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Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
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2
Simplicity : views of some Nobel laureates in economic science
McAleer, Michael
- In:
Simplicity, inference and modeling : keeping it …
,
(pp. 292-296)
.
2001
Persistent link: https://www.econbiz.de/10001651925
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3
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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4
Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
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5
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
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6
Demographic differences in rural household consumption
Hu, Baiding
;
McAleer, Michael
- In:
China's reform and economic growth : problems and prospects
,
(pp. 354-373)
.
1998
Persistent link: https://www.econbiz.de/10001428506
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7
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
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8
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
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9
The GFT utility function
Basmann, Robert L.
;
Hayes, Kathy Jean
;
McAleer, Michael
; …
- In:
Quantifying consumer preferences
,
(pp. 119-147)
.
2009
Persistent link: https://www.econbiz.de/10003887972
Saved in:
10
The Ten Commandments for managing value at risk under the Basel II accord
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
- In:
Issues in finance : credit, crises and policies
,
(pp. 59-64)
.
2010
Persistent link: https://www.econbiz.de/10009010317
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