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~isPartOf:"Journal of forecasting"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Portfolio-Management"
~type:"article"
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McAleer, Michael
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Pérez Amaral, Teodosio
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Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
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Single-index and portfolio models for forecasting value-at-risk thresholds
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
3
,
pp. 217-235
Persistent link: https://www.econbiz.de/10003738590
Saved in:
2
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
3
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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