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~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~institution:"Melbourne Business School"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~type_genre:"Working Paper"
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Estimation
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McAleer, Michael
3
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2
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Asai, Manabu
1
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1
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1
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Forschungsinstitut zur Zukunft der Arbeit
Melbourne Business School
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
Agricultural Land Markets - Efficiency and Regulation
9
Center for Economic Research <Tilburg>
9
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9
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8
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8
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8
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8
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7
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7
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7
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7
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6
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6
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5
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3
Boston College / Department of Economics
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Elinkeinoelämän Tutkimuslaitos
3
Harvard Institute for International Development
3
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Internationaler Währungsfonds / Research Department
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Közgazdaság- és Regionális Tudományi Kutatóközpont / Világgazdasági Intézet
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ECONIS (ZBW)
17
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1
Forecasting
value
-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Value
-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
3
The shadow of the smile
Bilson, John F.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001847459
Saved in:
4
Bayesian extreme
value
mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
Saved in:
5
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
6
Labor and the market
value
of the firm
Merz, Monika
(
contributor
);
Yashiv, Eran
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001876629
Saved in:
7
The CEO-advisors nexus : toward an explanation of 'merger preference' in mergers and acquisitions
Lewis, Geoffrey
(
contributor
);
Zalan, Tatiana
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001715
Saved in:
8
Management incentives, signaling effects and the costs of vertical integration
Sliwka, Dirk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784303
Saved in:
9
The optimal timing of school tracking
Brunello, Giorgio
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001896026
Saved in:
10
Community norms and organizational practices : the legitimization of wage arrears in Russia, 1992 - 1999
Earle, John S.
(
contributor
);
Spicer, Andrew
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906784
Saved in:
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