//--> //--> //--> //-->
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:"Working paper"
~person:"Fernandez, Pablo"
~person:"McAleer, Michael"
~person:"Nell, Martin"
~person:"Stoja, Evarist"
~person:"Zhang, Lu"
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
An optimization approach to th...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
18
Risk measure
18
Forecasting model
8
Prognoseverfahren
8
Volatility
8
Volatilität
8
Basel Accord
7
Basler Akkord
7
Financial crisis
7
Finanzkrise
7
Portfolio selection
7
Portfolio-Management
7
Welt
7
World
7
Capital income
5
Kapitaleinkommen
5
2008-2009
3
Estimation
3
Schätzung
3
USA
3
United States
3
1995-2009
2
1996-2009
2
2008-2010
2
Ausreißer
2
Bank
2
Country risk
2
Derivat
2
Derivative
2
Edelmetall
2
Länderrisiko
2
Outliers
2
Precious metal
2
Statistical distribution
2
Statistische Verteilung
2
1984-2005
1
2000-2010
1
2005-2013
1
ARCH model
1
ARCH-Modell
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
18
Author
All
Fernandez, Pablo
McAleer, Michael
Nell, Martin
Stoja, Evarist
Zhang, Lu
Pérez Amaral, Teodosio
7
Jiménez-Martín, Juan-Ángel
6
Allen, David E.
5
Chang, Chia-Lin
5
Lund, Diderik
3
Ray, Saon
3
Thakur, Vasundhara
3
Bandyopadhyay, Kuntala
2
Caporin, Massimiliano
2
Guidolin, Massimo
2
Hammoudeh, Shawkat
2
Moretto, Michele
2
Mumtaz, Haroon
2
Singh, Abhay Kumar
2
Aerts, Jeroen C. J. H.
1
Alonso-García, Jennifer
1
Asai, Manabu
1
Asai, Manuabu
1
Bachmann, Kremena
1
Barrieu, Pauline
1
Bastianin, Andrea
1
Bennedsen, Morten
1
Bhagwati, Jaimini
1
Boado-Penas, María del Carmen
1
Bogathi, Ramakrishna Reddy
1
Botzen, W. J. Wouter
1
Cambini, Carlo
1
Casarin, Roberto
1
Cassese, Gianluca
1
Chen, Cathy W. S.
1
Chiu, Ching Wai Jeremy
1
D'Alpaos, Chiara
1
Da Veiga, Bernardo
1
Darvas, Zsolt M.
1
Del Boca, Alessandra
1
Eisenberg, Julia
1
Erdemlioglu, Deniz
1
Eugster, Patrick
1
Fan, Ying
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
IESE Research Papers
115
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
20
IESE Business School Working Paper
18
Working Papers on Risk and Insurance
18
NBER Working Papers
7
Tinbergen Institute Discussion Paper
7
Bank of England Working Paper
6
Journal of forecasting
6
Staff working papers / Bank of England
6
Working papers on risk and insurance
6
Fisher College of Business Working Paper
3
International journal of forecasting
3
Journal of risk and financial management : JRFM
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Universität Hamburg, Department Wirtschaftswissenschaften, Institut für Versicherungsbetriebslehre - Publikationen
3
Discussion paper / University of Bristol, Department of Economics
2
European Research Studies Journal
2
Fisher College of Business working paper series
2
Ifo Schnelldienst
2
International review of economics & finance : IREF
2
Journal of economic surveys
2
Journal of international financial markets, institutions & money
2
Ross School of Business Paper
2
Simon School Working Paper
2
The North American journal of economics and finance : a journal of financial economics studies
2
ifo Schnelldienst
2
2006 Meeting Papers
1
AFA 2007 Chicago Meetings Paper
1
AFA 2013 San Diego Meetings Paper
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
CEPR Discussion Papers
1
CESifo working papers
1
Charles A Dice Center Working Paper
1
Charles A. Dice Center Working Paper
1
Discussion Paper
1
Discussion Papers in Business Administration
1
Discussion paper / LSE Financial Markets Group
1
EFMA 2001 Lugano Meetings
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
2
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
4
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:
5
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
-
2011
Persistent link: https://www.econbiz.de/10009011936
Saved in:
9
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:
10
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->