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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"lit"
~person:"Apergēs, Nikolaos"
~person:"Faff, Robert W."
~person:"Kumbhakar, Subal"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Forecasting model
11
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Apergēs, Nikolaos
Faff, Robert W.
Kumbhakar, Subal
Lien, Da-hsiang Donald
McAleer, Michael
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
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Pierdzioch, Christian
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Fukuda, Kosei
4
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4
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4
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4
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Journal of forecasting
The journal of futures markets
56
Applied economics
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International review of economics & finance : IREF
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Energy economics
47
Economics letters
38
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37
Applied financial economics
33
Pacific-Basin finance journal
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22
Australian journal of management
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21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Finance research letters
17
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Journal of applied econometrics
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Journal of multinational financial management
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economic modelling
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Review of quantitative finance and accounting
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Global finance journal
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Tourism economics : the business and finance of tourism and recreation
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Atlantic economic journal : AEJ
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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International journal of finance & economics : IJFE
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Journal of accounting & management information systems : JAMIS
7
Journal of economic studies
7
Journal of quantitative economics : official journal of the Indian Econometric Society
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1
Forecasting energy prices : quantile-based risk models
Apergēs, Nikolaos
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10013465758
Saved in:
2
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
3
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
4
New evidence on the ability of asset prices and real economic activity forecast errors to predict inflation forecast errors
Apergēs, Nikolaos
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 557-565
Persistent link: https://www.econbiz.de/10011860695
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Forecasting the Nikkei Spot Index with fractional cointegartion
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Journal of forecasting
18
(
1999
)
4
,
pp. 259-273
Persistent link: https://www.econbiz.de/10001434450
Saved in:
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