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Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009772595
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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/10009754991
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International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - In: Journal of forecasting 32 (2013) 3, pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701642
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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009711719
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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/10009711737
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GFC-robust risk management strategies under the Basel Accord
McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: International review of economics & finance : IREF 27 (2013), pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009744769
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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
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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