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~person:"Mcaleer, Michael"
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Mcaleer, Michael
Clements, M.P.
6
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5
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Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
Mcaleer, Michael
;
da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10007904333
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2
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
Mcaleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537
Persistent link: https://www.econbiz.de/10008098623
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3
Single-index and portfolio models for forecasting value-at-risk thresholds
Mcaleer, Michael
;
da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-236
Persistent link: https://www.econbiz.de/10007993284
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