Tuesday, March 3, 2015



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rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 737 de McAleer, Michael. (0 segundos)

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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