Narrow search
Showing 2,411 - 2,420 of 2,508
Cover Image
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - In: International journal of forecasting 27 (2011) 4, pp. 1066-1076
Persistent link: https://www.econbiz.de/10009290386
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - In: Energy economics 33 (2011) 5, pp. 912-924
Persistent link: https://www.econbiz.de/10009328791
Cover Image
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao; McAleer, Michael; Oya, Kosuke - In: Managerial finance 37 (2011) 11, pp. 1048-1068
Persistent link: https://www.econbiz.de/10009330248
Cover Image
Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 165 (2011) 1, pp. 100-112
Persistent link: https://www.econbiz.de/10009333118
Cover Image
Moment Restriction-Based Econometric Methods: An overview
Kunitomo, Naoto; McAleer, Michael; Nishiyama, Yoshihiko - In: Journal of econometrics 165 (2011) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10009333126
Cover Image
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. 163-186
Persistent link: https://www.econbiz.de/10008898196
Cover Image
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. 104-120
Persistent link: https://www.econbiz.de/10008898201
Cover Image
Econometric modelling in finance and risk management: An overview
Gao, Jiti; McAleer, Michael; Allen, David E. - In: Journal of econometrics 147 (2008) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10008898210
Cover Image
A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-462
Persistent link: https://www.econbiz.de/10008899546
Cover Image
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano; McAleer, Michael - In: Statistica Neerlandica : journal of the Netherlands … 65 (2011) 2, pp. 125-164
Persistent link: https://www.econbiz.de/10008930829