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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"Egger, Peter"
~person:"Law, Rob"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Thesis"
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Forecasting model
3
Prognoseverfahren
3
ARCH model
2
ARCH-Modell
2
Economic forecast
2
Estimation
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Wirtschaftsprognose
2
1978-2008
1
Asia
1
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1
Capital income
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Evaluating forecasts
1
Fixed-event forecasts
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Forecasting
1
Frühindikator
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
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Gold
1
Intuition
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Jumps
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Kapitaleinkommen
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Leading indicator
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Leverage effects
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Macroeconomic forecasting
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Markov chain
1
Markov-Kette
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Modellierung
1
Monte Carlo simulation
1
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Political communication
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Article
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Article in journal
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English
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Egger, Peter
Law, Rob
McAleer, Michael
Fildes, Robert
35
Hyndman, Rob J.
35
Makridakis, Spyros G.
33
Clements, Michael P.
30
Goodwin, Paul
28
Stekler, Herman O.
28
Franses, Philip Hans
21
Nikolopoulos, Konstantinos
20
Önkal, Dilek
19
Armstrong, Jon Scott
18
Koehler, Anne B.
18
Spiliotis, Evangelos
18
Taylor, James W.
18
Lahiri, Kajal
17
Assimakopoulos, V.
16
Hendry, David F.
16
Ord, John Keith
16
Lawrence, Michael J.
15
Marcellino, Massimiliano
15
Petropoulos, Fotios
15
Ruiz, Esther
15
Athanasopoulos, George
14
Dijk, Dick van
14
Koopman, Siem Jan
14
Lewis-Beck, Michael S.
13
Pesaran, M. Hashem
13
Tao, Hong
12
Timmermann, Allan
12
Kapetanios, George
11
Pinson, Pierre
11
Sinclair, Tara M.
11
García-Ferrer, Antonio
10
González-Rivera, Gloria
10
Kolassa, Stephan
10
Kourentzes, Nikolaos
10
Proietti, Tommaso
10
Schuermann, Til
10
Taleb, Nassim Nicholas
10
Booth, Heather
9
Collopy, Frederick Lynch
9
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International journal of forecasting
The world economy : the leading journal on international economic relations
37
Journal of travel and tourism marketing
28
Journal of economic surveys
26
Journal of econometrics
24
Econometric reviews
23
Journal of risk and financial management : JRFM
21
Economics letters
20
International journal of hospitality management
18
Annals of financial economics
16
Tourism management : research, policies, practice
16
Applied economics
14
Review of international economics
12
European economic review : EER
11
International review of economics & finance : IREF
11
Journal of international economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
7
Energy economics
7
International tax and public finance
7
Journal of applied econometrics
7
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
7
Risks : open access journal
7
Econometrics : open access journal
6
International journal of contemporary hospitality management
6
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
6
Regional science & urban economics
6
Review of world economics
6
The Canadian journal of economics
6
American economic journal : a journal of the American Economic Association
5
Applied financial economics
5
Journal of forecasting
5
Journal of hospitality marketing & management
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Empirica : journal of european economics
4
European journal of political economy
4
Journal of economic behavior & organization : JEBO
4
Journal of public economics
4
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ECONIS (ZBW)
6
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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
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:
5
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:
6
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:
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