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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan; McAleer, Michael - 2008
Persistent link: https://www.econbiz.de/10003893426
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Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003909568
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Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael; … - 2009
Persistent link: https://www.econbiz.de/10003910288
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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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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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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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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 simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael; Wiphatthanananthakul, Chatayan - 2010
Persistent link: https://www.econbiz.de/10008670007