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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate; Lim, Christine; McAleer, … - 2010
Persistent link: https://www.econbiz.de/10003987349
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How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2013
Persistent link: https://www.econbiz.de/10009754970
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How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2012
Persistent link: https://www.econbiz.de/10010360665
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A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541169
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Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton; Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011500273
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Market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018 - Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
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Simple market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011863543
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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
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160