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~isPartOf:"International journal of forecasting"
~isPartOf:"Working papers in economics and econometrics"
~person:"McAleer, Michael"
~person:"Sinn, Hans-Werner"
~type:"article"
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Forecasting model
3
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2
ARCH-Modell
2
Economic forecast
2
Estimation
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1978-2008
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McAleer, Michael
Sinn, Hans-Werner
Fildes, Robert
60
Hyndman, Rob J.
54
Goodwin, Paul
53
Clements, Michael P.
42
Franses, Philip Hans
35
Makridakis, Spyros G.
34
Koehler, Anne B.
33
Taylor, James W.
33
Nikolopoulos, Konstantinos
31
Stekler, Herman O.
31
Önkal, Dilek
27
Lewis-Beck, Michael S.
22
Lahiri, Kajal
21
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20
Athanasopoulos, George
20
Stekler, H.O.
20
Hendry, David F.
19
Snyder, Ralph D.
19
Armstrong, Jon Scott
18
Marcellino, Massimiliano
18
Ruiz, Esther
18
Spiliotis, Evangelos
18
Timmermann, Allan
18
Assimakopoulos, V.
17
Öller, Lars-Erik
17
Kapetanios, George
16
Pesaran, M. Hashem
16
Gardner, Everette S.
15
Lawrence, Michael J.
15
Ord, John Keith
15
Petropoulos, Fotios
15
Syntetos, Aris A.
15
Dijk, Dick van
14
Koopman, Siem Jan
14
Poncela, Pilar
14
Schuermann, Til
14
Sinclair, Tara M.
14
Boylan, John E.
13
García-Ferrer, Antonio
13
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International journal of forecasting
Working papers in economics and econometrics
Ifo-Schnelldienst
150
EEAG Report on the European Economy
116
CESifo Forum
89
ifo Schnelldienst
66
Ifo Schnelldienst
62
Mathematics and Computers in Simulation (MATCOM)
54
Journal of economic surveys
45
Journal of Economic Surveys
38
Journal of econometrics
27
Journal of Risk and Financial Management
26
CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
25
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
22
Working paper / National Bureau of Economic Research, Inc
22
Journal of risk and financial management : JRFM
21
CESifo forum : a bi-monthly journal on European economic issues
20
Econometric reviews
19
Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
17
Annals of financial economics
16
Journal of Econometrics
16
Applied economics
15
International tax and public finance
15
Jahrbücher für Nationalökonomie und Statistik
14
Econometric Reviews
12
Energy economics
12
Perspektiven der Wirtschaftspolitik
12
Wirtschaftsdienst
12
Econometrics
10
International review of economics & finance : IREF
10
The North American journal of economics and finance : a journal of financial economics studies
10
Economics letters
9
The Japanese economic review : the journal of the Japanese Economic Association
9
Applied Economics
8
Econometric theory
8
FinanzArchiv : European journal of public finance
8
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
8
Journal of public economics
8
Economics Letters
7
European economic review : EER
7
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ECONIS (ZBW)
15
OLC EcoSci
3
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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
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:
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. 557-575
Persistent link: https://www.econbiz.de/10009983784
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
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. 1066-1076
Persistent link: https://www.econbiz.de/10009290386
Saved in:
7
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:
8
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-462
Persistent link: https://www.econbiz.de/10008899546
Saved in:
9
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
Saved in:
10
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
;
McAleer, Michael
-
1984
Persistent link: https://www.econbiz.de/10002211173
Saved in:
1
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