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Sample dependency during unconditional credit capital estimation
Ferrer, Alex; Casals, José; Sotoca, Sonia - In: Finance research letters 15 (2015), pp. 175-186
Persistent link: https://www.econbiz.de/10011553172
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Capital cyclicality, conditional coverage and long-term capital assessment
Ferrer, Alex; Casals, José; Sotoca, Sonia - In: Finance research letters 15 (2015), pp. 246-256
Persistent link: https://www.econbiz.de/10011553239
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The econometrics of financial time series
McAleer, Michael; Oxley, Les - In: Contributions to financial econometrics : theoretical …, (pp. 1-7). 2003
Persistent link: https://www.econbiz.de/10001932648
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Recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Contributions to financial econometrics : theoretical …, (pp. 9-33). 2003
Persistent link: https://www.econbiz.de/10001932650
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The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin; McAleer, Michael - In: Finance research letters 28 (2019), pp. 11-19
Persistent link: https://www.econbiz.de/10012384032