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~language:"eng"
~person:"Chiarella, Carl"
~person:"McAleer, Michael"
~subject:"Risk measure"
~subject:"Scientific modelling"
~subject:"Stochastic process"
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Chiarella, Carl
McAleer, Michael
Billio, Monica
14
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14
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12
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11
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11
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ECONIS (ZBW)
63
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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
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:
3
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:
4
Business
fluctuations and long-phase cycles in high order macrosystems
Chiarella, Carl
;
Zhu, Peiyuan
;
Flaschel, Peter
; …
- In:
New business and finance research developments
,
(pp. 37-97)
.
2009
Persistent link: https://www.econbiz.de/10009013131
Saved in:
5
Business
fluctuations and long-phased cycles in high order macrosystems
Chiarella, Carl
;
Hung, Hing
;
Flaschel, Peter
;
Semmler, Willi
-
2009
Persistent link: https://www.econbiz.de/10003684341
Saved in:
6
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
7
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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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