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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Bank liquidity"
~subject:"Spillover effect"
~subject:"Time series analysis"
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The ultimate trade-off
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Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
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2013
Persistent link: https://www.econbiz.de/10009771092
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2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2014
Persistent link: https://www.econbiz.de/10010410189
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3
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2013
Persistent link: https://www.econbiz.de/10010211227
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