Browsing All of EconStor by Author McAleer, Michael

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Year of PublicationTitleAuthor(s)
2001 Regression quantiles for unstable autoregressive modelsLing, Shiqing; McAleer, Michael
2004 Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures ReturnsManera, Matteo; Lanza, Alessandro; McAleer, Michael
2005 Risk Management of Daily Tourist Tax Revenues for the MaldivesMcAleer, Michael; Shareef, Riaz; da Veiga, Bernardo
2005 Structure and asymptotic theory for STAR(1)-GARCH(1,1) modelsChan, Felix; McAleer, Michael; Medeiros, Marcelo C.
2006 Realized volatility: a reviewMcAleer, Michael; Medeiros, Marcelo C.
2007 A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetriesMcAleer, Michael; Medeiros, Marcelo C.
2009 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?McAleer, Michael; Jimenez-Martin, Juan-Angel; PĂ©rez-Amaral, Teodosio
2010 Moment-based estimation of smooth transition regression models with endogenous variablesAreosa, Waldyr Dutra; McAleer, Michael; Medeiros, Marcelo C.
2010 Forecasting Realized Volatility with Linear and Nonlinear ModelsMcAleer, Michael; Medeiros, Marcelo C.
2012 Modelling the effects of oil prices on global fertilizer prices and volatilityChen, Ping-yu; Chang, Chia-lin; Chen, Chi-chung; McAleer, Michael
2012 Statistical Modelling of Recent Changes in Extreme Rainfall in TaiwanChu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua
2013 The Journal of Risk and Financial Management in open accessMcAleer, Michael
2013 A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013 GFC-Robust Risk Management under the Basel Accord using Extreme Value MethodologiesJimenez-Martin, Juan-Angel; McAleer, Michael; Amaral, Teodosio Perez; Santos, Paulo Araujo
2013 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of EquationsNawata, Kazumitsu; McAleer, Michael
2013 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism IndustryChang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
2013 Statistical Modelling of Extreme Rainfall in TaiwanChu, Lan-Fen; McAleer, Michael; Chang, Ching-Chung
2013 Herding, Information Cascades and Volatility Spillovers in Futures MarketsMcAleer, Michael; Radalj, Kim
2013 International Technology Diffusion of Joint and Cross-border PatentsChang, Chia-Lin; McAleer, Michael; Tang, Ju-Ting
2013 Risk Modelling and Management: An OverviewChang, Chia-Lin; Allen, David E.; McAleer, Michael; Amaral, Teodosio Perez