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Modelling income effects on long and short haul international travel from Japan
Lim, Christine; Min, Jennifer C. H.; McAleer, Michael - In: Tourism management : research, policies, practice 29 (2008) 6, pp. 1099-1109
Persistent link: https://www.econbiz.de/10003775872
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Forecasting h(m)otel guest nights in New Zealand
Lim, Christine; Chang, Chia-Lin; McAleer, Michael - In: International journal of hospitality management 28 (2009) 2, pp. 228-235
Persistent link: https://www.econbiz.de/10003827272
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Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine; McAleer, Michael - In: Applied economics 33 (2001) 12, pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
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The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael - In: Journal of economic surveys 23 (2009) 5, pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
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The econometrics of intellectual property : an overview
McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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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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The fundamental equation in tourism finance
McAleer, Michael - In: Journal of risk and financial management : JRFM 8 (2015) 4, pp. 369-374
The purpose of the paper is to present the fundamental equation in tourism finance that connects tourism research to empirical finance and financial econometrics. The energy industry, which includes, oil, gas and bio-energy fuels, together with the tourism industry, are two of the most important...
Persistent link: https://www.econbiz.de/10011545065
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Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa
McAleer, Michael - In: Journal of risk and financial management : JRFM 7 (2014) 3, pp. 110-112
Persistent link: https://www.econbiz.de/10011553115
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The Journal of Risk and Financial Management in open access
McAleer, Michael - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150
The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
Persistent link: https://www.econbiz.de/10010417180