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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
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Managing product returns : the role of forecasting
Toktay, L. Beril (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783883
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej; Etebari, Ahmad; Wisniewski, … - 2010
Persistent link: https://www.econbiz.de/10008695604
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea; Rea, William; Reale, Marco; Scarrott, Carl - 2012
Persistent link: https://www.econbiz.de/10009562986
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008689073
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Pricing default swaps : empirical evidence
Houweling, Patrick (contributor); Vorst, Ton (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001903819
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Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick - 2012
Persistent link: https://www.econbiz.de/10009681375
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A generalized dynamic conditional correlation model for many asset returns
Hafner, Christian M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001783910
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841