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65
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131
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
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132
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia
McAleer, Michael
;
Huang, Bing-wen
;
Kuo, Hsiao-i
;
Chen, …
-
2008
Persistent link: https://www.econbiz.de/10003780438
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133
Modelling sustainable international tourism demand to the Brazilian Amazon
Divino, José Angelo
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780439
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134
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
135
Expert opinion versus expertise in forecasting
Franses, Philip Hans
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780793
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136
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
137
Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
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138
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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139
Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of US unemployment
McAleer, Michael
;
Pesaran, M. Hashem
;
Bera, Anil K.
-
1990
Persistent link: https://www.econbiz.de/10000784294
Saved in:
140
Keynesian and new classical models of unemployment revisited
McAleer, Michael
;
McKenzie, Colin
-
1990
Persistent link: https://www.econbiz.de/10000784299
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