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Browsing All of EconStor by Author McAleer, Michael
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Showing results 1 to 20 of 178
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Year of Publication
Title
Author(s)
2001
Regression quantiles for unstable autoregressive models
Ling, Shiqing
;
McAleer, Michael
2004
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
Manera, Matteo
;
Lanza, Alessandro
;
McAleer, Michael
2005
Risk Management of Daily Tourist Tax Revenues for the Maldives
McAleer, Michael
;
Shareef, Riaz
;
da Veiga, Bernardo
2005
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
2006
Realized volatility: a review
McAleer, Michael
;
Medeiros, Marcelo C.
2007
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
2009
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
PĂ©rez-Amaral, Teodosio
2010
Moment-based estimation of smooth transition regression models with endogenous variables
Areosa, Waldyr Dutra
;
McAleer, Michael
;
Medeiros, Marcelo C.
2010
Forecasting Realized Volatility with Linear and Nonlinear Models
McAleer, Michael
;
Medeiros, Marcelo C.
2012
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
Chu, Lan-Fen
;
McAleer, Michael
;
Wang, Szu-Hua
2012
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
;
McAleer, Michael
2013
Modelling and Simulation: An Overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
2013
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
;
Amaral, Teodosio Perez
2013
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
2013
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
2013
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
2013
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu
;
McAleer, Michael
2013
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
2013
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-Chung
;
McAleer, Michael
2013
The Journal of Risk and Financial Management in open access
McAleer, Michael