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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009747199
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The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010188543
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
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Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.; Amrama, Ron; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009413631
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Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo; Chan, Felix; McAleer, Michael - In: Pacific-Basin finance journal 16 (2008) 4, pp. 453-475
Persistent link: https://www.econbiz.de/10003757401