Michael McAleer
Michael McAleer
Professor of Quantitative Finance, Erasmus University Rotterdam
ese.eur.nl üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Asymptotic theory for a vector ARMA-GARCH model
S Ling, M McAleer
Econometric theory 19 (2), 280-310, 2003
10222003
Realized volatility: A review
M McAleer, MC Medeiros
Econometric reviews 27 (1-3), 10-45, 2008
5572008
How does bureaucracy impact individual creativity? A cross-level investigation of team contextual influences on goal orientation–creativity relationships
G Hirst, D Van Knippenberg, C Chen, CA Sacramento
Academy of management journal 54 (3), 624-641, 2011
4272011
Automated inference and learning in modeling financial volatility
M McAleer
Econometric Theory 21 (1), 232-261, 2005
4252005
Time series forecasts of international travel demand for Australia
C Lim, M McAleer
Tourism Management 23 (4), 389-396, 2002
4162002
Stationarity and the existence of moments of a family of GARCH processes
S Ling, M McAleer
Journal of Econometrics 106 (1), 109-117, 2002
4102002
Multivariate stochastic volatility: a review
M Asai, M McAleer, J Yu
Econometric Reviews 25 (2-3), 145-175, 2006
3802006
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
3662002
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
3552002
Alternative procedures and associated tests of significance for non-nested hypotheses
GR Fisher, M McAleer
Journal of Econometrics 16 (1), 103-119, 1981
3301981
What will take the con out of econometrics?
M McAleer, AR Pagan, PA Volker
The American Economic Review 75 (3), 293-307, 1985
3111985
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
3042012
Modelling multivariate international tourism demand and volatility
F Chan, C Lim, M McAleer
Tourism Management 26 (3), 459-471, 2005
3022005
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
301*2013
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
2992020
Crude oil hedging strategies using dynamic multivariate GARCH
CL Chang, M McAleer, R Tansuchat
Energy Economics 33 (5), 912-923, 2011
2862011
Internal control over financial reporting and managerial rent extraction: Evidence from the profitability of insider trading
HA Skaife, D Veenman, D Wangerin
Journal of Accounting and Economics 55 (1), 91-110, 2013
2812013
Monthly seasonal variations: Asian tourism to Australia
C Lim, M McAleer
Annals of Tourism Research 28 (1), 68-82, 2001
2692001
Structure and asymptotic theory for multivariate asymmetric conditional volatility
M McAleer, S Hoti, F Chan
Econometric Reviews 28 (5), 422-440, 2009
2452009
An econometric analysis of asymmetric volatility: theory and application to patents
M McAleer, F Chan, D Marinova
Journal of Econometrics 139 (2), 259-284, 2007
2362007
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20