Modelling and forecasting noisy realized volatility
(Article)
Asai, M. McAleer, M.J. Medeiros, M.
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2012-01-01
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The Rise and Fall of S&P500 Variance Futures
(Research Paper)
Chang, C-L. Jimenez-Martin, J-A. McAleer, M.J. Perez-Amaral, T.
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2011-11-16
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Moment-based estimation of smooth transition regression models with endogenous variables
(Article)
Areosa, W.D. McAleer, M.J. Medeiros, M.
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2011-11-03
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Moment restriction-based econometric methods: An overview
(Article)
Kunitomo, N. McAleer, M.J. Nishiyama, Y.
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2011-11-03
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How are journal impact, prestige and article influence related? an application to neuroscience
(Article)
Chang, C-L. McAleer, M.J. Oxley, L.
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2011-11-01
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Alternative asymmetric stochastic volatility models
(Article)
Asai, M. McAleer, M.J.
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2011-09-01
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Citations and Impact of ISI Tourism and Hospitality Journals
(Research Paper)
Chang, C-L. McAleer, M.J.
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2011-07-01
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GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
(Research Paper)
Santos, P.A. Jimenez-Martin, J-A. McAleer, M.J. Perez-Amaral, T.
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2011-07-01
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Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
(Research Paper)
Chang, C-L. McAleer, M.J. Lim, C.H.
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2011-07-01
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Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
(Research Paper)
Casarin, R. Chang, C-L. Jimenez-Martin, J-A. McAleer, M.J. Perez-Amaral, T.
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2011-07-01
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