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Browsing by Author McAleer, M.
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Showing results 1 to 13 of 13
Date
Title
Author(s)
File
2010
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
McAleer, M.
;
Jimenez-Martin, J.A.
;
Perez-Amaral, T.
-
2010
An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia
McAleer, M.
;
張嘉玲
;
Huang, B.W.
;
Kuo, H.I.
;
Chen, C.C.
;
Chang, C.L.
-
2009
Estimating the impact of avian flu on international tourism demand using panel data
Kuo, H.I.
;
陳吉仲
;
Chang, C.L.
;
Huang, B.W.
;
Chen, C.C.
;
McAleer, M.
;
張嘉玲
-
2009
Forecasting h(m)otel guest nights in New Zealand
Lim, C.
;
張嘉玲
;
Chang, C.L.
;
McAleer, M.
-
2011
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS
McAleer, M.
;
Medeiros, M.C.
-
2012
IV estimation of a panel threshold model of tourism specialization and economic development
Chang, C.L.
;
Khamkaew, T.
;
McAleer, M.
-
2009
Mapping the Presidential Election Cycle in US stock markets
Wong, W.K.
;
McAleer, M.
-
2009
Measuring the Volatility in US Treasury Benchmarks and Debt Instruments
Hoti, S.
;
Maasoumi, E.
;
McAleer, M.
;
Slottje, D.
-
2009
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
Huang, B.W.
;
黃炳文
;
Chen, M.G.
;
Chang, C.L.
;
McAleer, M.
;
張嘉玲
-
2009
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, M.
;
McAleer, M.
-
2009
Professor Sir Clive Granger, 1934-2009 In Memoriam
McAleer, M.
;
Oxley, L.
-
2009
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD
Jimenez-Martin, J.A.
;
McAleer, M.
;
Perez-Amaral, T.
-
2009
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE-AT-RISK AND DAILY CAPITAL CHARGES
McAleer, M.
-