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~isPartOf:"International journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Spillover-Effekt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Spillover-Effekt
Zeitreihenanalyse
Forecasting model
3
Prognoseverfahren
3
ARCH model
2
Economic forecast
2
Estimation
2
Schätzung
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1978-2008
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McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Hyndman, Rob J.
17
Makridakis, Spyros G.
11
Athanasopoulos, George
10
Franses, Philip Hans
10
Spiliotis, Evangelos
10
Assimakopoulos, V.
9
Ruiz, Esther
9
Clements, Michael P.
8
Hendry, David F.
8
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8
Koopman, Siem Jan
8
Marcellino, Massimiliano
7
Petropoulos, Fotios
7
Bergmeir, Christoph
6
Dijk, Dick van
6
Kang, Yanfei
6
Kourentzes, Nikolaos
6
Peña, Daniel
6
Proietti, Tommaso
6
Teräsvirta, Timo
6
Castle, Jennifer
5
Goodwin, Paul
5
Harvey, Nigel
5
Lucas, André
5
McCabe, Brendan Peter Martin
5
Miller, Don M.
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O'Connor, Marcus J.
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Panagiotelis, Anastasios
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Pinson, Pierre
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Taylor, James W.
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Weron, Rafał
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Boudt, Kris
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Camacho, Maximo
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Catania, Leopoldo
4
Doornik, Jurgen A.
4
Gardner, Everette S.
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Li, Feng
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International journal of forecasting
Journal of econometrics
18
Econometric theory
9
Energy economics
9
Applied economics
7
Econometric reviews
7
Journal of economic surveys
7
Econometrics : open access journal
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International review of economics & finance : IREF
4
Journal of risk and financial management : JRFM
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Economic modelling
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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International review of financial analysis
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Journal of applied econometrics
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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
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:
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