//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of futures markets"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Credit Risk Model wit...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
10
Portfolio-Management
10
Risikomaß
8
Risk measure
8
Volatility
7
Volatilität
7
Forecasting model
5
Prognoseverfahren
5
Basel Accord
4
Basler Akkord
4
Financial crisis
4
Finanzkrise
4
Welt
4
World
4
Capital income
3
Kapitaleinkommen
3
1995-2009
2
2008-2010
2
ARCH model
2
ARCH-Modell
2
Ausreißer
2
Country risk
2
Credit risk
2
Derivat
2
Derivative
2
Edelmetall
2
Estimation
2
Hedging
2
Kreditrisiko
2
Länderrisiko
2
Modellierung
2
Outliers
2
Precious metal
2
Schätzung
2
Scientific modelling
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
1984-2005
1
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
McAleer, Michael
Guidolin, Massimo
17
Malamud, Semyon
14
Hens, Thorsten
11
Jondeau, Eric
11
Ongena, Steven
11
Soner, Halil Mete
10
Muhle-Karbe, Johannes
9
Sornette, Didier
9
Evstigneev, Igor V.
8
Hoesli, Martin
7
Schenk-Hoppé, Klaus Reiner
7
Filipović, Damir
6
Hau, Harald
6
Nicodano, Giovanna
6
Bacchetta, Philippe
5
Barone-Adesi, Giovanni
5
Batten, Jonathan A.
5
Chang, Chia-Lin
5
Clare, Andrew D.
5
Cvitanić, Jakša
5
Mazur, Stepan
5
Mele, Antonio
5
Obayashi, Yoshiki
5
Pérez Amaral, Teodosio
5
Schweizer, Martin
5
Brooks, Robert
4
Byström, Hans N. E.
4
Chateau, Jean-Pierre D.
4
Duffie, Darrell
4
Faff, Robert W.
4
Fugazza, Carolina
4
Gibson, Rajna
4
Gilli, Manfred
4
Goodell, John W.
4
Hammoudeh, Shawkat
4
Hugonnier, Julien
4
Hyde, Stuart
4
Kelly, Bryan T.
4
Leippold, Markus
4
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
International review of financial analysis
Swiss Finance Institute Research Paper
The journal of futures markets
Working paper
Econometric Institute research papers
30
Discussion paper / Tinbergen Institute
11
The North American journal of economics and finance : a journal of financial economics studies
4
Working papers in quantitative economics and econometrics
4
Journal of economic surveys
3
Journal of forecasting
3
Energy economics
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tinbergen Institute Discussion Paper
2
Working papers in economics and econometrics
2
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economies
1
Economies : open access journal
1
International journal of forecasting
1
Risks : open access journal
1
Tinbergen Institute Discussion Paper 2018-048/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
5
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
6
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
7
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
8
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
9
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
10
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->