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Asymmetric realized volatility...
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681
Modelling international tourism demand and uncertainty in Maldives and Seychelles : a portfolio approach
Shareef, Riaz
(
contributor
);
McAleer, Michael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003383573
Saved in:
682
Realized volatility : a review
McAleer, Michael
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003390391
Saved in:
683
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003460319
Saved in:
684
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Pacific-Basin finance journal
16
(
2008
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003757401
Saved in:
685
Forecasting h(m)otel guest nights in New Zealand
Lim, Christine
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International journal of hospitality management
28
(
2009
)
2
,
pp. 228-235
Persistent link: https://www.econbiz.de/10003827272
Saved in:
686
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
687
Has the Basel II Accord encouraged risk management dur the 2008-09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003851225
Saved in:
688
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/10003858519
Saved in:
689
Measuring the volatility in US 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/10003881186
Saved in:
690
The GFT utility function
Basmann, R. L.
;
Hayes, Kathy Jean
;
McAleer, Michael
; …
- In:
Quantifying consumer preferences
,
(pp. 119-147)
.
2009
Persistent link: https://www.econbiz.de/10003887972
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