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~institution:"University of Canterbury / Dept. of Economics and Finance"
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University of Canterbury / Dept. of Economics and Finance
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
290
National Bureau of Economic Research (NBER)
225
Université Paris-Dauphine (Paris IX)
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MASTER CONSULTORES
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IESE Business School, Universidad de Navarra
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National Bureau of Economic Research
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EconWPA
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Institut für Versicherungswirtschaft <Sankt Gallen>
41
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Institut für Schweizerisches Bankwesen <Zürich>
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Center for Financial Studies
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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de Nederlandsche Bank
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CESifo
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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Tilburg University, Center for Economic Research
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HAL
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations
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Suomen Pankki
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Banque de France
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Department of Economics and Business, Universitat Pompeu Fabra
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East Asian Bureau of Economic Research (EABER)
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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HEC Paris (École des Hautes Études Commerciales)
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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Centre Emile Bernheim, Solvay Brussels School of Economics and Management
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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ARC Centre of Excellence in Population Ageing Research (CEPAR), UNSW Business School
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Facultat d'Economia i Empresa, Universitat de Barcelona
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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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Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
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
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
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4
Bayesian extreme value mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
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