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~person:"McAleer, Michael"
~type_genre:"Non-commercial literature"
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McAleer, Michael
Aizenman, Joshua
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GFC-robust risk management under the Basel accord using extreme value methodologies
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009765824
Saved in:
2
Profiteering from the dot-com bubble, sub-prime crisis and Asian
financial
crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009767005
Saved in:
3
Nonparametric multiple change point analysis of the global
financial
crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009767007
Saved in:
4
Has the Basel accord improved risk management during the global
financial
crisis
?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009724104
Saved in:
5
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
6
Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
-movement in the level during the
financial
crisis
. …
Persistent link: https://www.econbiz.de/10011602570
Saved in:
7
Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
Saved in:
8
Has the Basel Accord improved risk management during the Global
Financial
Crisis
?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
-
Revised: October 2012
Persistent link: https://www.econbiz.de/10010360666
Saved in:
9
Has the Basel accord improved risk management during the global
financial
crisis
?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2012
Persistent link: https://www.econbiz.de/10010360674
Saved in:
10
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
-
2016
Persistent link: https://www.econbiz.de/10011432790
Saved in:
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