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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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Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008670002
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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008688576
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Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008688580
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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The ten commandments for managing investments
Caporin, Massimiliano; McAleer, Michael - In: Journal of economic surveys 24 (2010) 1, pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003989642