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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Fernandez, Pablo"
~person:"McAleer, Michael"
~person:"Nell, Martin"
~person:"Zhang, Lu"
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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689064
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2
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
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2010
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Rev.
Persistent link: https://www.econbiz.de/10008689072
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3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2012
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Rev.
Persistent link: https://www.econbiz.de/10009562985
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