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~isPartOf:"Journal of forecasting"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"ind"
~language:"nld"
~language:"sqi"
~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
Prognoseverfahren
Theorie
USA
Unternehmenserfolg
Volatility
Welt
Forecasting model
5
Risikomaß
4
Risk measure
4
Basel Accord
3
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3
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3
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3
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2
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McAleer, Michael
Gupta, Rangan
15
Franses, Philip Hans
12
Chen, Cathy W. S.
8
Clements, Michael P.
7
Marcellino, Massimiliano
7
Wang, Yudong
7
García-Ferrer, Antonio
6
So, Mike Ka-pui
6
Taylor, James W.
6
Brooks, Chris
5
Chan, Ngai Hang
5
Granger, C. W. J.
5
Hall, Stephen G.
5
Kunst, Robert M.
5
Lee, Jack C.
5
O'Hare, Colin
5
Peel, David
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Cepni, Oguzhan
4
Chan, Wai-Sum
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Ferrara, Laurent
4
Fukuda, Kosei
4
Gerlach, Richard
4
Gil-Alaña, Luis A.
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
Kapetanios, George
4
Karathanasopoulos, Andreas
4
Kouassi, Eugène
4
Lien, Da-hsiang Donald
4
Lin, Edward M. H.
4
Ma, Feng
4
Mazzi, Gian Luigi
4
McMillan, David G.
4
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Journal of forecasting
Econometric reviews
18
Journal of econometrics
17
Journal of economic surveys
13
Journal of risk and financial management : JRFM
11
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Annals of financial economics
5
Energy economics
5
International journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Econometric theory
4
Econometrics : open access journal
4
Risks : open access journal
4
Tourism economics : the business and finance of tourism and recreation
4
Applied financial economics
3
Economics letters
3
Journal of applied econometrics
3
Journal of macroeconomics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics letters
1
Bulletin of economic research
1
Computational economics
1
Economic modelling
1
Economics of innovation and new technology
1
Economies : open access journal
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of economic theory
1
International journal of hospitality management
1
International journal of innovation and technology management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
5
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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
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:
5
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:
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