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Specification tests for separate models : A survey

McAleer, Michael; McAleer, Michael - 1984

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Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares

McAleer, Michael - In: The economic record : er 68 (1992) 200, pp. 65-72

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The econometrics of intellectual property : an overview

McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241

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What they did not tell you about algebraic (non-)existence, mathematical (ir-)regularity and (non-)asymptotic properties of the Dynamic Conditional Correlation (DCC) model

McAleer, Michael - In: Journal of risk and financial management : JRFM 12 (2019) 2/61, pp. 1-9

In order to hedge efficiently, persistently high negative covariances or, equivalently, correlations, between risky assets and the hedging instruments are intended to mitigate against financial risk and subsequent losses. If there is more than one hedging instrument, multivariate covariances and...

Persistent link: https://www.econbiz.de/10012022209