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~isPartOf:"Journal of forecasting"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~person:"Granger, C. W. J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~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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Lieferkette
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Forecasting model
9
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5
Risikomaß
4
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4
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3
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Granger, C. W. J.
McAleer, Michael
Gupta, Rangan
15
Franses, Philip Hans
12
Chen, Cathy W. S.
8
Clements, Michael P.
7
Marcellino, Massimiliano
7
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5
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4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chan, Wai-Sum
4
Chevallier, Julien
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Cholodilin, Konstantin Arkadʹevič
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Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
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Journal of forecasting
Journal of econometrics
29
Econometric reviews
20
International journal of forecasting
13
Journal of economic surveys
13
Journal of risk and financial management : JRFM
11
Applied economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
Annals of financial economics
5
Energy economics
5
Oxford bulletin of economics and statistics
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Applied financial economics
4
Econometrics : open access journal
4
Economics letters
4
Journal of applied econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Risks : open access journal
4
The economic journal : the journal of the Royal Economic Society
4
The review of economics and statistics
4
Tourism economics : the business and finance of tourism and recreation
4
Macroeconomic dynamics
3
Annales d'économie et de statistique
2
Econometric Society monographs
2
Economic modelling
2
Jingji-lunwen
2
Journal of empirical finance
2
Journal of macroeconomics
2
The econometrics journal
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The significance of testing in econometrics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
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1
Bulletin of economic research
1
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ECONIS (ZBW)
10
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1
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:
2
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:
3
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
4
Linking series generated at different frequencies
Hyung, Namwon
;
Granger, C. W. J.
- In:
Journal of forecasting
27
(
2008
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003738573
Saved in:
5
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:
6
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
7
Economic and statistical measures of forecast accuracy
Granger, C. W. J.
;
Pesaran, M. Hashem
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 537-560
Persistent link: https://www.econbiz.de/10001541122
Saved in:
8
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
9
Investigating the relationship between gold and silver prices
Escribano, Álvaro
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
Saved in:
10
Forecasting from non-linear models in practice
Lin, Jin-lung
- In:
Journal of forecasting
13
(
1994
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001154805
Saved in:
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