Publicaciones en las que colabora con Michael McAleer (13)

2015

  1. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?

    Documentos de Trabajo (ICAE)

2013

  1. Risk Modelling and Management: An overview

    Documentos de Trabajo (ICAE)

2012

  1. Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

    Documentos de Trabajo (ICAE)

2011

  1. GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

    Documentos de Trabajo (ICAE)

  2. International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

    Documentos de Trabajo (ICAE)

  3. Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  4. Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

    Documentos de Trabajo (ICAE)

  5. The Rise and Fall of S&P500 Variance Futures

    Documentos de Trabajo (ICAE)

2010

  1. GFC-Robust Risk Management Strategies under the Basel Accord

    Documentos de Trabajo (ICAE)

2009

  1. Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?

    Documentos de Trabajo (ICAE)

  2. Optimal Risk Management Before, During and After the 2008-09 Financial Crisis

    Documentos de Trabajo (ICAE)

  3. The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord

    Documentos de Trabajo (ICAE)

  4. What Happened to Risk Management During the 2008-09 Financial Crisis?

    Documentos de Trabajo (ICAE)