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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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A class of two-group polarization measures
Bossert, Walter; Schworm, William E. - In: Journal of public economic theory 10 (2008) 6, pp. 1169-1187
Persistent link: https://www.econbiz.de/10003796540
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A neural network demand system with heteroskedastic errors
McAleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
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Non-deteriorating choice
Bossert, Walter; Sprumont, Yves - In: Economica 76 (2009), pp. 337-363
Persistent link: https://www.econbiz.de/10003823648
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The econometrics of intellectual property : an overview
McAleer, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003485347
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The econometrics of intellectual property : an overview
McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10003485352