//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Risk measure"
~subject:"Stochastic process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Risk measure
Stochastic process
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
more ...
less ...
Online availability
All
Free
38
Type of publication
All
Book / Working Paper
54
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
53
Graue Literatur
53
Non-commercial literature
53
Working Paper
53
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
Author
All
McAleer, Michael
Caporale, Guglielmo Maria
51
Wagner, Joachim
43
Gupta, Rangan
41
Gil-Alaña, Luis A.
37
Döpke, Jörg
26
Pierdzioch, Christian
25
Chang, Chia-Lin
23
Hayo, Bernd
23
Salvanes, Kjell G.
22
Fritsch, Michael
21
Weber, Enzo
21
Huber, Florian
18
Härdle, Wolfgang
18
Galí, Jordi
17
Hess, Gregory D.
17
Merkl, Christian
17
Stulz, René M.
17
Theodoridis, Konstantinos
17
Chiarella, Carl
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Minford, Patrick
16
Allen, David E.
15
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Mumtaz, Haroon
15
Bandick, Roger
14
Belke, Ansgar
14
Benati, Luca
14
Buch, Claudia M.
14
Miller, Stephen M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Stadtmann, Georg
13
Timmermann, Allan
13
Afonso, António
12
Andreasen, Martin Møller
12
Apergēs, Nikolaos
12
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
6
Department of Economics and Finance, College of Business and Economics
1
Published in...
All
Working paper
48
Econometric Institute research papers
4
The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
RePEc
1
Showing
21
-
30
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009012209
Saved in:
22
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012232
Saved in:
23
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
24
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
25
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
26
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
27
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
28
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
29
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
30
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
First
Prev
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->