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~isPartOf:"Working paper"
~person:"Fernandez, Pablo"
~person:"McAleer, Michael"
~person:"Nell, Martin"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Fernandez, Pablo
McAleer, Michael
Nell, Martin
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Allen, David E.
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Asai, Manabu
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Asai, Manuabu
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ECONIS (ZBW)
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Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
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2011
Persistent link: https://www.econbiz.de/10009012018
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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008689064
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3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
Persistent link: https://www.econbiz.de/10008669930
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