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~isPartOf:"Economic modelling"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of money, credit and banking : JMCB"
~person:"McAleer, Michael"
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Forecasting model
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McAleer, Michael
Serletis, Apostolos
6
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Economic modelling
International review of economics & finance : IREF
Journal of money, credit and banking : JMCB
Econometric Institute research papers
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ECONIS (ZBW)
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
- In:
Economic modelling
52
(
2016
),
pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
Saved in:
2
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:
3
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
Saved in:
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