Saturday, August 29, 2015

 

 



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rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 808 de McAleer, Michael. (0 segundos)

Documentos:
1. (�) Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations - Chia-ling Chang; National Chung; Thanchanok Khamkaew; Michael Mcaleer; Roengchai Tansuchat
CARF is presently supported by Bank of Tokyo-Mitsubishi UFJ, Ltd., Citigroup, Dai-ichi
(application/pdf) - 26-ago-2015

2. (�) 1 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments - Philip Hans Franses; Michael Mcaleer; Rianne Legerstee
second author wishes to acknowledge the financial support of the
(application/pdf) - 26-ago-2015

3. (�) Drexel University - Shawkat M. Hammoudeh; Yuan Yuan; Michael Mcaleer; Shawkat M. Hammoudeh
CARF Working Papers can be downloaded without charge from:
(application/pdf) - 26-ago-2015

4. (�) The Ten Commandments for optimizing value-at-risk and daily capital charges - Michael Mcaleer
CARF is presently supported by Bank of Tokyo-Mitsubishi UFJ, Ltd., Citigroup, Dai-ichi
(application/pdf) - 26-ago-2015

5. (�) and - Abdul Hakim; Michael Mcaleer
The authors would like to thank Felix Chan for making available the computer programs for estimation ...
(application/pdf) - 26-ago-2015

6. (�) Identifying Shocks in Regionally Integrated East Asian Economies - Structural Var; Block Exogeneity; Kiyotaka Sato; Zhaoyong Zhang; Michael Mcaleer
In this paper we use a structural VAR model with block exogeneity to investigate if external shocks ...
(application/pdf) - 26-ago-2015

7. (�) Identifying Shocks in Regionally Integrated East Asian Economies - Structural Var; Block Exogeneity; Kiyotaka Sato; Zhaoyong Zhang; Michael Mcaleer
In this paper we use a structural VAR model with block exogeneity to investigate if external shocks ...
(application/pdf) - 26-ago-2015

8. (�) * The author wishes to acknowledge detailed comments from the Editor and a referee, - Michael Mcaleer; Helpful Discussions Dave Allen; Manabu Asai; Federico B; Peter Boswijk; Massimiliano Caporin; Felix Chan; Chialin Chang; Philip Hans Franses; Kees Jan Van; Abdul Hakim; Shawkat Hammoudeh; Peter Reinhard Hansen
Credit risk is the most important type of risk in terms of monetary value. Another key risk measure ...
(application/pdf) - 25-ago-2015

9. (�) Dynamic Conditional Correlations for Asymmetric Processes - Manabu Asai; Michael Mcaleer; Manabu Asai
order). This financial support enables us to issue CARF Working Papers. CARF Working Papers can be d ...
(application/pdf) - 25-ago-2015

10. (�) 1 Are Forecast Updates Progressive?* - Chia-lin Chang; Philip Hans Franses; Michael Mcaleer
Macro-economic forecasts typically involve both a model component, which is replicable, as well as i ...
(application/pdf) - 25-ago-2015

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