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~language:"eng"
~language:"kor"
~person:"McAleer, Michael"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
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Portfolio-Management
Stochastischer Prozess
Volatility
59
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McAleer, Michael
Chiarella, Carl
20
Platen, Eckhard
18
Collins, John
17
Ketter, Wolfgang
16
Guidolin, Massimo
13
Weerdt, Mathijs de
12
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11
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10
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10
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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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8
Pelizzon, Loriana
8
Pérez Amaral, Teodosio
8
Theodoridis, Konstantinos
8
Timmermann, Allan
8
Yu, Jun
8
Caporin, Massimiliano
7
Evstigneev, Igor V.
7
Hodnett, Kathleen
7
Hsieh, Heng-hsing
7
Moor, Lieven de
7
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7
Uppal, Raman
7
Allen, David E.
6
Asai, Manabu
6
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6
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6
Broll, Udo
6
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6
Gollier, Christian
6
He, Xue-zhong
6
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University of Canterbury / Dept. of Economics and Finance
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23
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7
The North American journal of economics and finance : a journal of financial economics studies
3
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1
International review of economics & finance : IREF
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ECONIS (ZBW)
35
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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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