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~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Forecasting model"
~type_genre:"Non-commercial literature"
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Forecasting model
USA
70
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Volatility
56
Volatilität
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Welt
53
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53
Estimation
42
Schätzung
42
Theorie
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36
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29
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26
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Taiwan
21
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Modellierung
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Scientific modelling
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Spillover-Effekt
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McAleer, Michael
Stulz, René M.
Gupta, Rangan
26
Rossi, Barbara
21
Croux, Christophe
15
Franses, Philip Hans
14
Huber, Florian
12
Pierdzioch, Christian
11
Cepni, Oguzhan
10
Pettenuzzo, Davide
10
Timmermann, Allan
10
Clark, Todd E.
9
Mitchell, James
9
Sekhposyan, Tatevik
9
Giannone, Domenico
8
McCracken, Michael W.
8
Ҫepni, Oğuzhan
8
Chang, Chia-Lin
7
Härdle, Wolfgang
7
Koop, Gary
7
Marcellino, Massimiliano
7
Athanasopoulos, George
6
Bonato, Matteo
6
Borup, Daniel
6
Caporin, Massimiliano
6
Döpke, Jörg
6
Gelper, Sarah
6
Guidolin, Massimo
6
Guo, Hui
6
Hendry, David F.
6
Ravazzolo, Francesco
6
Reichlin, Lucrezia
6
Aastveit, Knut Are
5
Blake, David
5
Cairns, Andrew
5
Clements, Michael P.
5
Dijk, Dick van
5
Dowd, Kevin
5
Garratt, Anthony
5
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University of Canterbury / Dept. of Economics and Finance
6
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Working paper
25
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1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
29
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11
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
12
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
13
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
14
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
15
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
16
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
17
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
18
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
19
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2010
Persistent link: https://www.econbiz.de/10008670049
Saved in:
20
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
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