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person:"McAleer, Michael"
~person:"Putnam, Bluford H."
~subject:"Risk management"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Search: subject_exact:"Volatility"
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Risk management
Volatility
75
Volatilität
75
ARCH model
30
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Stochastic process
25
Stochastischer Prozess
25
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24
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Article in journal
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English
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McAleer, Michael
Putnam, Bluford H.
Kumar, Dilip
5
Hammoudeh, Shawkat
4
Wang, Gang-Jin
4
Xiong, Xiong
4
Aboura, Sofiane
3
Bouri, Elie
3
Chi, Xie
3
Corbet, Shaen
3
Gong, Xiao-Li
3
Karagozoglu, Ahmet K.
3
Karanasos, Menelaos
3
Kouretas, Georgios P.
3
Mensi, Walid
3
Naeem, Muhammad Abubakr
3
Sitara Karim
3
Slim, Skander
3
Westgaard, Sjur
3
Al-Yahyaee, Khamis Hamed
2
Brigo, Damiano
2
Capelli, Paolo
2
Chang, Chia-Lin
2
Chen, Jiusheng
2
Christoffersen, Peter F.
2
Dai, Peng-Fei
2
Dai, Yun-Shi
2
Daníelsson, Jón
2
Degiannakis, Stavros
2
Drakos, Anastassios A.
2
Fabozzi, Frank J.
2
Goodell, John W.
2
Guo, Zi-Yi
2
Gupta, Rangan
2
Howlett, Michael
2
Ielasi, Federica
2
Jain, P. K.
2
Jimenez-Martin, Juan-Angel
2
Joëts, Marc
2
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Kang, Sang Hoon
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The North American journal of economics and finance : a journal of financial economics studies
3
Review of financial economics : RFE
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
International review of economics & finance : IREF
1
Journal of econometrics
1
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ECONIS (ZBW)
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1
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
2
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
3
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
5
Special issue: Risk management and market volatility
Putnam, Bluford H.
(
contributor
)
-
2012
Persistent link: https://www.econbiz.de/10009703024
Saved in:
6
Special issue: Risk management and market volatility
Putnam, Bluford H.
;
Wilford, D. S.
- In:
Review of financial economics : RFE
21
(
2012
)
3
,
pp. 91-92
Persistent link: https://www.econbiz.de/10009703042
Saved in:
7
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
8
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
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