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~language:"eng"
~person:"McAleer, Michael"
~subject:"Prognoseverfahren"
~type:"book"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Prognoseverfahren
Volatility
51
Volatilität
51
ARCH model
36
ARCH-Modell
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Welt
31
World
31
Forecasting model
29
Theorie
28
Theory
28
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McAleer, Michael
Gupta, Rangan
28
Rossi, Barbara
21
Franses, Philip Hans
15
Croux, Christophe
14
Pierdzioch, Christian
13
Huber, Florian
12
Cepni, Oguzhan
11
Giannone, Domenico
11
Marcellino, Massimiliano
11
Clark, Todd E.
10
Döpke, Jörg
10
Pettenuzzo, Davide
10
Timmermann, Allan
10
Härdle, Wolfgang
9
Mitchell, James
9
Sekhposyan, Tatevik
9
Clements, Michael P.
8
Dijk, Dick van
8
Koop, Gary
8
McCracken, Michael W.
8
Wolfers, Justin
8
Ҫepni, Oğuzhan
8
Chang, Chia-Lin
7
Zitzewitz, Eric
7
Athanasopoulos, George
6
Blake, David
6
Bonato, Matteo
6
Cairns, Andrew
6
Caporin, Massimiliano
6
D'Agostino, Antonello
6
Dowd, Kevin
6
Garratt, Anthony
6
Guidolin, Massimo
6
Guo, Hui
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Ravazzolo, Francesco
6
Reichlin, Lucrezia
6
Aastveit, Knut Are
5
Borup, Daniel
5
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University of Canterbury / Dept. of Economics and Finance
6
University of Canterbury / Dept. of Economics
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Working paper
25
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2
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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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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
5
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
6
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
9
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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