Narrow search
Showing 1 - 10 of 16
Cover Image
GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
Cover Image
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016
Persistent link: https://www.econbiz.de/10011432790
Cover Image
Risk measures and their applications in asset management
Bi̇rbi̇l, Ş. İlker; Frenk, Johannes G.; Kaynar, Bahar; … - 2008
Persistent link: https://www.econbiz.de/10003754329
Cover Image
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780792
Cover Image
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - 2009
Persistent link: https://www.econbiz.de/10003910288
Cover Image
Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003989642
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
Cover Image
The rise and fall of S&P500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619346
Cover Image
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/10009619356