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The econometrics of financial time series
McAleer, Michael; Oxley, Les - In: Contributions to financial econometrics : theoretical …, (pp. 1-7). 2003
Persistent link: https://www.econbiz.de/10001932648
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Recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Contributions to financial econometrics : theoretical …, (pp. 9-33). 2003
Persistent link: https://www.econbiz.de/10001932650
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Variable addition and Lagrange multiplier tests for linear and logarithmic regression models
Godfrey, L. G. - In: The review of economics and statistics 70 (1988) 3, pp. 492-503
Persistent link: https://www.econbiz.de/10001054963
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How fragile are fragile inferences? : a re-evaluation of the deterrent effect of capital punishment
McAleer, Michael - In: The review of economics and statistics 71 (1989) 1, pp. 99-106
Persistent link: https://www.econbiz.de/10001064406
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The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin; McAleer, Michael - In: Finance research letters 28 (2019), pp. 11-19
Persistent link: https://www.econbiz.de/10012384032