Otros recursos de McAleer, Michael

Resultados 1 - 10 de 18 de McAleer, Michael. (0 segundos)

Documentos:

1. Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies (�)

   David E. Allen; Michael McAleer; Shelton Peiris; Abhay K. Singh
   This paper features an analysis of major currency exchange rate movements in relation to the US doll ...
   24-mar-2016

2. The Fundamental Equation in Tourism Finance (�)

   Michael McAleer
   The purpose of the paper is to present the fundamental equation in tourism finance that connects tou ...
   27-abr-2016

3. Structure and asymptotic theory for nonlinear models with GARCH errors (�)

   Felix Chan; Michael McAleer; Marcelo C. Medeiros
   Nonlinear time series models, especially those with regime-switching and/or conditionally heterosked ...
   18-dic-2015

4. A One Line Derivation of EGARCH (�)

   Michael McAleer; Christian M. Hafner
   One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH ...
   29-abr-2016

5. The Journal of Risk and Financial Management in Open Access (�)

   Michael McAleer
   Financial economics and econometrics have advanced rapidly in recent years, in terms of coverage of ...
   30-oct-2015

6. Ten Things You Should Know about the Dynamic Conditional Correlation Representation (�)

   Massimiliano Caporin; Michael McAleer
   The purpose of the paper is to discuss ten things potential users should know about the limits of th ...
   28-abr-2016

7. Asymmetric Realized Volatility Risk (�)

   David E. Allen; Michael McAleer; Marcel Scharth
   In this paper, we document that realized variation measures constructed from high-frequency returns ...
   28-abr-2016

8. Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (�)

   Ping-Yu Chen; Chia-Lin Chang; Chi-Chung Chen; Michael McAleer
   The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer pri ...
   27-abr-2016

9. Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa (�)

   Michael McAleer
   The Journal of Risk and Financial Management was first published in 2008, and, since its inception, ...
   27-abr-2016

10. A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 (�)

    Abhay K. Singh; David E. Allen; Michael McAleer; Robert Powell
    This paper features an analysis of the relationship between the S&P 500 Index and the VIX using ...
    27-abr-2016