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351
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008666915
Saved in:
352
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
353
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
354
Identifying shocks in regionally integrated East Asian economies wih structural VaR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987291
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355
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
356
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka
;
Zhang, Zhaoyong
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987321
Saved in:
357
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
358
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10003987327
Saved in:
359
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
360
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
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