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A general asymptotic theory for time-series models
Ling, Shiqing; McAleer, Michael - In: Statistica Neerlandica : journal of the Netherlands … 64 (2010) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10008370581
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THE TEN COMMANDMENTS FOR OPTIMIZING VALUE-AT-RISK AND DAILY CAPITAL CHARGES
Mcaleer, Michael - In: Journal of economic surveys 23 (2009) 5, pp. 831-849
Persistent link: https://www.econbiz.de/10008328647
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Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David; Chan, Felix; Mcaleer, Michael; Peiris, Shelton - In: Journal of econometrics 147 (2008) 1, pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
Mcaleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10008143200
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Econometric modelling in finance and risk management: An overview
Gao, Jiti; Mcaleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
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An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; Mcaleer, Michael; Slottje, Daniel; … - In: Journal of econometrics 147 (2008) 2, pp. 372-383
Persistent link: https://www.econbiz.de/10008146816
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A neural network demand system with heteroskedastic errors
Mcaleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10008146817
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Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Hoti, Suhejla; Maasoumi, Esfandiar; Mcaleer, Michael; … - In: Econometric reviews 28 (2009) 6, pp. 522-554
Persistent link: https://www.econbiz.de/10008251768
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The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu; Mcaleer, Michael - In: Journal of econometrics 150 (2009) 2, pp. 182-192
Persistent link: https://www.econbiz.de/10008253328
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Expert opinion versus expertise in forecasting
Franses, Philiphans; Mcaleer, Michael; Legerstee, Rianne - In: Statistica Neerlandica : journal of the Netherlands … 63 (2009) 3, pp. 334-346
Persistent link: https://www.econbiz.de/10008273289