|
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
RePEc:ucm:doicae:0910 [Citation Analysis] | 17 |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
RePEc:ucm:doicae:0907 [Citation Analysis] | 14 |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
RePEc:ucm:doicae:0904 [Citation Analysis] | 12 |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
RePEc:ucm:doicae:0918 [Citation Analysis] | 9 |
| 2003 | Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
RePEc:ucm:doicae:0309 [Citation Analysis] | 8 |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
RePEc:ucm:doicae:1101 [Citation Analysis] | 5 |
| 2011 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics
RePEc:ucm:doicae:1114 [Citation Analysis] | 5 |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
RePEc:ucm:doicae:1102 [Citation Analysis] | 4 |
| 2009 | GFC-Robust Risk Management Strategies under the Basel Accord
RePEc:ucm:doicae:1001 [Citation Analysis] | 4 |
| 2009 | Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
RePEc:ucm:doicae:0906 [Citation Analysis] | 4 |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of
VIX Futures
RePEc:ucm:doicae:1132 [Citation Analysis] | 3 |
| 2002 | A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes
RePEc:ucm:doicae:0203 [Citation Analysis] | 3 |
| 2002 | A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA)
RePEc:ucm:doicae:0201 [Citation Analysis] | 2 |
| 2002 | Dynamic Laffer Curve in an Endogenous Growth Model with Pollution
RePEc:ucm:doicae:0216 [Citation Analysis] | 2 |
| 2009 | Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
RePEc:ucm:doicae:0915 [Citation Analysis] | 2 |
| 2005 | Fast estimation methods for time series models in state-space form
RePEc:ucm:doicae:0504 [Citation Analysis] | 2 |
| 2002 | A Dynamic Model of Final Service Competition in fixed Electronic Communications under a Capacity
Interconnection Regime
RePEc:ucm:doicae:0202 [Citation Analysis] | 2 |
| 2004 | The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets
RePEc:ucm:doicae:0403 [Citation Analysis] | 2 |
| 2001 | Structural Breaks and interest rates forecast: a sequential approach
RePEc:ucm:doicae:0110 [Citation Analysis] | 1 |
| 2003 | Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy
RePEc:ucm:doicae:0301 [Citation Analysis] | 1 |
| 2002 | An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications:
New Algorithms and Examples
RePEc:ucm:doicae:0204 [Citation Analysis] | 1 |
|
repec:ucm:doicae:0102 [Citation Analysis] | 1 |
| 2002 | Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock
index futures market
RePEc:ucm:doicae:0223 [Citation Analysis] | 1 |
| 2004 | Characterizing the Optimal Composition of Government Expenditures
RePEc:ucm:doicae:0409 [Citation Analysis] | 1 |
| 2010 | From general State-Space to VARMAX models
RePEc:ucm:doicae:1002 [Citation Analysis] | 1 |
| 2002 | An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets
RePEc:ucm:doicae:0222 [Citation Analysis] | 1 |
| 2002 | Analysis and Comparisons of some Solution Concepts for Stochastic Programming Problems
RePEc:ucm:doicae:0218 [Citation Analysis] | 1 |
| 2011 | Why do variance swaps exist?
RePEc:ucm:doicae:1106 [Citation Analysis] | 1 |
|
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:dgr:eureir:1765018043 | [Citation Analysis] |
| 2010 | Ranking multivariate GARCH models by problem dimension
RePEc:dgr:eureir:1765019447 | [Citation Analysis] |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
RePEc:dgr:eureir:1765018331 | [Citation Analysis] |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension
RePEc:cfi:fseres:cf219 | [Citation Analysis] |
| 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19 | [Citation Analysis] |
| 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
RePEc:cbt:econwp:10/27 | [Citation Analysis] |
| 2010 | Should SA Tour, A Singapore Travel company, Use External financing to Expand the MICE business in the China and Singapore markets?
RePEc:pra:mprapa:27549 | [Citation Analysis] |
| 2010 | Risk Management of Precious Metals
RePEc:cbt:econwp:10/37 | [Citation Analysis] |
| 2010 | Breve guia temático e bibliográfico sobre o estudo da actual crise financeira e económica
RePEc:pra:mprapa:20743 | [Citation Analysis] |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord
RePEc:cbt:econwp:10/63 | [Citation Analysis] |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
