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書誌情報 | ファイル |
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Ten Things You Should Know About the Dynamic Conditional Correlation Representation Caporin, Massimiliano; McAleer, Michael (2013-06) KIER Discussion Paper, 870 | |
Financial Dependence Analysis: Applications of Vine Copulae Allen, David E.; Ashraf, Mohammad.A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K. (2013-01) KIER Discussion Paper, 843 | |
Risk Modelling and Management: An Overview Chang, Chia-Lin; Allen, David E.; McAleer, Michael; Perez Amaral, Teodosio (2013-07) KIER Discussion Paper, 872 | |
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis McAleer, Michael; Suen, John; Wong, Wing Keung (2013-06) KIER Discussion Paper, 869 |