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~isPartOf:"Journal of forecasting"
~language:"eng"
~language:"lit"
~person:"Apergēs, Nikolaos"
~person:"Haan, Jakob de"
~person:"Kumbhakar, Subal"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Forecasting model
7
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7
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5
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3
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3
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3
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Apergēs, Nikolaos
Haan, Jakob de
Kumbhakar, Subal
McAleer, Michael
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Hall, Stephen G.
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Marcellino, Massimiliano
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Chan, Wai-Sum
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Kunst, Robert M.
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Lee, Jack C.
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Mazzi, Gian Luigi
5
O'Hare, Colin
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Pierdzioch, Christian
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Zhang, Yaojie
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Ashiya, Masahiro
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Baltagi, Badi H.
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Bikker, Jacob A.
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Cepni, Oguzhan
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Cholodilin, Konstantin Arkadʹevič
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Dua, Pami
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Ferrara, Laurent
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Fukuda, Kosei
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
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Journal of forecasting
Applied economics
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Energy economics
41
Journal of econometrics
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Journal of economic surveys
33
Economics letters
32
Econometric reviews
28
Applied economics letters
26
Journal of productivity analysis
25
European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
European journal of political economy
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Journal of risk and financial management : JRFM
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Annals of financial economics
16
Public choice
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Journal of applied econometrics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Journal of international money and finance
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Oxford economic papers
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International review of financial analysis
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Journal of economic studies
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Journal of financial stability
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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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