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The Ten Commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Issues in finance : credit, crises and policies, (pp. 39-57). 2010
Persistent link: https://www.econbiz.de/10009010318
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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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A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910507
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GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
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Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2010
Persistent link: https://www.econbiz.de/10008664056
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Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008664062
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669356
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Modelling and forecasting noisy realized volatility
Asai, Manuabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008669930
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IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008670045
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How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070