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Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.; Lazarov, Zdravetz N.; McAleer, Michael; … - 2007
Persistent link: https://www.econbiz.de/10003477122
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Volatility spillovers from the US to Australia and China across the GFC
Allen, David E.; McAleer, Michael; Powell, R. J.; … - 2013
Persistent link: https://www.econbiz.de/10009724110
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China, Japan, Korea and the United States, for a period running from 12th September 2002 to 9th September 2012. This captures the impact of the Global Financial Crisis (GFC). These...
Persistent link: https://www.econbiz.de/10010391535
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - In: International review of economics & finance : IREF 47 (2017), pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
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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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On the robustness of alternative rankings methodologies : Australian and New Zealand economics departments, 1988 to 2002
Macri, Joseph; McAleer, Michael; Sinha, Dipendra - In: Applied economics 42 (2010) 10/12, pp. 1257-1268
Persistent link: https://www.econbiz.de/10008658511
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009765832