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~language:"eng"
~person:"McAleer, Michael"
~subject:"Asia"
~subject:"Markov chain"
~subject:"USA"
~type_genre:"Article in journal"
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ECONIS (ZBW)
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Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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2
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:
3
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
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