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

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