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The fundamental equation in tourism finance
McAleer, Michael - 2015
tourism expenditure. The paper will concentrate on daily tourism expenditure, regardless of whether such data might be readily … available. If such data are not available, a practical method is presented to calculate the appropriate data. …
Persistent link: https://www.econbiz.de/10011391546
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Frontiers in time series and financial econometrics : an overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - 2015
duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel data, statistical inference …
Persistent link: https://www.econbiz.de/10010484894
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Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724148
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Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin; McAleer, Michael - 2014
One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special...
Persistent link: https://www.econbiz.de/10010465152
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Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat; McAleer, Michael - 2014
and seasonality, and volatility forecast of stock indexes by model averaging using high frequency data. …
Persistent link: https://www.econbiz.de/10010366930