Sunday, February 1, 2015



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rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 733 de McAleer, Michael. (0 segundos)

1. (�) Regression Quantiles for Unstable Autoregressive Models ∗ - Shiqing Ling; Michael Mcaleer; Shiqing Ling; Michael Mcaleer
This paper investigates regression quantiles (RQ) for unstable autoregres-sive models. The uniform B ...
(application/pdf) - 31-ene-2015

2. (�) Designing GHG Emissions Trading Institutions in the Kyoto Protocol: An Experimental Approach," Environmental Modelling and Software - Yoichi Hizen; Tatsuyoshi Saijo; Yoichi Hizen; Thank Professors Peter Bohm; James C. Cox; Timothy N. Cason; R. Mark Isaac; Michael Mcaleer
Charles R. Plott and participants of the CREST workshop for helpful comments and discussions, and
(application/pdf) - 30-ene-2015

3. (�) Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting - Chang, Chia-Lin; McAleer, Michael
The premise underlying the use of citations data is that higher quality journals generally have a hi ...
- 24-ene-2015

4. (�) Hedge Fund Portfolio Diversification Strategies Across the GFC - Allen, David E; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
This paper features an analysis of the e_ectiveness of a range of portfolio diversification strategi ...
- 24-ene-2015

5. (�) Econometric Analysis of Financial Derivatives:: An Overview - Chang, Chia-Lin; McAleer, Michael
One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed ...
- 24-ene-2015

6. (�) A One Line Derivation of DCC:: Application of a Vector Random Coefficient Moving Average Process - Hafner, Christian M.; McAleer, Michael
One of the most widely-used multivariate conditional volatility models is the dynamic conditional co ...
- 24-ene-2015

7. (�) On the Invertibility of EGARCH - Martinet, Guillaume Gaetan; McAleer, Michael
Of the two most widely estimated univariate asymmetric conditional volatility models, the exponentia ...
- 24-ene-2015

8. (�) European Market Portfolio Diversification Strategies across the GFC - Allen, David E; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
This paper features an analysis of the effectiveness of a range of portfolio diversification strateg ...
- 24-ene-2015

9. (�) Volatility Spillovers from Australia's major trading partners across the GFC - Allen, David E; McAleer, Michael; Singh, Abhay K.
This paper features an analysis of volatility spillover effects from Australia's major trading partn ...
- 24-ene-2015

10. (�) 1 What Happened to Risk Management During the 2008-09 Financial Crisis? - Michael Mcaleer; Juan-angel Jimenez-martin; Teodosio Pérez-amaral
When dealing with market risk under the Basel II Accord, variation pays in the form of lower capital ...
(application/pdf) - 23-ene-2015

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