Browsing All of EconStor by Author McAleer, Michael

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Year of PublicationTitleAuthor(s)
2001Regression quantiles for unstable autoregressive modelsLing, Shiqing; McAleer, Michael
2004Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures ReturnsManera, Matteo; Lanza, Alessandro; McAleer, Michael
2005Risk Management of Daily Tourist Tax Revenues for the MaldivesMcAleer, Michael; Shareef, Riaz; da Veiga, Bernardo
2005Structure and asymptotic theory for STAR(1)-GARCH(1,1) modelsChan, Felix; McAleer, Michael; Medeiros, Marcelo C.
2006Realized volatility: a reviewMcAleer, Michael; Medeiros, Marcelo C.
2007A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetriesMcAleer, Michael; Medeiros, Marcelo C.
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?McAleer, Michael; Jimenez-Martin, Juan-Angel; PĂ©rez-Amaral, Teodosio
2010Moment-based estimation of smooth transition regression models with endogenous variablesAreosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C.
2010Forecasting Realized Volatility with Linear and Nonlinear ModelsMcAleer, Michael; Medeiros, Marcelo C.
2012Statistical Modelling of Recent Changes in Extreme Rainfall in TaiwanChu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua
2012Modelling the effects of oil prices on global fertilizer prices and volatilityChen, Ping-yu; Chang, Chia-lin; Chen, Chi-chung; McAleer, Michael
2013Modelling and Simulation: An OverviewMcAleer, Michael; Chan, Felix; Oxley, Les
2013Risk Modelling and Management: An OverviewChang, Chia-Lin; Allen, David E.; McAleer, Michael; Amaral, Teodosio Perez
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial CrisisMcAleer, Michael; Suen, John; Wong, Wing Keung
2013Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility ModelsAsai, Manabu; Caporin, Massimiliano; McAleer, Michael
2013Ranking Leading Econometrics Journals using Citations Data from ISI and RePEcChang, Chia-Lin; McAleer, Michael
2013The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of EquationsNawata, Kazumitsu; McAleer, Michael
2013Journal Impact Factor, Eigenfactor, Journal Influence and Article InfluenceChang, Chia-Lin; McAleer, Michael; Oxley, Les
2013Modelling the Effects of Oil Prices on Global Fertilizer Prices and VolatilityChen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; McAleer, Michael
2013The Journal of Risk and Financial Management in open accessMcAleer, Michael