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Michael McAleer
Michael McAleer
Professor of Quantitative Finance, Erasmus University Rotterdam
Bestätigte E-Mail-Adresse bei ese.eur.nl
Titel
Zitiert von
Zitiert von
Jahr
Asymptotic theory for a vector ARMA-GARCH model
S Ling, M McAleer
Econometric theory 19 (2), 280-310, 2003
12052003
Risk management of COVID-19 by universities in China
C Wang, Z Cheng, XG Yue, M McAleer
Journal of Risk and Financial Management 13 (2), 36, 2020
7172020
Realized volatility: A review
M McAleer, MC Medeiros
Econometric reviews 27 (1-3), 10-45, 2008
6782008
Time series forecasts of international travel demand for Australia
C Lim, M McAleer
Tourism management 23 (4), 389-396, 2002
5062002
Multivariate stochastic volatility: a review
M Asai, M McAleer, J Yu
Econometric Reviews 25 (2-3), 145-175, 2006
4542006
Automated inference and learning in modeling financial volatility
M McAleer
Econometric Theory 21 (1), 232-261, 2005
4512005
A charter for sustainable tourism after COVID-19
CL Chang, M McAleer, V Ramos
Sustainability 12 (9), 3671, 2020
4402020
Stationarity and the existence of moments of a family of GARCH processes
S Ling, M McAleer
Journal of Econometrics 106 (1), 109-117, 2002
4342002
Conditional correlations and volatility spillovers between crude oil and stock index returns
CL Chang, M McAleer, R Tansuchat
The North American Journal of Economics and Finance 25, 116-138, 2013
409*2013
Crude oil hedging strategies using dynamic multivariate GARCH
CL Chang, M McAleer, R Tansuchat
Energy Economics 33 (5), 912-923, 2011
4082011
Recent theoretical results for time series models with GARCH errors
WK Li, S Ling, M McAleer
Journal of Economic Surveys 16 (3), 245-269, 2002
3882002
Impact of nationwide centralization of pancreaticoduodenectomy on hospital mortality
Dutch Pancreatic Cancer Group de Wilde RF Besselink MGH van der Tweel I de ...
Journal of British Surgery 99 (3), 404-410, 2012
3832012
Necessary and sufficient moment conditions for the GARCH (r, s) and asymmetric power GARCH (r, s) models
S Ling, M McAleer
Econometric theory 18 (3), 722-729, 2002
3832002
Modelling multivariate international tourism demand and volatility
F Chan, C Lim, M McAleer
Tourism Management 26 (3), 459-471, 2005
3662005
What will take the con out of econometrics?
M McAleer, AR Pagan, PA Volker
The American Economic Review 75 (3), 293-307, 1985
3511985
Alternative procedures and associated tests of significance for non-nested hypotheses
GR Fisher, M McAleer
Journal of Econometrics 16 (1), 103-119, 1981
3471981
Monthly seasonal variations: Asian tourism to Australia
C Lim, M McAleer
Annals of Tourism Research 28 (1), 68-82, 2001
3032001
Structure and asymptotic theory for multivariate asymmetric conditional volatility
M McAleer, S Hoti, F Chan
Econometric Reviews 28 (5), 422-440, 2009
2932009
Precious metals–exchange rate volatility transmissions and hedging strategies
SM Hammoudeh, Y Yuan, M McAleer, MA Thompson
International Review of Economics & Finance 19 (4), 633-647, 2010
2872010
Do we really need both BEKK and DCC? A tale of two multivariate GARCH models
M Caporin, M McAleer
Journal of Economic Surveys 26 (4), 736-751, 2012
2672012
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