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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu; McAleer, Michael - In: The econometrics journal 10 (2007) 1, pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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Forecasting realized volatility with linear and nonlinear models
McAleer, Michael; Medeiros, Marcelo C. - 2009
Persistent link: https://www.econbiz.de/10003910296
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A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910507
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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008664039
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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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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669356
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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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IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670045
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How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070