Similar Search Results

Forecasting international tourism demand and uncertainty for Barbados, Cyprus and Fiji

Chan, Felix; Hoti, Suhejla; McAleer, Michael; Shareef, Riaz - In: The economics of tourism and sustainable development, (pp. 30-55). 2005

Persistent link: https://www.econbiz.de/10003197784

Does the FOMC have expertise, and can it forecast?

Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2008

Persistent link: https://www.econbiz.de/10003893359

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262

Persistent link: https://www.econbiz.de/10011504522

A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?

Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - 2015

The Basel Committee on Banking Supervision (BCBS) (2013) recently proposed shifting the quantitative risk metrics system from Value-at-Risk (VaR) to Expected Shortfall (ES). The BCBS (2013) noted that - a number of weaknesses have been identified with using VaR for determining regulatory capital...

Persistent link: https://www.econbiz.de/10010532611

Evaluating macroeconomic forecasts : a concise review of some recent developments

Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - In: Journal of economic surveys 28 (2014) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10011293027

Time series forecasts of international tourism demand for Australia

Lim, Christine (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]

forecast accuracy. As the best fitting ARIMA model is found to have the lowest RMSE, it is used to obtain post-sample forecasts …. Tourist arrivals data for 1990(1) to 1996(4) are compared with the forecast performance of the ARIMA model for each origin … ARIMA model outperforms the seasonal ARIMA models for Hong Kong and Malaysia, the forecast of tourist arrivals is not as …