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dai: 074924761
scopus: 24370074800

McAleer, M.J.

(Michael McAleer)


model journal volatility forecast return table price market paper garch future mcaleer shock result estimate correlation variance effect 0.00 tourism value parameter economic period error series impact number egarch 1.000 growth citation university statistic equation index taiwan 1.00 tourist capital distribution finance volatility models article capital charges condition portfolio tourist arrivals 0.000 multivariate level research country estimation function arrival management sample approach method influence variable threshold forecasting stock figure section inflation strategy science moment factor basel process violation covariance score exchange ethanol regression




10 Most Recent Publications

Analyzing Fixed-Event Forecast Revisions (Research Paper)
Chang, C.L. Bruijn, B. de Franses, Ph.H.B.F. McAleer, M.J.
2013-04-11
Recent developments in financial economics and econometrics: An overview (Article)
Chang, C.L. Allen, D. McAleer, M.J.
2013-04-08
Has the Basel Accord improved risk management during the global financial crisis? (Article)
McAleer, M.J. Jiménez-Martín, J.A. Pérez-Amaral, T.
2013-04-01
Are Forecast Updates Progressive? (Research Paper)
Chang, C.L. Franses, Ph.H.B.F. McAleer, M.J.
2013-03-25
Ten Things you should know about DCC (Research Paper)
Caporin, M. McAleer, M.J.
2013-03-21
Robust Estimation and Forecasting of the Capital Asset Pricing Model (Research Paper)
Bian, G. McAleer, M.J. Wong, W-K.
2013-03-04
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (Research Paper)
Chang, C.L. McAleer, M.J.
2013-03-04
Risk spillovers in oil-related CDS, stock and credit markets (Article)
Hammoudeh, S.M. Liu, T. Chang, C.L. McAleer, M.J.
2013-03-01
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (Research Paper)
Chang, C.L. McAleer, M.J.
2013-02-18
A Fractionally Integrated Wishart Stochastic Volatility Model (Research Paper)
Asai, M. McAleer, M.J.
2013-01-31