//--> //--> //-->
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
~isPartOf:"Working paper"
~person:"McAleer, Michael"
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: subject:"performance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
10
Portfolio-Management
10
Risikomaß
7
Risk measure
7
Volatility
7
Volatilität
7
Basel Accord
4
Basler Akkord
4
Forecasting model
4
Prognoseverfahren
4
Welt
4
World
4
Capital income
3
Financial crisis
3
Finanzkrise
3
Kapitaleinkommen
3
1995-2009
2
2008-2010
2
ARCH model
2
ARCH-Modell
2
Ausreißer
2
Country risk
2
Derivat
2
Derivative
2
Edelmetall
2
Hedging
2
Länderrisiko
2
Outliers
2
Precious metal
2
USA
2
United States
2
1984-2005
1
2006-2011
1
2008-2009
1
Anlageverhalten
1
BRICS countries
1
BRICS-Staaten
1
Behavioural finance
1
Bewertung
1
Commodity derivative
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
10
Author
All
McAleer, Michael
Guidolin, Massimo
16
Sahn, David E.
7
Nicodano, Giovanna
6
Bloom, Nicholas
5
Pérez Amaral, Teodosio
5
Anderson, Richard G.
4
Chang, Chia-Lin
4
Fugazza, Carolina
4
Mazzanti, Massimiliano
4
Poncet, Sandra
4
Timmermann, Allan
4
Vergalli, Sergio
4
Binner, Jane M.
3
Briole, Simon
3
Chien, YiLi
3
Clark, Andrew E.
3
Fairlie, Robert W.
3
Hagströmer, Björn
3
Hammoudeh, Shawkat
3
Heimonen, Kari
3
Hickson, Stephen
3
Hyde, Stuart
3
Jensen, Bjarne Astrup
3
Jiménez-Martín, Juan-Ángel
3
Kozlowski, Julian
3
Lustig, Hanno
3
Mayneris, Florian
3
Nilsson, Birger
3
Phelps, Edmund S.
3
Poddi, Laura
3
Torgler, Benno
3
Van Reenen, John
3
Virmani, Arvind
3
Winkelmann, Rainer
3
Zweifel, Peter
3
Albis, Hippolyte d’
2
Andrés, Javier
2
Arrondel, Luc
2
Attanasio, Orazio P.
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
Econometric Institute research papers
28
Discussion paper / Tinbergen Institute
13
Econometric Institute Research Papers
7
Working Papers in Economics
7
KIER Working Papers
6
Documentos de Trabajo del ICAE
5
Tinbergen Institute Discussion Paper
5
Journal of economic surveys
4
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
3
Journal of forecasting
3
Tinbergen Institute Discussion Papers
3
Energy economics
2
Journal of risk and financial management : JRFM
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Applied economics
1
China's reform and economic growth : problems and prospects
1
Economies
1
Economies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Risks : open access journal
1
The North American Journal of Economics and Finance
1
Tinbergen Institute Discussion Paper 2018-048/III
1
more ...
less ...
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/10009562953
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
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:
4
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:
5
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
6
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:
7
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->