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~isPartOf:"International journal of forecasting"
~person:"McAleer, Michael"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Unemployment"
~subject:"Volatilität"
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Deutschland
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McAleer, Michael
Timmermann, Allan
4
González-Rivera, Gloria
3
Storti, Giuseppe
3
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2
Asai, Manabu
2
Bauwens, Luc
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International journal of forecasting
Econometric Institute research papers
41
Discussion paper / Tinbergen Institute
24
Working paper
22
Econometric reviews
9
Journal of econometrics
5
Tinbergen Institute Discussion Paper
4
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrics : open access journal
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Journal of economic surveys
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Handbook of applied econometrics and statistical inference
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ECONIS (ZBW)
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Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
3
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
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