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~isPartOf:"Working paper"
~person:"Baillie, Richard"
~person:"McAleer, Michael"
~subject:"Risikomaß"
~type_genre:"Advisory report"
~type_genre:"Graue Literatur"
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Baillie, Richard
McAleer, Michael
Mumtaz, Haroon
2
Allen, David E.
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Asai, Manabu
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Asai, Manuabu
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Caporin, Massimiliano
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Chiu, Ching Wai Jeremy
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Jiménez-Martín, Juan-Ángel
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ECONIS (ZBW)
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
2
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
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:
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