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~language:"eng"
~language:"kor"
~person:"Caporin, Massimiliano"
~person:"McAleer, Michael"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
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Portfolio-Management
Stochastischer Prozess
Volatility
66
Volatilität
64
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42
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42
Welt
39
World
39
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35
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Caporin, Massimiliano
McAleer, Michael
Chiarella, Carl
20
Platen, Eckhard
18
Collins, John
17
Ketter, Wolfgang
16
Guidolin, Massimo
13
Weerdt, Mathijs de
12
Mumtaz, Haroon
11
Fabozzi, Frank J.
10
Hammoudeh, Shawkat
10
Sercu, Piet
10
Hens, Thorsten
9
Alòs, Elisa
8
Buch, Claudia M.
8
Chang, Chia-Lin
8
Flaschel, Peter
8
Härdle, Wolfgang
8
Pelizzon, Loriana
8
Pérez Amaral, Teodosio
8
Theodoridis, Konstantinos
8
Timmermann, Allan
8
Yu, Jun
8
Evstigneev, Igor V.
7
Hodnett, Kathleen
7
Hsieh, Heng-hsing
7
Moor, Lieven de
7
Schenk-Hoppé, Klaus Reiner
7
Uppal, Raman
7
Allen, David E.
6
Asai, Manabu
6
Beaudry, Paul
6
Blake, David
6
Broll, Udo
6
Caporale, Guglielmo Maria
6
Galizia, Dana
6
Gollier, Christian
6
He, Xue-zhong
6
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6
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
23
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7
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
2
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1
Network connectivity, systematic and systemic risk
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ECONIS (ZBW)
40
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1
Asset investment diversification, bankruptcy risk and the mediating role of
business
diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
2
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
7
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
8
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
9
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:
10
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
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