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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 - 2014
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/10010405194
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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
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2015
Persistent link: https://www.econbiz.de/10010507684
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Editorial note: Introduction to the inaugural special issue
McAleer, Michael - In: Annals of financial economics 9 (2014) 2, pp. 1
Persistent link: https://www.econbiz.de/10010489128
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410186
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Exact tests of a model against non-nested alternatives
McAleer, Michael - 1982
Persistent link: https://www.econbiz.de/10002256957
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The minimum error variance rule for non-linear regression models
McAleer, Michael - In: Economics letters 6 (1980) 1, pp. 17-21
Persistent link: https://www.econbiz.de/10002256958
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A small sample test for non-nested regression models
McAleer, Michael - In: Economics letters 7 (1981) 4, pp. 335-338
Persistent link: https://www.econbiz.de/10002256964