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Convergence and catching up in ASEAN : a comparative analysis
Lim, Lee K.; McAleer, Michael - In: Applied economics 36 (2004) 2, pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
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A dollar or yen currency union in East Asia
Lim, Lee K. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002421478
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150
The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
Persistent link: https://www.econbiz.de/10010417180
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2014
The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
Persistent link: https://www.econbiz.de/10010405194
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410186
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2015
Persistent link: https://www.econbiz.de/10010507684
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael - 1991 - Rev.
Persistent link: https://www.econbiz.de/10000829601
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How fragile are fragile inferences? : a re-evaluation of the deterrent effect of capital punishment
McAleer, Michael; Veall, Michael R. - 1987
Persistent link: https://www.econbiz.de/10000741537
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Testing separate time series models
McAleer, Michael; MacKenzie, Colin R.; Hall, Anthony D. - 1986 - Rev.
Persistent link: https://www.econbiz.de/10000715058