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~language:"eng"
~person:"McAleer, Michael"
~subject:"Risk management"
~subject:"Stochastischer Prozess"
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Risk management
Stochastischer Prozess
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
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Free
20
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23
Article
9
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10
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English
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McAleer, Michael
Broll, Udo
19
Gatzert, Nadine
13
Hammoudeh, Shawkat
12
Tobacman, Jeremy
12
Dhaene, Jan
11
Mumtaz, Haroon
11
Townsend, Robert M.
11
Chiarella, Carl
10
Cole, Shawn
10
Giné, Xavier
10
Härdle, Wolfgang
10
Turvey, Calum Greig
10
Acharya, Viral V.
9
Dionne, Georges
9
Goodwin, Barry K.
9
Mirakhor, Abbas
9
Stulz, René M.
9
Surminski, Swenja
9
Topalova, Petia
9
Allen, David E.
8
Alòs, Elisa
8
Babcock, Bruce A.
8
Baumgärtner, Stefan
8
Golnaraghi, Maryam
8
Hennessy, David A.
8
Pelizzon, Loriana
8
Peydró, José-Luis
8
Polo, Andrea
8
Theodoridis, Konstantinos
8
Yu, Jun
8
Caporin, Massimiliano
7
Chambers, Robert G.
7
Chi, Yichun
7
Coble, Keith H.
7
Cossette, Hélène
7
Dmitrievna, Mashenka
7
Finger, Robert
7
Giudici, Paolo
7
Ivanov, Dmitry
7
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University of Canterbury / Dept. of Economics and Finance
2
Department of Economics and Finance, College of Business and Economics
1
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Working paper
15
Econometric Institute research papers
5
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
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ECONIS (ZBW)
31
RePEc
1
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1
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
2
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:
3
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
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
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
8
Financial credit risk and core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011868778
Saved in:
9
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
10
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
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