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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"Güth, Werner"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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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
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1978-2008
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Bibliography included
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Güth, Werner
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
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
136
Working paper
121
Papers on strategic interaction
87
Jena economic research papers
85
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Economics series / Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
44
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
40
Journal of economic surveys
26
Homo oeconomicus
24
Journal of economic behavior & organization : JEBO
23
Journal of econometrics
22
Journal of risk and financial management : JRFM
21
Econometric reviews
20
Annals of financial economics
16
Discussion paper / Center for Economic Research, Tilburg University
16
Journal of institutional and theoretical economics : JITE
16
Journal of economic psychology : research in economic psychology and behavioral economics
14
Working papers in quantitative economics and econometrics
14
Applied economics
13
Economics letters
13
School of Accounting, Finance and Economics & FEMARC working paper series
13
Discussion paper / Institute of Social and Economic Research
12
Theory and decision : an international journal for multidisciplinary advances in decision science
12
CESifo working papers
11
Metroeconomica : international review of economics
11
International review of economics & finance : IREF
10
European journal of political economy
8
German economic review
8
The journal of socio-economics
8
University of Tübingen working papers in economics and finance
8
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
7
Energy economics
7
Games
7
Journal of evolutionary economics : JEE
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Econometrics : open access journal
6
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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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