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A
Alexander J. McNeil
university of york - uk
36
H指数
127
论文数
1.4W
被引数
0
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9
发表时间
发表时间
IF
被引数
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
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE
IF
1
2025-12-01
0
PRE
AI
Bladt, Martin; Dias, Alexandra; Han, Jialing; Mcneil, Alexander J.
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Special issue to celebrate the 90th birthday of Professor David Wilkie
Annals of Actuarial Science
IF
1
2025-11-01
0
OA
AI
McNeil, Alexander J.; Hardy, Mary; Li, Johnny Siu-Hang; Smith, Andrew
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Spectral backtests of forecast distributions with application to risk management
JOURNAL OF BANKING & FINANCE
IF
3.8
2020-07-01
9
OA
AI
Gordy, Michael B.; McNeil, Alexander J.
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Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall
JOURNAL OF BANKING & FINANCE
IF
3.8
2018-03-01
58
PRE
AI
Kratz, Marie; Lok, Yen H.; McNeil, Alexander J.
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Integrated models of capital adequacy - Why banks are undercapitalised
JOURNAL OF BANKING & FINANCE
IF
3.8
2010-12-01
36
OA
AI
Kretzschmar, Gavin; McNeil, Alexander J.; Kirchner, Axel
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MULTIVARIATE ARCHIMEDEAN COPULAS, d-MONOTONE FUNCTIONS AND l1-NORM SYMMETRIC DISTRIBUTIONS
ANNALS OF STATISTICS
IF
3.7
2009-10-01
483
OA
AI
McNeil, Alexander J.; Neslehova, Johanna
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
ECONOMIC MODELLING
IF
4.7
2008-09-01
3
PRE
AI
Feng, Yuanhua; McNeil, Alexander J.
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VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
VaR与相依信用风险投资组合的预期不足: 概念和实践启示
JOURNAL OF BANKING & FINANCE
IF
3.8
2002-07-01
112
PRE
AI
Frey, R; McNeil, AJ
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Progression of HIV: Follow-up of Edinburgh injecting drug users with narrow seroconversion intervals in 1983-1985
AIDS
IF
3.1
1996-04-01
57
PRE
AI
Brettle, RP; McNeil, AJ; Burns, S; Gore, SM; Bird, AG; Yap, PL; MacCallum, L; Leen, CSL; Richardson, AM
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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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