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subject:"Risk measure"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Röth, Stefan"
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ECONIS (ZBW)
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Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
2
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
3
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
Saved in:
4
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
5
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
6
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
Saved in:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
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