//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Monografische Reihe"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
5
Prognoseverfahren
5
Risikomaß
4
Risk measure
4
Basel Accord
3
Basler Akkord
3
Portfolio selection
3
Portfolio-Management
3
ARCH model
2
ARCH-Modell
2
Theorie
2
Theory
2
Financial crisis
1
Financial services
1
Finanzdienstleistung
1
Finanzkrise
1
Robust statistics
1
Robustes Verfahren
1
Welt
1
World
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Collection of articles written by one author
Monografische Reihe
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
Chang, Tsangyao
McAleer, Michael
Gupta, Rangan
16
Franses, Philip Hans
13
Chen, Cathy W. S.
8
Hall, Stephen G.
8
Marcellino, Massimiliano
8
Clements, Michael P.
7
García-Ferrer, Antonio
7
Wang, Yudong
7
Chan, Ngai Hang
6
Mills, Terence C.
6
Peel, David
6
So, Mike Ka-pui
6
Tavlas, George S.
6
Taylor, James W.
6
Tsay, Ruey S.
6
Brooks, Chris
5
Chan, Wai-Sum
5
Gil-Alaña, Luis A.
5
Granger, C. W. J.
5
Kunst, Robert M.
5
Lee, Jack C.
5
Mazzi, Gian Luigi
5
O'Hare, Colin
5
Pierdzioch, Christian
5
Zhang, Yaojie
5
Ashiya, Masahiro
4
Baltagi, Badi H.
4
Bikker, Jacob A.
4
Cepni, Oguzhan
4
Chevallier, Julien
4
Cholodilin, Konstantin Arkadʹevič
4
Crespo Cuaresma, Jesús
4
Dua, Pami
4
Ferrara, Laurent
4
Fukuda, Kosei
4
Gerlach, Richard
4
Herwartz, Helmut
4
Hyndman, Rob J.
4
Jiang, He
4
more ...
less ...
Published in...
All
Journal of forecasting
Applied economics letters
50
Applied economics
38
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
The empirical economics letters : a monthly international journal of economics
21
Econometric reviews
20
International review of economics & finance : IREF
18
Annals of financial economics
16
Economic modelling
12
Energy economics
9
Applied financial economics
8
The North American journal of economics and finance : a journal of financial economics studies
8
Finance research letters
7
Risks : open access journal
7
Econometric theory
6
Econometrics : open access journal
6
International journal of economics
6
International journal of forecasting
6
Romanian journal of economic forecasting
6
Tourism economics : the business and finance of tourism and recreation
6
Defence and peace economics
5
The Indian journal of economics
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Economics letters
4
Iranian economic review : journal of University of Tehran
4
Tourism management : research, policies, practice
4
Economic systems
3
International journal of finance & economics : IJFE
3
Japan and the world economy : international journal of theory and policy
3
Journal of applied econometrics
3
Journal of economic development
3
Managerial finance
3
The journal of international trade & economic development
3
Computational economics
2
Empirica : journal of european economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International Journal of Financial Studies : open access journal
2
International review of financial analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->