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Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009771098
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Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009723138
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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Regulatory medicine against financial market instability : what helps and what hurts
Kerbl, Stefan - 2011
Persistent link: https://www.econbiz.de/10009385145
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A simulation study for monotonic dependence in the presence of outliers
Manzi, Giancarlo; Alsayed, Ahmed - 2019
Persistent link: https://www.econbiz.de/10012027165
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How did the financial crisis alter the correlations of U.S. yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - 2013
Persistent link: https://www.econbiz.de/10009704261
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European Market portfolio diversifcation strategies across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10011296531
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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
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009012232
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701642