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McKenzie, Colin; McAleer, Michael; Gill, Len - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10001470195

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - In: Risks : open access journal 4 (2016) 1, pp. 1-14

in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models …

Persistent link: https://www.econbiz.de/10011443686

Chang, Chia-Lin; McAleer, Michael - In: The Korean economic review 50 (2009) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10003926815

Chang, Chia-Lin; McAleer, Michael - In: The Japanese economic review : the journal of the … 63 (2012) 3, pp. 397-419

Persistent link: https://www.econbiz.de/10009666576

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-18

investment strategies and a variety of hold-out periods and backtests. We commence by using four two-year estimation periods and …

Persistent link: https://www.econbiz.de/10011543960

Sequeira, John M.; McAleer, Michael; Chow, Ying-Foon - In: The economic record : er 77 (2001), pp. 270-282

Persistent link: https://www.econbiz.de/10001752337

McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - In: Journal of forecasting 32 (2013) 3, pp. 267-288

Persistent link: https://www.econbiz.de/10009758640

McAleer, Michael; Jimenez-Martin, Juan-Angel; Pérez … - In: The North American journal of economics and finance : a … 26 (2013), pp. 250-265

Persistent link: https://www.econbiz.de/10010365769

Chang, Chia-Lin; Allen, David E.; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 217-226

Persistent link: https://www.econbiz.de/10010365773

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