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~person:"Allen, David E."
~person:"McAleer, Michael"
~subject:"IFI"
~subject:"Risk measure"
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IFI
Risk measure
Volatility
117
Volatilität
105
Theorie
93
Theory
93
ARCH-Modell
77
ARCH model
76
Estimation
76
Schätzung
75
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Allen, David E.
McAleer, Michael
Chang, Chia-Lin
44
Powell, Robert
14
Hammoudeh, Shawkat
11
Oxley, Les
11
Vanduffel, Steven
11
Wang, Ruodu
11
Dhaene, Jan
10
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10
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10
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9
Caporin, Massimiliano
9
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9
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9
Rosazza Gianin, Emanuela
9
Fortin, Ines
8
Ji, Qiang
8
Maasoumi, Esfandiar
8
Mao, Tiantian
8
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7
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7
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7
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7
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7
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6
Cai, Zongwu
6
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6
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6
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6
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11
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4
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4
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
53
RePEc
27
EconStor
2
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41
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
42
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:
43
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
44
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:
45
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
46
Structural credit modelling and its relationship to market value at risk : an Australian sectoral perspective
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003759999
Saved in:
47
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
48
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
49
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
50
Industry market value at risk in Australia
Allen, David E.
(
contributor
);
Powell, Robert
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003477132
Saved in:
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