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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010348322
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How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670005
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A tourism conditions index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010242831
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A tourism financial conditions index
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410211
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Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669311
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Modelling and forecasting noisy realized volatility
Asai, Manuabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008669930
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A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael; Wiphatthanananthakul, Chatayan - 2010
Persistent link: https://www.econbiz.de/10008670007
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Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2010
Persistent link: https://www.econbiz.de/10008670049
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Combining non-replicable forecasts
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689066