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~language:"eng"
~person:"Chiarella, Carl"
~person:"McAleer, Michael"
~subject:"Portfolio-Management"
~type_genre:"Graue Literatur"
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Portfolio-Management
Theorie
80
Theory
80
Volatility
63
Volatilität
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ARCH model
36
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36
Welt
33
World
33
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29
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29
Prognoseverfahren
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26
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Chiarella, Carl
McAleer, Michael
Platen, Eckhard
14
Guidolin, Massimo
12
Sercu, Piet
9
Collins, John
7
Hens, Thorsten
7
Moor, Lieven de
7
Ketter, Wolfgang
6
Uppal, Raman
6
Ben-David, Itzhak
5
Buch, Claudia M.
5
Chang, Chia-Lin
5
Ma, Qing-Ping
5
Pérez Amaral, Teodosio
5
Reddy, Prashant
5
Souza, Thiago de Oliveira
5
Anderson, Richard G.
4
Binner, Jane M.
4
Caporale, Guglielmo Maria
4
Daouia, Abdelaati
4
Dorfleitner, Gregor
4
Girard, Stéphane
4
Hagströmer, Björn
4
He, Xue-zhong
4
Nicodano, Giovanna
4
Nilsson, Birger
4
Pelizzon, Loriana
4
Peñaranda, Francisco
4
Post, Thierry
4
Sentana, Enrique
4
Timmermann, Allan
4
Vanpée, Rosanne
4
Wong, Woon K.
4
Zhang, Shaojun
4
Aase, Knut K.
3
Birru, Justin
3
Blake, David
3
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3
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University of Canterbury / Dept. of Economics and Finance
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Working paper
10
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5
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4
Economics : the open-access, open-assessment e-journal
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
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ECONIS (ZBW)
21
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1
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
2
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:
3
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
4
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:
5
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:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
8
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
9
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
10
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
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