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~institution:"Department of Economics and Finance, College of Business and Economics"
~person:"Allen, David E."
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Allen, David E.
McAleer, Michael
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Department of Economics and Finance, College of Business and Economics
School of Finance and Business Economics <Perth, Western Australia>
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Risk Modeling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
Department of Economics and Finance, College of …
-
2013
under the Basel Accord: A Bayesian approach to forecasting value-at-risk of VIX
futures
, fast clustering of GARCH processes …
Persistent link: https://www.econbiz.de/10010907434
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