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~isPartOf:"Journal of forecasting"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~subject:"Portfolio-Management"
~type:"article"
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McAleer, Michael
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Pérez Amaral, Teodosio
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Da Veiga, Bernardo
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Hammoudeh, Shawkat
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Hammoudeh, Shawkat M.
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Jimenez-Martin, Juan-Angel
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Journal of forecasting
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Financial analysts journal : FAJ
3
Journal of economic surveys
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk finance : the convergence of financial products and insurance
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Pacific-Basin finance journal
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Quantitative finance
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Selected papers from the Fifth Annual PACAP Finance Conference held in Malaysia
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Studies in the financial markets of the Pacific Basin ; Pt. B
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The journal of asset management : a major new, international quarterly journal for the financial community
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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
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2
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
4
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:
5
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
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