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person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~person:"Andersen, Torben"
~subject:"Portfolio selection"
~subject:"Scientific modelling"
~subject:"Spot market"
~subject:"United States"
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McAleer, Michael
Andersen, Torben
Kang, Sang Hoon
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Balli, Faruk
2
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Hammoudeh, Shawkat
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International review of economics & finance : IREF
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
2
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
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