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~isPartOf:"International journal of forecasting"
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Forecasting model
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McAleer, Michael
9
Asai, Manabu
4
Chang, Chia-Lin
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Gerlach, Richard
2
Mcaleer, Michael
2
Ng, Hock Guan
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Bruijn, Bert de
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Chen, Cathy W. S.
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International journal of forecasting
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
133
Econometric Institute Research Papers
131
Working Papers in Economics
123
Working paper
122
Documentos de Trabajo del ICAE
119
KIER Working Papers
94
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Mathematics and Computers in Simulation (MATCOM)
64
Journal of economic surveys
58
Journal of econometrics
42
Working papers in economics and econometrics
39
Journal of Economic Surveys
38
Econometric reviews
34
CARF F-Series
33
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
ISER Discussion Paper
29
Applied economics
23
Journal of risk and financial management : JRFM
23
Annals of financial economics
20
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
MPRA Paper
14
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
Australian National University - Department of Economics
12
Econometric Reviews
12
Energy economics
12
International review of economics & finance : IREF
12
Tourism management : research, policies, practice
12
Applied financial economics
11
Econometric theory
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics
10
Journal of applied econometrics
10
Working papers / School of Business, Edith Cowan University
10
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ECONIS (ZBW)
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1
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
2
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
3
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:
4
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
Saved in:
5
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
Saved in:
6
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:
7
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1076
Persistent link: https://www.econbiz.de/10009290386
Saved in:
8
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W.S.
;
Gerlach, Richard
;
Hwang, Bruce B.K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-575
Persistent link: https://www.econbiz.de/10009983784
Saved in:
9
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. 115-130
Persistent link: https://www.econbiz.de/10006965196
Saved in:
10
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/10008092999
Saved in:
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