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~isPartOf:"Journal of forecasting"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Derivat"
~subject:"Lieferkette"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Derivat
Lieferkette
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USA
Unternehmenserfolg
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Welt
Forecasting model
6
Prognoseverfahren
6
Portfolio selection
4
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4
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Fabozzi, Frank J.
McAleer, Michael
Franses, Philip Hans
10
Gupta, Rangan
9
Chen, Cathy W. S.
8
Clements, Michael P.
6
García-Ferrer, Antonio
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So, Mike Ka-pui
6
Brooks, Chris
5
Chan, Wai-Sum
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Hall, Stephen G.
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Taylor, James W.
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4
Granger, C. W. J.
4
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Karathanasopoulos, Andreas
4
Kunst, Robert M.
4
Lee, Jack C.
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Lin, Edward M. H.
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Ma, Feng
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Marcellino, Massimiliano
4
McMillan, David G.
4
Mills, Terence C.
4
Ravishanker, Nalini
4
Smith, Jim Q.
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Song, Yuping
4
Souza, Reinaldo Castro
4
Tsay, Ruey S.
4
Abraham, Bovas
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Caporale, Guglielmo Maria
3
Cepni, Oguzhan
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Chan, Ngai Hang
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Clark, Todd E.
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Journal of forecasting
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
13
Journal of risk and financial management : JRFM
13
The journal of portfolio management : a publication of Institutional Investor
13
The journal of fixed income
12
The journal of portfolio management : JPM
12
International journal of theoretical and applied finance
9
Applied financial economics
8
International review of economics & finance : IREF
8
Computational economics
7
Economics letters
7
The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Journal of banking & finance
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International review of financial analysis
4
Risks : open access journal
4
The journal of fixed income : JFI
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Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
European journal of operational research : EJOR
3
International journal of forecasting
3
Journal of applied econometrics
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The journal of asset management
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The journal of financial research
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The journal of structured finance
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Annals of finance
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Applied financial economics letters
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European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
4
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1
The battle of the factors : macroeconomic variables or investor sentiment?
Mascio, David A.
;
Molyboga, Marat
;
Fabozzi, Frank J.
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2280-2291
Persistent link: https://www.econbiz.de/10014432891
Saved in:
2
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
3
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
4
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
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