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~language:"eng"
~person:"Antonio, Katrien"
~person:"McAleer, Michael"
~subject:"Modellierung"
~subject:"Risk management"
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Modellierung
Risk management
Volatility
59
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57
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39
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39
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39
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34
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PI-BETA
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Antonio, Katrien
McAleer, Michael
Broll, Udo
19
Billio, Monica
16
Caporin, Massimiliano
13
Gatzert, Nadine
13
Hammoudeh, Shawkat
13
Ravazzolo, Francesco
12
Tobacman, Jeremy
12
Dhaene, Jan
11
Townsend, Robert M.
11
Casarin, Roberto
10
Cole, Shawn
10
Giné, Xavier
10
Turvey, Calum Greig
10
Acharya, Viral V.
9
Baumgärtner, Stefan
9
Dionne, Georges
9
Goodwin, Barry K.
9
Mirakhor, Abbas
9
Stulz, René M.
9
Surminski, Swenja
9
Topalova, Petia
9
Babcock, Bruce A.
8
Golnaraghi, Maryam
8
Pelizzon, Loriana
8
Peydró, José-Luis
8
Polo, Andrea
8
Allen, David E.
7
Chambers, Robert G.
7
Coble, Keith H.
7
Cossette, Hélène
7
Dmitrievna, Mashenka
7
Finger, Robert
7
Giudici, Paolo
7
Hennessy, David A.
7
Ivanov, Dmitry
7
Lien, Gudbrand
7
Parast, Mahour Mellat
7
Rejesus, Roderick M.
7
Sette, Enrico
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Working paper
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International review of economics & finance : IREF
3
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3
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
34
RePEc
1
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1
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
5
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:
6
Financial credit risk and core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011868778
Saved in:
7
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
8
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
9
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
10
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
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