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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008688576
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Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670047
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689063
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Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011
Persistent link: https://www.econbiz.de/10009011936