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Modelling and Simulation: An Overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
analysis for Australia, China and India, the impacts of exchange rates on Australia's domestic and outbound travel markets …, clean development mechanism in China: regional distribution and prospects, design and implementation of a Web …
Persistent link: https://www.econbiz.de/10010326266
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009747199
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009755013
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009765832
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Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin; McAleer, Michael - In: International journal of economic theory 11 (2015) 4, pp. 389-404
Persistent link: https://www.econbiz.de/10011415577
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Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009784936
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Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K. - 2013
This paper features an analysis of volatility spillover effects from the US market, represented by the S&P500 index to the Australian capital market as represented by the Australian S&P200 for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global...
Persistent link: https://www.econbiz.de/10010326245
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Re-Opening the Silk Road to Transform Chinese Trade
Mao, Ning; McAleer, Michael - 2017
Under anti-globalization and isolationism, China is seeking to portray itself as a new leader for globalization under … the banner of the Silk Road initiative. Meanwhile, China’s traditional and comparatively advantaged industry, silk, has …
Persistent link: https://www.econbiz.de/10011662545
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Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015
Persistent link: https://www.econbiz.de/10011432736
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Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin; McAleer, Michael; Tian, Jiarong - 2016 - Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151