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~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Monografische Reihe"
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Forecasting model
8
Prognoseverfahren
8
Risikomaß
5
Risk measure
5
ARCH model
4
ARCH-Modell
4
Portfolio selection
4
Portfolio-Management
4
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Article in journal
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Monografische Reihe
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Chang, Tsangyao
McAleer, Michael
Hyndman, Rob J.
39
Clements, Michael P.
37
Fildes, Robert
37
Franses, Philip Hans
34
Makridakis, Spyros G.
34
Stekler, Herman O.
31
Goodwin, Paul
30
Taylor, James W.
24
Marcellino, Massimiliano
23
Nikolopoulos, Konstantinos
21
Önkal, Dilek
21
Armstrong, Jon Scott
19
Gupta, Rangan
19
Hendry, David F.
19
Koehler, Anne B.
19
Lahiri, Kajal
18
Spiliotis, Evangelos
18
Assimakopoulos, V.
17
García-Ferrer, Antonio
17
Ord, John Keith
17
Dijk, Dick van
16
Koopman, Siem Jan
16
Lawrence, Michael J.
16
Athanasopoulos, George
15
Kapetanios, George
15
Pesaran, M. Hashem
15
Petropoulos, Fotios
15
Ruiz, Esther
15
Timmermann, Allan
15
Proietti, Tommaso
14
Granger, C. W. J.
13
Lewis-Beck, Michael S.
13
Wang, Yudong
13
Ferrara, Laurent
12
Pinson, Pierre
12
Sinclair, Tara M.
12
Tao, Hong
12
Chen, Cathy W. S.
11
Meade, Nigel
11
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International journal of forecasting
Journal of forecasting
Applied economics letters
50
Applied economics
38
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
The empirical economics letters : a monthly international journal of economics
21
Econometric reviews
20
International review of economics & finance : IREF
18
Annals of financial economics
16
Economic modelling
12
Energy economics
9
Applied financial economics
8
Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
8
Risks : open access journal
7
Econometric theory
6
Econometrics : open access journal
6
International journal of economics
6
Romanian journal of economic forecasting
6
Tourism economics : the business and finance of tourism and recreation
6
Defence and peace economics
5
The Indian journal of economics
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Economics letters
4
Iranian economic review : journal of University of Tehran
4
Tourism management : research, policies, practice
4
Economic systems
3
International journal of finance & economics : IJFE
3
Japan and the world economy : international journal of theory and policy
3
Journal of applied econometrics
3
Journal of economic development
3
Managerial finance
3
The journal of international trade & economic development
3
Computational economics
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International Journal of Financial Studies : open access journal
2
International review of financial analysis
2
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ECONIS (ZBW)
11
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
3
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:
4
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
5
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
6
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:
7
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
8
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
9
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:
10
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:
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