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~isPartOf:"Journal of economic surveys"
~language:"ell"
~language:"eng"
~language:"fra"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Lambert, Peter J."
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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Basel Accord
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12
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5
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18
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Lambert, Peter J.
McAleer, Michael
Oxley, Les
10
Sayer, Stuart
5
George, Donald A. R.
4
Hanley, Nick
4
Lin, Brian Chi-ang
4
Caporin, Massimiliano
3
Creedy, John
3
Franses, Philip Hans
3
Frey, Bruno S.
3
Mills, Terence C.
3
Pittis, Nikitas
3
Ruiz, Esther
3
Stanley, Tom D.
3
Zambelli, Stefano
3
Alm, James
2
Anderson, Kym
2
Armitage, Seth
2
Bajzík, Josef
2
Blackburn, Keith
2
Boglioni, Michele
2
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2
Chan, Felix
2
Dalziel, Paul
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Doornik, Jurgen A.
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Gemmell, Norman
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Haan, Jakob de
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2
Iwasaki, Ichirō
2
Jarrell, Stephen B.
2
Levine, Paul
2
Libich, Jan
2
Mallard, Graham
2
Malovaná, Simona
2
Medeiros, Marcelo C.
2
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2
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Journal of economic surveys
Econometric reviews
18
Journal of econometrics
17
Journal of risk and financial management : JRFM
15
Applied economics
10
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of financial economics
6
Energy economics
6
Econometrics : open access journal
5
Journal of economic inequality
5
Public finance review : PFR
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Applied financial economics
4
Bulletin of economic research
4
Econometric theory
4
Economics letters
4
International journal of forecasting
4
Journal of forecasting
4
Research on economic inequality : a research annual
4
Risks : open access journal
4
Social choice and welfare
4
The economic journal : the journal of the Royal Economic Society
4
The review of income and wealth : journal of the International Association for Research in Income and Wealth
4
Tourism economics : the business and finance of tourism and recreation
4
Journal of applied econometrics
3
Journal of public economics
3
The review of economics and statistics
3
Baltic journal of economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Economica
2
European journal of political economy
2
Issues in finance : credit, crises and policies
2
Journal of income distribution : an international quarterly
2
Journal of macroeconomics
2
Managerial finance
2
Oxford bulletin of economics and statistics
2
Quantifying consumer preferences
2
The econometrics journal
2
The economic record : er
2
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ECONIS (ZBW)
18
Showing
1
-
10
of
18
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articles prioritized
date (newest first)
date (oldest first)
1
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
2
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
3
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
5
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
6
The ten commandments for managing investments
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
Saved in:
7
The equal absolute sacrifice principle revisited
Lambert, Peter J.
;
Naughton, Helen T.
- In:
Journal of economic surveys
23
(
2009
)
2
,
pp. 328-349
Persistent link: https://www.econbiz.de/10003823360
Saved in:
8
The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
Saved in:
9
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
Saved in:
10
An empirical assessment of country risk ratings and associated models
Hoti, Suhejla
;
McAleer, Michael
- In:
Journal of economic surveys
18
(
2004
)
4
,
pp. 539-588
Persistent link: https://www.econbiz.de/10002222868
Saved in:
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