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~institution:"University of Canterbury / Dept. of Economics and Finance"
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McAleer, Michael
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3
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2
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Lan Fen Chu
2
Roengchai Tansuchat
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1
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University of Canterbury / Dept. of Economics and Finance
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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14
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Department of Economics, Oxford University
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1
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:
2
Estimating the leverage parameter of continuous-time stochastic
volatility
models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
3
A note on the probability of winning a lottery when the number of competitors is a binomial random variable
Hogan, Seamus D.
;
Meriluoto, Laura
-
2010
Persistent link: https://www.econbiz.de/10008688813
Saved in:
4
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
5
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
7
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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