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101. Journal Impect Factor Versus Eigenfactor and Article Influence

102. Alternative Asymmetric Stochastic Volatility Models

103. Robust Estimation and Forecasting of the Capital Asset Pricing Model

104. Model Selection and Testing of Conditional and Stochastic Volatility Models

105. GFC-Robust Risk Management Strategies under the Basel Accord

106. Modeling the Effect of Oil Price on Global Fertilizer Prices

107. Modeling the Volatility in Global Fertilizer Prices

108. How does Zinfluence Affect Article Influence?

109. Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan

110. Article Influence Score = 5YIF divided by 2

111. Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

112. Investor preferences for oil spot and futures based on mean-variance and stochastic dominance

113. Ranking multivariate GARCH models by problem dimension

114. Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH

115. Are Forecast Updates Progressive?

116. Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia

117. Evaluating Macroeconomic Forecast: A Review of Some Recent Developments

118. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

119. Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets

120. Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models

121. Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach

122. Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

123. A Panel Threshold Model of Tourism Specialization and Economic Development

124. Forecasting Realized Volatility with Linear and Nonlinear Models

125. Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

126. Modelling conditional correlations in the volatility of Asian rubber spot and futures returns

127. Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence

128. VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

129. Estimating the impact of whaling on global whale watching

130. What Happened to Risk Management During the 2008-09 Financial Crisis?

131. How Volatile is ENSO?

132. How Accurate are Government Forecast of Economic Fundamentals?

133. Modelling conditional correlations for risk diversification in crude oil markets

134. Moment-bases estimation of smooth transition regression models with endogenous variables

135. A simple expected volatility (SEV) index

136. A decision rule to minimize daily capital charges in forecasting value-at-risk

137. Does the ROMC have expertise, and can it forecast?

138. The ten commandments for optimizing value-at-risk and daily capital charges

139. Asymmetry and leverage in realized volatility

140. Expert opinion versus expertise in forecasting

141. Modelling sustainable international tourism demand to the Brazilian Amazon

142. An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

143. Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets

144. Asymmetry and Leverage in Conditional Volatility Models

145. Modelling and Simulation: An Overview

146. A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

147. GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies

148. Risk Modelling and Management: An Overview

149. What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?

150. Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

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