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~person:"Creedy, John"
~person:"Dosi, Giovanni"
~person:"Kurz, Heinz D."
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~person:"Samuels, Warren J."
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Book review"
~type_genre:"Book section"
~type_genre:"Quelle"
~type_genre:"Reprint"
~type_genre:"Working Paper"
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Creedy, John
Dosi, Giovanni
Kurz, Heinz D.
McAleer, Michael
Phillips, Peter C. B.
Samuels, Warren J.
Gupta, Rangan
62
Timmermann, Allan
43
Rossi, Barbara
39
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36
Kim, Hyeongwoo
33
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32
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29
Ravazzolo, Francesco
28
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25
Koop, Gary
25
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24
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Huber, Florian
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Sekhposyan, Tatevik
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ECONIS (ZBW)
48
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1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
4
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:
5
Prediction of gas concentration based on the opposite degree algorithm
Yue, Xiao-Guang
;
Gao, Rui
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011485285
Saved in:
6
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:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
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:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
10
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:
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