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~language:"ces"
~language:"eng"
~language:"frm"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"Theory"
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Caporale, Guglielmo Maria
McAleer, Michael
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1
Decision sciences,
economics
, finance,
business
, computing, and big data : connections
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2018
This paper provides a review of some connecting literature in Decision Sciences,
Economics
, Finance,
Business
…
Persistent link: https://www.econbiz.de/10011807780
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
3
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
6
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
Saved in:
9
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
10
Financial credit risk and core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011868778
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