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~isPartOf:"Journal of forecasting"
~language:"deu"
~language:"eng"
~language:"ita"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Wagner, Joachim"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Glossar enthalten"
~type_genre:"Working Paper"
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Forecasting model
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Wagner, Joachim
Gupta, Rangan
16
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8
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6
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5
Chan, Wai-Sum
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5
Granger, C. W. J.
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4
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Journal of forecasting
Journal of econometrics
105
Econometric theory
84
Applied economics
53
Econometric reviews
35
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
34
Economics letters
33
Jahrbücher für Nationalökonomie und Statistik
28
Journal of economic surveys
26
American journal of agricultural economics
23
Journal of Risk and Financial Management
23
Journal of risk and financial management : JRFM
23
Economia internazionale
19
Applied economics letters
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Review of world economics
17
Schmollers Jahrbuch : journal of contextual economics
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Annals of financial economics
16
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
16
The econometrics journal
16
Applied financial economics
15
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
15
Journal of applied econometrics
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Schmollers Jahrbuch – Journal of Applied Social Science Studies. Zeitschrift für Wirtschafts- und Sozialwissenschaften
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International economic review
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International review of economics & finance : IREF
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Journal of economic behavior & organization : JEBO
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Energy economics
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Journal of banking regulation
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Small business economics : an entrepreneurship journal
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Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
10
Applied economics quarterly
9
Econometrics
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Econometrics : open access journal
9
Resource and energy economics
9
Schmollers Jahrbuch – Zeitschrift für Wirtschafts- und Sozialwissenschaften. Journal of Applied Social Science Studies
9
The world economy : the leading journal on international economic relations
9
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ECONIS (ZBW)
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1
Adaptive interest rate modelling
Guo, Mengmeng
;
Härdle, Wolfgang
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 241-256
Persistent link: https://www.econbiz.de/10011729251
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
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
5
Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies
Härdle, Wolfgang
;
Lee, Yuh-Jye
;
Schäfer, Dorothea
; …
- In:
Journal of forecasting
28
(
2009
)
6
,
pp. 512-534
Persistent link: https://www.econbiz.de/10003886993
Saved in:
6
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:
7
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:
8
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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