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~language:"eng"
~person:"Chen, Kaiji"
~person:"Croux, Christophe"
~person:"McAleer, Michael"
~subject:"Risk measure"
~subject:"Time series analysis"
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Risk measure
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Volatility
61
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59
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Chen, Kaiji
Croux, Christophe
McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
36
Franses, Philip Hans
15
Teräsvirta, Timo
14
Allen, David E.
13
Chang, Chia-Lin
13
Gupta, Rangan
13
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13
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12
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11
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11
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11
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10
Nielsen, Morten Ørregaard
10
Ravazzolo, Francesco
10
Bauwens, Luc
9
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Pérez Amaral, Teodosio
9
Benati, Luca
8
Broll, Udo
8
Dhaene, Jan
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
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Rossi, Barbara
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Weber, Enzo
8
Österholm, Pär
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Chang, Chun
7
Cuñado Eizaguirre, Juncal
7
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ECONIS (ZBW)
71
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
The predictive power of the
business
and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.
;
Gelper, Sarah
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011646403
Saved in:
3
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
4
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
5
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
6
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
8
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
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