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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009787937
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The fundamental equation in tourism finance
McAleer, Michael - In: Journal of risk and financial management : JRFM 8 (2015) 4, pp. 369-374
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://www.econbiz.de/10011545065
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The fundamental equation in tourism finance
McAleer, Michael - 2015
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://www.econbiz.de/10011391546
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Editorial note: special issues of annals of financial economics (AFE)
McAleer, Michael - In: Annals of financial economics 12 (2017) 4, pp. 1-2
Persistent link: https://www.econbiz.de/10011850375
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Visualizing time-varying correlations across stock markets
Franses, Philip Hans; Groenen, Patrick J. F. - 1999
Persistent link: https://www.econbiz.de/10001447137
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Asympototically perfect and relative convergence of productivity
Hobijn, Bart; Franses, Philip Hans - In: Journal of applied econometrics 15 (2000) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
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Testing common deterministic seasonality, with an application to industrial production
Franses, Philip Hans; Kunst, Robert M. - 1999
Persistent link: https://www.econbiz.de/10001495863
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Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André - 1998
Persistent link: https://www.econbiz.de/10000986130
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Convergentie levensstandaard treedt niet op
Franses, Philip Hans - In: Economisch statistische berichten : ESB 81 (1996) 3, pp. 10-12
Persistent link: https://www.econbiz.de/10001192316