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~type:"book"
~accessRights:"free"
~language:"eng"
~person:"Dreher, Axel"
~person:"McAleer, Michael"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
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Dreher, Axel
McAleer, Michael
Allen, David E.
57
Powell, Robert
15
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9
Lin, Chien-ting
8
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6
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School of Accounting, Finance and Economics & FEMARC working paper series
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1
Nonparametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009772595
Saved in:
2
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
3
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
4
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
5
Modelling international tourism demand and uncertainty in Maldives and Seychelles : a portfolio approach
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003383573
Saved in:
6
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
7
Managing value-at-risk in daily tourist tax revenue for the Maldives
McAleer, Michael
(
contributor
);
Shareef, Riaz
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220931
Saved in:
8
Modelling international tourism and country risk spillovers for Cyprus and Malta
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220946
Saved in:
9
Modelling international tourism demand and volatility in Small Island Tourism Economies
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003220957
Saved in:
10
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
Saved in:
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