Documentos: 
1. (�)
NBER WORKING PAPER SERIES THE AMERICAN INVASION OF EUROPE: THE LONG TERM RISE IN OVERSEAS TRAVEL, 1820-2000
- Brandon Dupont; Thomas J. Weiss; Kyongwook Choi; Stan Engerman; Price Fishback; Aliza Fleischer; Drew Keeling; Michael Mcaleer; Joshua Rosenbloom; On Dupont; Alka G; Thomas J. Weiss
are those of the author(s) and do not necessarily reflect the views of the National Bureau of Econom ... (application/pdf) - 06-feb-2015
2. (�)
- Giam Quang Do; Michael Mcaleer; Songsak Sriboonchitta
from asean emerging stock markets (application/pdf) - 04-feb-2015
3. (�)
On adaptive estimation in nonstationary ARMA models with GARCH errors
- Shiqing Ling; Michael Mcaleer; Shiqing Ling; Michael Mcaleer
This paper considers adaptive estimation in nonstationary autoregressive moving average models with ... (application/pdf) - 04-feb-2015
4. (�)
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives∗
- Michael Mcaleer; Riaz Shareef; Bernardo Da Veiga
Abstract: International tourism is the principal economic activity for Small Island Tourism Economie ... (application/pdf) - 01-feb-2015
5. (�)
Regression Quantiles for Unstable Autoregressive Models ∗
- Shiqing Ling; Michael Mcaleer; Shiqing Ling; Michael Mcaleer
This paper investigates regression quantiles (RQ) for unstable autoregres-sive models. The uniform B ... (application/pdf) - 31-ene-2015
6. (�)
Designing GHG Emissions Trading Institutions in the Kyoto Protocol: An Experimental Approach," Environmental Modelling and Software
- Yoichi Hizen; Tatsuyoshi Saijo; Yoichi Hizen; Thank Professors Peter Bohm; James C. Cox; Timothy N. Cason; R. Mark Isaac; Michael Mcaleer
Charles R. Plott and participants of the CREST workshop for helpful comments and discussions, and (application/pdf) - 30-ene-2015
7. (�)
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
- Chang, Chia-Lin; McAleer, Michael
The premise underlying the use of citations data is that higher quality journals generally have a hi ... - 24-ene-2015
8. (�)
Hedge Fund Portfolio Diversification Strategies Across the GFC
- Allen, David E; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
This paper features an analysis of the e_ectiveness of a range of portfolio diversification strategi ... - 24-ene-2015
9. (�)
Econometric Analysis of Financial Derivatives:: An Overview
- Chang, Chia-Lin; McAleer, Michael
One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed ... - 24-ene-2015
10. (�)
A One Line Derivation of DCC:: Application of a Vector Random Coefficient Moving Average Process
- Hafner, Christian M.; McAleer, Michael
One of the most widely-used multivariate conditional volatility models is the dynamic conditional co ... - 24-ene-2015 | |
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