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A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003460319
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Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
Chan, Felix (contributor); McAleer, Michael (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003220873
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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 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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Realized volatility : a review
McAleer, Michael; Medeiros, Marcelo C. - In: Econometric reviews 27 (2008) 1/3, pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
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An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; Mcaleer, Michael; Slottje, Daniel; … - In: Journal of econometrics 147 (2008) 2, pp. 372-383
Persistent link: https://www.econbiz.de/10008146816
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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/10008146817
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Moment-bases estimation of smooth transition regression models with endogenous variables
Dutra Areosa, Waldyr; McAleer, Michael; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003893429
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FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of economic surveys 25 (2011) 1, pp. 6-19
Persistent link: https://www.econbiz.de/10008786338
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An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.; McAleer, Michael; Slottje, Daniel; … - In: Journal of econometrics 147 (2008) 2, pp. 372-384
Persistent link: https://www.econbiz.de/10008890957