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~institution:"University of Canterbury / Dept. of Economics and Finance"
~type_genre:"Working Paper"
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Risikomaß
4
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4
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2
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McAleer, Michael
3
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1
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University of Canterbury / Dept. of Economics and Finance
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87
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11
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3
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1
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
Value
-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
3
Bayesian extreme
value
mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
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