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~isPartOf:"Journal of forecasting"
~person:"Brink, René van den"
~person:"McAleer, Michael"
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Forecasting model
4
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Basel Accord
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Brink, René van den
McAleer, Michael
Chen, Cathy W. S.
3
Gerlach, Richard
3
Lin, Edward M. H.
3
Da Veiga, Bernardo
2
Polanski, Arnold
2
Pérez Amaral, Teodosio
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1
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Journal of forecasting
Discussion paper / Tinbergen Institute
75
Tinbergen Institute Discussion Papers
36
Econometric Institute research papers
27
Documentos de Trabajo del ICAE
20
Econometric Institute Research Papers
18
Working paper
18
Working Papers in Economics
17
KIER Working Papers
14
Tinbergen Institute Discussion Paper
11
Economic theory : official journal of the Society for the Advancement of Economic Theory
4
International journal of game theory : official journal of the Game Theory Society
4
Mathematics and Computers in Simulation (MATCOM)
4
Theory and decision : an international journal for multidisciplinary advances in decision science
4
Journal of economic surveys
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Discussion paper / Center for Economic Research, Tilburg University
2
International review of economics & finance : IREF
2
Journal of Risk and Financial Management
2
Journal of economic theory
2
Journal of mathematical economics
2
Journal of risk and financial management : JRFM
2
Mathematical methods of operations research
2
Social choice and welfare
2
The North American Journal of Economics and Finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
Theory and Decision
2
Top : an official journal of the Spanish Society of Statistics and Operations Research
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
DEA Working Papers
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Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Economic theory
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Economics letters
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Energy economics
1
GSBE research memoranda
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International Journal of Forecasting
1
International Journal of Game Theory
1
International Review of Economics & Finance
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International journal of forecasting
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Jena Economic Research Papers
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ECONIS (ZBW)
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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
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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