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書誌情報 | ファイル |
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Modelling and Forecasting Noisy Realized Volatility Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. (2011-01) KIER Discussion Paper, 758 | |
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan Chang, Chia-Lin; McAleer, Michael; Lim, Christine (2011-07) KIER Discussion Paper, 783 | |
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; Amaral, Teodosio Pérez; McAleer, Michael (2011-07) KIER Discussion Paper, 782 | |
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, Juan-Ángel; McAleer, Michael; Pérez-Amaral, Teodosio (2011-07) KIER Discussion Paper, 784 | |
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez-Amaral, Teodosio (2011-04) KIER Discussion Paper, 767 | |
Citations and Impact of ISI Tourism and Hospitality Journals Chang, Chia-Lin; McAleer, Michael (2011-07) KIER Discussion Paper, 781 | |
Analyzing Fixed-event Forecast Revisions Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael (2011-06) KIER Discussion Paper, 779 | |
Evaluating Individual and Mean Non-Replicable Forecasts Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael (2011-05) KIER Discussion Paper, 773 | |
The Dynamics of Energy-Grain Prices with Open Interest McAleer, Michael; Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin (2011-05) KIER Discussion Paper, 776 | |
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez-Amaral, Teodosio (2011-03) KIER Discussion Paper, 761 |