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~person:"McAleer, Michael"
~type:"book"
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Volatility
53
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51
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36
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31
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31
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29
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McAleer, Michael
Minford, Patrick
213
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176
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155
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143
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112
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111
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104
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99
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96
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95
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94
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94
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93
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93
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90
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88
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87
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87
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87
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87
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87
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86
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85
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84
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84
White, Lawrence J.
84
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81
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79
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2
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ECONIS (ZBW)
183
RePEc
72
EconStor
2
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101
Research ideas for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011920689
Saved in:
102
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
103
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
104
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
105
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
106
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
107
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
108
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
109
Establishing national carbon emission prices for China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
-
2018
-
Revised: March 2018
Persistent link: https://www.econbiz.de/10011823292
Saved in:
110
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
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