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UT Repository >
Browsing by Author McAleer, Michael
Showing results 1 to 20 of 58
| Issue Date | Title | Author(s) | | Aug-2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk | McAleer, Michael; Jimenez-Martin, Juan-Angel; Teodosio Pérez-Amaral |
| Sep-2009 | A General Asymptotic Theory for Time Series Models | Shiqing, Ling; McAleer, Michael |
| Oct-2009 | A Panel Threshold Model of Tourism Specialization and Economic Development | Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael |
| Sep-2009 | A Trinomial Test for Paired Data When There are Many Ties | Guorui, Bian; McAleer, Michael; Wong, Wing-Keung |
| Feb-2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates | Chang, Chia-Lin; McAleer, Michael |
| Aug-2009 | Alternative Asymmetric Stochastic Volatility Models | Asai, Manabu; McAleer, Michael |
| Aug-2009 | An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia | McAleer, Michael; Huang, Bing-Wen; Kuo, Hsiao-I; Chen, Chi-Chung; Chang, Chia-Lin |
| Apr-2010 | Are Forecast Updates Progressive ? | Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael |
| Aug-2009 | Asymmetry and Leverage in Realized Volatility | Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. |
| Dec-2009 | Block Structure Multivariate Stochastic Volatility Models | Asai, Manabu; Caporin, Massimiliano; McAleer, Michael |
| Jan-2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns | Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael |
| Jan-2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH | Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael |
| Sep-2009 | Cruising is Risky Business | Bartolomé, Ana; McAleer, Michael; Ramos, Vicente; Rey-Maquieira, Javier |
| Nov-2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan | Chang, Chia-Lin; McAleer, Michael |
| Aug-2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models | Caporin, Massimiliano; McAleer, Michael |
| Feb-2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models | Caporin, Massimiliano; McAleer, Michael |
| Aug-2009 | Does the FOMC Have Expertise, and Can It Forecast? | Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne |
| Aug-2009 | Dynamic Conditional Correlations for Asymmetric Processes | Asai, Manabu; McAleer, Michael |
| Oct-2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence | Abdul, Hakim; McAleer, Michael |
| Apr-2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia | Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael |
Showing results 1 to 20 of 58
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