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The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Journal of economic surveys 23 (2009) 5, pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
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The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - In: Journal of economic surveys 23 (2009) 5, pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
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A scientific classification of volatility models
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
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The ten commandments for managing investments
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
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Measuring risk in environmental finance
Hoti, Suhejla; McAleer, Michael; Pauwels, Laurent L. - In: Journal of economic surveys 21 (2007) 5, pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
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In memoriam: Professor Sir Clive Granger, 1934 - 2009
McAleer, Michael; Oxley, Les - In: Journal of economic surveys 23 (2009) 4, pp. 613-616
Persistent link: https://www.econbiz.de/10003873805
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What makes a great journal great in economics? : the singer not the song
Chang, Chia-Lin; McAleer, Michael; Oxley, Les - In: Journal of economic surveys 25 (2011) 2, pp. 326-361
Persistent link: https://www.econbiz.de/10009158000
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In memoriam : Professor Halbert L. White, 1950 - 2012
McAleer, Michael; Pérez Amaral, Teodosio - In: Journal of economic surveys 26 (2012) 4, pp. 551-554
Persistent link: https://www.econbiz.de/10009711929
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Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 26 (2012) 4, pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
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An empirical assessment of country risk ratings and associated models
Hoti, Suhejla; McAleer, Michael - In: Journal of economic surveys 18 (2004) 4, pp. 539-588
Persistent link: https://www.econbiz.de/10002222868