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~person:"McAleer, Michael"
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Prognoseverfahren
125
Forecasting model
119
Volatilität
54
Volatility
51
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43
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41
Risk measure
40
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10
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9
Leading indicator
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USA
9
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27
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English
136
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McAleer, Michael
Gupta, Rangan
334
Ravazzolo, Francesco
257
Marcellino, Massimiliano
217
Franses, Philip Hans
197
Timmermann, Allan
195
Koop, Gary
192
Diebold, Francis X.
176
Dijk, Herman K. van
170
Clark, Todd E.
163
Kapetanios, George
150
Pierdzioch, Christian
144
Casarin, Roberto
143
Schorfheide, Frank
141
Clements, Michael P.
139
Pesaran, M. Hashem
130
Giannone, Domenico
127
Korobilis, Dimitris
122
Swanson, Norman R.
117
Koopman, Siem Jan
115
McCracken, Michael W.
115
Hyndman, Rob J.
113
Ma, Feng
104
Hendry, David F.
103
Lahiri, Kajal
103
Rossi, Barbara
96
Hoogerheide, Lennart
95
Kilian, Lutz
95
Siliverstovs, Boriss
95
Carriero, Andrea
90
Dijk, Dick van
87
Fildes, Robert
87
McMillan, David G.
84
Ghysels, Eric
79
Billio, Monica
76
van Dijk, Herman K.
76
Mitchell, James
74
Huber, Florian
73
Grassi, Stefano
72
Paap, Richard
71
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University of Canterbury / Dept. of Economics and Finance
7
Department of Economics and Finance, College of Business and Economics
2
Institute of Economic Research, Kyoto University
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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1
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Econometric Institute research papers
36
Working paper
26
Discussion paper / Tinbergen Institute
15
Tinbergen Institute Discussion Paper
7
Journal of forecasting
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Journal of economic surveys
4
International journal of forecasting
3
International review of economics & finance : IREF
2
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2
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2
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1
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1
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1
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Economics letters
1
International journal of hospitality management
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The economics of tourism and sustainable development
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-005/III
1
USC-INET Research Paper
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
127
EconStor
8
RePEc
6
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1
Research ideas for the Journal of Informatics and Data Mining : opinion
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432631
Saved in:
2
Informatics, data mining, econometrics and financial economics : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2015
Persistent link: https://www.econbiz.de/10011432740
Saved in:
3
Data mining and the con in econometrics : the US demand for money revisited
McAleer, Michael
;
Veall, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000900152
Saved in:
4
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
5
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
6
Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
7
Modelling sustainable international tourism demand to the Brazilian Amazon
Divino, José Angelo
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780439
Saved in:
8
Expert opinion versus expertise in forecasting
Franses, Philip Hans
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780793
Saved in:
9
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
Saved in:
10
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
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