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A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410197
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010410204
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Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009787937
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Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010348324
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410186
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Risk management of daily tourist tax revenues for the Maldives
McAleer, Michael (contributor); Shareef, Riaz (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003359644
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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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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/10008669316
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351