Dekker, Rommert
3
Jimenez-Martin, Juan-Angel
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Bhaghoe, Sailesh
2
Chan, Felix
2
Fok, Dennis
2
Maasoumi, Esfandiar
2
Ooft, Gavin
2
Oxley, Les
2
Pinçe, Çerağ
2
Bel, Koen
1
Bioch, Jan C.
1
Clarijs, Peter
1
Da Veiga, Bernardo
1
Dijk, Herman K. van
1
Divino, José Angelo
1
Eliashberg, Jehoshua
1
Exterkate, Peter
1
Gao, Rui
1
Glorie, Kristiaan
1
Groen, Jan J. J.
1
Groot, Bert de
1
Hegie, Quintus
1
Hengel, Gilian van den
1
Ho, Jason
1
Hogeling, Bas
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper
26
Discussion paper / Tinbergen Institute
13
Journal of forecasting
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
Journal of economic surveys
4
International journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economics letters
2
European journal of operational research : EJOR
2
International review of economics & finance : IREF
2
The journal of fixed income : JFI
2
The journal of portfolio management : a publication of Institutional Investor
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Borsa Istanbul Review
1
Computational economics
1
Discussion paper / Institute of Social and Economic Research
1
Econometric reviews
1
Economies : open access journal
1
Finance research letters
1
Indian journal of economics & business : IJEB
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International journal of hospitality management
1
International review of financial analysis
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Review of quantitative finance and accounting
1
Risks : open access journal
1
Selected issues in macroeconomic and regional modeling : Romania as an emerging country in the EU
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The economics of tourism and sustainable development
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of financial research
1
The journal of fixed income
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
2
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
3
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang
;
Gao, Rui
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011485285
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
6
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
10
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009619362
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->