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subject:"Credit risk"
~isPartOf:"Econometric Institute research papers"
~subject:"Market risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
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2019
Persistent link: https://www.econbiz.de/10011986947
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2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
3
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010354388
Saved in:
4
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
5
The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780795
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