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~isPartOf:"Applied financial economics"
~isPartOf:"CARF F-Series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Tourism management : research, policies, practice"
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Search: person:"McAleer, Michael"
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Volatility
7
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Estimation
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Risk management
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Rohstoffderivat
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McAleer, Michael
55
Chang, Chia-Lin
14
Mcaleer, Michael
10
Tansuchat, Roengchai
8
Jimenez-Martin, Juan-Angel
7
Lim, Christine
5
Chan, Felix
4
Perez-Amaral, Teodosio
4
Sequeira, John M.
4
Asai, Manabu
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Caporin, Massimiliano
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Hakim, Abdul
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Hoti, Suhejla
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Allen, David E.
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Grasso, Margherita
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Hammoudeh, Shawkat M.
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Khamkaew, Thanchanok
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Lean, Hooi Hooi
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Manera, Matteo
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Min, Jennifer C.H.
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Pérez Amaral, Teodosio
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Veiga, Bernardo da
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Watkins, Clinton
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Chen, Chi-chung
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Guo, Xu
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Hsu, Hui-kuang
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Kuo, Hsiao-I.
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Kuo, Hsiao-i
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Min, Jennifer C. H.
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Center for Advanced Research in Finance, Faculty of Economics
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Applied financial economics
CARF F-Series
The North American journal of economics and finance : a journal of financial economics studies
Tourism management : research, policies, practice
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
132
Econometric Institute Research Papers
130
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122
Documentos de Trabajo del ICAE
116
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92
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54
Journal of econometrics
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30
Journal of Risk and Financial Management
27
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21
Applied economics
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Annals of financial economics
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Journal of Econometrics
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Working Papers / Economics Department, Queen's University
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School of Accounting, Finance and Economics & FEMARC working paper series
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ISER Discussion Paper
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Econometric Reviews
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International journal of forecasting
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International review of economics & finance : IREF
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The Japanese economic review : the journal of the Japanese Economic Association
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RePEc
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ECONIS (ZBW)
16
OLC EcoSci
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
5
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
7
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
8
Estimating the impact of whaling on global whale-watching
Kuo, Hsiao-i
;
Chen, Chi-chung
;
McAleer, Michael
- In:
Tourism management : research, policies, practice
33
(
2012
)
6
,
pp. 1321-1328
Persistent link: https://www.econbiz.de/10009576030
Saved in:
9
Modelling and forecasting daily international mass tourism to Peru
Divino, José Angelo
;
McAleer, Michael
- In:
Tourism management : research, policies, practice
31
(
2010
)
6
,
pp. 846-854
Persistent link: https://www.econbiz.de/10008650042
Saved in:
10
Modelling income effects on long and short haul international travel from Japan
Lim, Christine
;
Min, Jennifer C. H.
;
McAleer, Michael
- In:
Tourism management : research, policies, practice
29
(
2008
)
6
,
pp. 1099-1109
Persistent link: https://www.econbiz.de/10003775872
Saved in:
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