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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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A note on the unbiasedness test of rationality using survey data
McAleer, Michael; Smith, Jeremy - 1993
Persistent link: https://www.econbiz.de/10000871952
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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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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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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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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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Pricing options by simulation using realized volatility
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2009
Persistent link: https://www.econbiz.de/10003869596
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An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
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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