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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Tourism economics : the business and finance of tourism and recreation"
~language:"eng"
~person:"McAleer, Michael"
~person:"So, Mike Ka-pui"
~person:"Speight, Alan E. H."
~subject:"ARCH-Modell"
~subject:"World"
~type_genre:"Article in journal"
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McAleer, Michael
So, Mike Ka-pui
Speight, Alan E. H.
Ma, Feng
9
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8
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8
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International review of economics & finance : IREF
Journal of forecasting
Tourism economics : the business and finance of tourism and recreation
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5
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5
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4
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ECONIS (ZBW)
15
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1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
3
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Saved in:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
5
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
6
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
7
IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
- In:
Tourism economics : the business and finance of tourism …
18
(
2012
)
1
,
pp. 5-41
Persistent link: https://www.econbiz.de/10009518271
Saved in:
8
Estimating the impact of avian flu on international tourism demand using panel data
Kuo, Hsiao-i
;
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, …
- In:
Tourism economics : the business and finance of tourism …
15
(
2009
)
3
,
pp. 501-511
Persistent link: https://www.econbiz.de/10003877856
Saved in:
9
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
10
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
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