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Risikomaß
29
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McAleer, Michael
27
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11
Chang, Chia-Lin
9
Jiménez-Martín, Juan-Ángel
9
Allen, David E.
4
Asai, Manabu
2
Bi̇rbi̇l, Ş. İlker
2
Caporin, Massimiliano
2
Frenk, Johannes G.
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Kaynar, Bahar
2
Maasoumi, Esfandiar
2
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2
Singh, Abhay Kumar
2
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2
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1
Chan, Felix
1
Chen, Cathy W. S.
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
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1
Hakim, Abdul
1
Hwang, Bruce B. K.
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Liu, Tengdong
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Malik, Farooq
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Medeiros, Marcelo C.
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Insurance / Mathematics & economics
218
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181
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123
European journal of operational research : EJOR
114
Finance research letters
110
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108
Energy economics
74
International review of financial analysis
74
Economic modelling
73
The North American journal of economics and finance : a journal of financial economics studies
67
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67
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62
International journal of forecasting
59
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57
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55
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53
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52
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47
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47
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46
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42
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41
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40
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40
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39
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36
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36
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35
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34
SFB 649 discussion paper
34
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32
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32
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31
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30
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30
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28
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ECONIS (ZBW)
29
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1
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
Choosing
expected
shortfall
over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
A stochastic dominance approach to the Basel III dilemma :
expected
shortfall
or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
7
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
8
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/10009619566
Saved in:
9
Has the Basel Accord improved risk management during the Global Financial Crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
10
Has the Basel accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
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