Otros recursos de McAleer, Michael

Resultados 1 - 10 de 17 de McAleer, Michael. (0 segundos)

  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 ...

  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 ...

  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 ...

  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 ...

  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 ...

  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 ...

  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 ...

  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 ...

  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, ...

  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 ...

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