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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~person:"McAleer, Michael"
~subject:"PI-BETA"
~subject:"Portfolio selection"
~subject:"Risk measure"
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McAleer, Michael
Asai, Manabu
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Caporin, Massimiliano
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Castle, Jennifer
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Da Veiga, Bernardo
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Hammoudeh, Shawkat
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Hoti, Suhejla
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
3
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
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