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Simplicity : views of some Nobel laureates in economic science
McAleer, Michael
- In:
Simplicity, inference and modeling : keeping it …
,
(pp. 292-296)
.
2001
Persistent link: https://www.econbiz.de/10001651925
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2
The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Issues in finance : credit, crises and policies
,
(pp. 39-57)
.
2010
Persistent link: https://www.econbiz.de/10009010318
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3
Practical issues in cointegration analysis : special issue
Oxley, Les
(
contributor
);
McAleer, Michael
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001400853
Saved in:
4
Special issue on topics in applied econometrics
McAleer, Michael
(
contributor
)
- In:
Journal of applied econometrics
4
(
1989
),
pp. 1-179
Persistent link: https://www.econbiz.de/10001082291
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5
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
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6
Frontiers in time series and financial econometrics
Ling, Shiqing
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011503765
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7
Contributions to financial econometrics : theoretical and practical issues
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001713035
Saved in:
8
Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
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9
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
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10
Special issue: Recent developments in financial time series econometrics
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001686254
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