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A new approach to maximum likelihood estimation of the three-parameter gamma and Weibull distributions
Bai, Jun; Jakeman, Anthony J.; McAleer, Michael - 1991 - Rev
Persistent link: https://www.econbiz.de/10000133543
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Theory and econometric evaluation of a systems approach to the demand for money : The Canadian case
Fisher, Gordon; McAleer, Michael - 1979
Persistent link: https://www.econbiz.de/10000039102
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Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing; McAleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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Efficient estimation and testing of alternative models of currency futures contracts
Sequeira, John M.; McAleer, Michael; Chow, Ying-Foon - In: The economic record : er 77 (2001), pp. 270-282
Persistent link: https://www.econbiz.de/10001752337
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Special issue: Recent developments in financial time series econometrics
McAleer, Michael (contributor); Oxley, Les (contributor) - 2002
Persistent link: https://www.econbiz.de/10001686254
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Recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Journal of economic surveys 16 (2002) 3, pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
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Contributions to financial econometrics : theoretical and practical issues
McAleer, Michael (contributor); Oxley, Les (contributor) - 2002
Persistent link: https://www.econbiz.de/10001713035
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong; McAleer, Michael; Ling, Shiqing - In: Handbook of applied econometrics and statistical inference, (pp. 443-467). 2002
Persistent link: https://www.econbiz.de/10001701988
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Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix; McAleer, Michael - In: Journal of applied econometrics 17 (2002) 5, pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
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Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing; McAleer, Michael - In: Econometric theory 18 (2002) 3, pp. 722-729
Persistent link: https://www.econbiz.de/10001673454