Asymptotic theory for a vector ARMA-GARCH model S Ling, M McAleer Econometric theory 19 (2), 280-310, 2003 | 1205 | 2003 |
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 | 717 | 2020 |
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45, 2008 | 678 | 2008 |
Time series forecasts of international travel demand for Australia C Lim, M McAleer Tourism management 23 (4), 389-396, 2002 | 506 | 2002 |
Multivariate stochastic volatility: a review M Asai, M McAleer, J Yu Econometric Reviews 25 (2-3), 145-175, 2006 | 454 | 2006 |
Automated inference and learning in modeling financial volatility M McAleer Econometric Theory 21 (1), 232-261, 2005 | 451 | 2005 |
A charter for sustainable tourism after COVID-19 CL Chang, M McAleer, V Ramos Sustainability 12 (9), 3671, 2020 | 440 | 2020 |
Stationarity and the existence of moments of a family of GARCH processes S Ling, M McAleer Journal of Econometrics 106 (1), 109-117, 2002 | 434 | 2002 |
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 | 408 | 2011 |
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 | 388 | 2002 |
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 | 383 | 2012 |
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 | 383 | 2002 |
Modelling multivariate international tourism demand and volatility F Chan, C Lim, M McAleer Tourism Management 26 (3), 459-471, 2005 | 366 | 2005 |
What will take the con out of econometrics? M McAleer, AR Pagan, PA Volker The American Economic Review 75 (3), 293-307, 1985 | 351 | 1985 |
Alternative procedures and associated tests of significance for non-nested hypotheses GR Fisher, M McAleer Journal of Econometrics 16 (1), 103-119, 1981 | 347 | 1981 |
Monthly seasonal variations: Asian tourism to Australia C Lim, M McAleer Annals of Tourism Research 28 (1), 68-82, 2001 | 303 | 2001 |
Structure and asymptotic theory for multivariate asymmetric conditional volatility M McAleer, S Hoti, F Chan Econometric Reviews 28 (5), 422-440, 2009 | 293 | 2009 |
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 | 287 | 2010 |
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 | 267 | 2012 |