//--> //--> //-->
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
~person:"McAleer, Michael"
~subject:"Derivat"
~type_genre:"Dissertation u.a. Prüfungsschriften"
~type_genre:"Kongress"
~type_genre:"Working Paper"
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: knowledge OR management
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Portfolio-Management
45
Portfolio selection
43
Risikomaß
42
Risk measure
37
Volatilität
34
Volatility
33
Basler Akkord
31
Basel Accord
29
Welt
25
Finanzkrise
22
World
20
Prognoseverfahren
19
Financial crisis
18
Risikomanagement
18
Risk management
18
Forecasting model
17
ARCH-Modell
14
ARCH model
13
Capital market returns
13
Kapitalmarktrendite
13
Theorie
13
Theory
13
Derivative
10
Spillover-Effekt
10
Kapitaleinkommen
9
Schätzung
9
USA
9
United States
9
Value-at-Risk (VaR)
9
Capital income
8
Spillover effect
8
Aktienmarkt
7
Börsenkurs
7
Estimation
7
Financial economics
7
Hedging
7
Kapitalmarkttheorie
7
Kreditrisiko
7
Stock market
7
more ...
less ...
Online availability
All
Free
10
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
Kongress
Working Paper
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
10
Author
All
McAleer, Michael
Broll, Udo
10
Chang, Chia-Lin
7
Härdle, Wolfgang
7
Pelizzon, Loriana
7
Platen, Eckhard
6
Pérez Amaral, Teodosio
6
Twite, Garry
6
Minton, Bernadette A.
5
Schmidt, Wolfgang M.
5
Wolfers, Justin
5
Alfaro, Laura
4
Calani, Mauricio
4
Gałkiewicz, Dominika
4
Jiménez-Martín, Juan-Ángel
4
Korn, Olaf
4
Muermann, Alexander
4
Naik, Narayan Y.
4
Packham, Natalie
4
Scheicher, Martin
4
Shea, Gary S.
4
Varela, Liliana
4
Welzel, Peter
4
Yadav, Pradeep
4
Adam-Müller, Axel F. A.
3
Allen, David E.
3
Bodnar, Gordon M.
3
Cremers, Heinz
3
Duffie, Darrell
3
Gebhardt, Günther
3
Getmansky, Mila
3
Kubitza, Christian
3
Pietersz, Raoul
3
Stulz, René M.
3
Subrahmanyam, Marti G.
3
Varma, Jayanth Rama
3
Yaron, Amir
3
Zitzewitz, Eric
3
Arora, Dayanand
2
Atkeson, Andrew
2
more ...
less ...
Published in...
All
Econometric Institute research papers
5
Working paper
4
Discussion paper / Tinbergen Institute
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk
management
and financial derivatives: an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009619552
Saved in:
2
Risk
management
and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
3
Risk
management
of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
4
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/10009619372
Saved in:
5
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:
6
Risk
management
of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
7
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010198257
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
9
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
dynamics in commodity spot and futures markets, a stochastic dominance approach to financial risk
management
strategies …
Persistent link: https://www.econbiz.de/10010465152
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->