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~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
~subject:"Bibliometrics"
~subject:"US-Dollar"
~subject:"Volatility"
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
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2
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
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3
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
5
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
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