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Alexander J. McNeil

university of york - uk

36H指数
127论文数
1.4W被引数
收录论文 9
发表时间
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Semiparametric and parametric distributional forecasting of univariate time series using non-Gaussian ARMA models based on D-vines基于D-vines的非高斯ARMA模型对单变量时间序列的半参数和参数化分布预测
errCANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
IF1
err2025-12-01
err0
PREAI
errBladt, Martin; Dias, Alexandra; Han, Jialing; Mcneil, Alexander J.
err分享
err收藏
Special issue to celebrate the 90th birthday of Professor David Wilkie
errAnnals of Actuarial Science
IF1
err2025-11-01
err0
errOAAI
errMcNeil, Alexander J.; Hardy, Mary; Li, Johnny Siu-Hang; Smith, Andrew
err分享
err收藏
Spectral backtests of forecast distributions with application to risk management
errJOURNAL OF BANKING & FINANCE
IF3.8
err2020-07-01
err9
errOAAI
errGordy, Michael B.; McNeil, Alexander J.
err分享
err收藏
Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-03-01
err58
PREAI
errKratz, Marie; Lok, Yen H.; McNeil, Alexander J.
err分享
err收藏
Integrated models of capital adequacy - Why banks are undercapitalised
errJOURNAL OF BANKING & FINANCE
IF3.8
err2010-12-01
err36
errOAAI
errKretzschmar, Gavin; McNeil, Alexander J.; Kirchner, Axel
err分享
err收藏
MULTIVARIATE ARCHIMEDEAN COPULAS, d-MONOTONE FUNCTIONS AND l1-NORM SYMMETRIC DISTRIBUTIONS
errANNALS OF STATISTICS
IF3.7
err2009-10-01
err483
errOAAI
errMcNeil, Alexander J.; Neslehova, Johanna
err分享
err收藏
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
errECONOMIC MODELLING
IF4.7
err2008-09-01
err3
PREAI
errFeng, Yuanhua; McNeil, Alexander J.
err分享
err收藏
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insightsVaR与相依信用风险投资组合的预期不足: 概念和实践启示
errJOURNAL OF BANKING & FINANCE
IF3.8
err2002-07-01
err112
PREAI
errFrey, R; McNeil, AJ
err分享
err收藏
Progression of HIV: Follow-up of Edinburgh injecting drug users with narrow seroconversion intervals in 1983-1985
errAIDS
IF3.1
err1996-04-01
err57
PREAI
errBrettle, RP; McNeil, AJ; Burns, S; Gore, SM; Bird, AG; Yap, PL; MacCallum, L; Leen, CSL; Richardson, AM
err分享
err收藏

研究方向

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合作学者
合作期刊
M
Mary R. Hardy
H 指数: 26 · 论文数: 187
Y
Yuanhua Feng
H 指数: 25 · 论文数: 179
R
Rüdiger Frey
H 指数: 25 · 论文数: 89
S
Sheila M. Gore
H 指数: 24 · 论文数: 72
M
Michael B. Gordy
H 指数: 24 · 论文数: 84
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