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4 Results for McNeil, Alexander J

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1. Calculating quantile risk measures for financial return series using extreme value theory

McNeil, Alexander J. (1998)

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2. Generalized linear mixed models in portfolio credit risk modelling

McNeil, Alexander J. and Wendin, Jonathan (2003)

Reports Reports

3. Modelling dependent defaults

Frey, Rüdiger and McNeil, Alexander J. (2001)

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4. Nonparametric GARCH models

Bühlmann, Peter Lukas and McNeil, Alexander J. (1999)

Reports Reports