Narrow search
Showing 1 - 10 of 239
Cover Image
Frontiers in time series and financial econometrics : an overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015
Persistent link: https://www.econbiz.de/10011346240
Cover Image
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010359780
Cover Image
Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2015
Persistent link: https://www.econbiz.de/10010507684
Cover Image
The Ten Commandments for optimizing Value-at-Risk and daily capital charges
McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780795
Cover Image
Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008664039
Cover Image
GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
Cover Image
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008664052
Cover Image
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2010
Persistent link: https://www.econbiz.de/10008664056
Cover Image
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008664062
Cover Image
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008666909