Saturday, April 18, 2015



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rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 766 de McAleer, Michael. (0,01 segundos)

1. (�) COUNTRY CREDIT RISK AND SPILLOVER EFFECTS - Suhejla Hoti; Michael Mcaleer
Country risk reflects the ability and willingness of a country to service its financial obligations. ...
(application/pdf) - 09-abr-2015

2. (�) 1Econometric Modelling in Finance and Risk Management: An Overview - Jiti Gao; Michael Mcaleer; Dave Allen; Jiti Gao; Michael Mcaleer; David E. Allen
Significant theoretical, computational and empirical progress has been made over the past two decade ...
(application/pdf) - 06-abr-2015

3. (�) Cycle in US Stock Markets - Wing-keung Wong; Michael Mcaleer; Wing-keung Wong
This paper shows that in the almost four decades from January 1965 through to December 2003, US stoc ...
(application/pdf) - 04-abr-2015

4. (�) - Suhejla Hoti; Michael Mcaleer; Riaz Shareef
Small Island Tourism Economies (SITEs) are developing countries that rely on tourism as a source of ...
(application/pdf) - 04-abr-2015

5. (�) The Phillips Curve and Underlying Inflation - Hitoshi Mio; Hitoshi Mio; Fumio Hayashi; Michael Mcaleer
Discussion Paper No. 2000-E-33 NOTE: IMES Discussion Paper Series is circulated in order to stimulat ...
(application/pdf) - 03-abr-2015

6. (�) Private Bag 4800, Christchurch New ZealandWORKING PAPER No. 3/2010 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH - Roengchai Tansuchat; Chia-lin Chang; Michael Mcaleer; Roengchai Tansuchat; Chia-lin Chang; Michael Mcaleer
Abstract: The paper examines the performance of four multivariate volatility models, namely CCC, VAR ...
(application/pdf) - 31-mar-2015

7. (�) Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates. Available at SSRN: - Chia-lin Chang; Michael Mcaleer; Chia-lin Chang; Michael Mcaleer
Abstract: Tourism is a major source of service receipts for many countries, including Taiwan. The tw ...
(application/pdf) - 31-mar-2015

8. (�) Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments - Philip Hans Franses; Michael Mcaleer; Rianne Legerstee; Philip Hans Franses; Michael Mcaleer; Rianne Legerstee
Abstract: Macroeconomic forecasts are frequently produced, published, discussed and used. The formal ...
(application/pdf) - 31-mar-2015

9. (�) Time Series Modelling of Tourism Demand from the USA, - Yaovarate Chaovanapoonphol; Christine Lim; Michael Mcaleer; Yaovarate Chaovanapoonphol; Christine Lim; Michael Mcaleer
Abstract: Even though tourism has been recognized as one of the key sectors for the Thai economy, in ...
(application/pdf) - 31-mar-2015

10. (�) 2009, Do we really need both BEKK and DCC? A tale of two covariance models, Available at SSRN: - Massimiliano Caporin; Michael Mcaleer; Massimiliano Caporin; Michael Mcaleer
Abstract: The management and monitoring of very large portfolios of financial assets are routine for ...
(application/pdf) - 31-mar-2015

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