Thursday, December 18, 2014

 

 



Soy un nuevo usuario

Olvidé mi contraseña

Entrada usuarios

Lógica Matemáticas Astronomía y Astrofísica Física Química Ciencias de la Vida
Ciencias de la Tierra y Espacio Ciencias Agrarias Ciencias Médicas Ciencias Tecnológicas Antropología Demografía
Ciencias Económicas Geografía Historia Ciencias Jurídicas y Derecho Lingüística Pedagogía
Ciencia Política Psicología Artes y Letras Sociología Ética Filosofía
 

rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 704 de McAleer, Michael. (0,01 segundos)

Documentos:
1. (�) Sectoral productivity growth in China - Baiding Hu; Michael Mcaleer
Abstract: Rapid economic growth in the 1990s in China raised the question of whether the high growth ...
(application/pdf) - 18-dic-2014

2. (�) Realized volatility: A review - Michael Mcaleer; Marcelo C. Medeiros
This article reviews the exciting and rapidly expanding literature on realized volatility. After pre ...
(application/pdf) - 14-dic-2014

3. (�) A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors∗ - W. K. Li; Shiqing Ling; Michael Mcaleer; W. K. Li; Shiqing Ling; Michael Mcaleer
This paper provides a review of some recent theoretical results for time se-ries models with GARCH e ...
(application/pdf) - 13-dic-2014

4. (�) www.mdpi.com/journal/jrfm Article Asymmetric Realized Volatility Risk - David E. Allen; Michael Mcaleer; Marcel Scharth
Abstract: In this paper, we document that realized variation measures constructed from high-frequenc ...
- 01-dic-2014

5. (�) Article A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 - David E. Allen; Michael Mcaleer; Robert Powell; Abhay K. Singh
Abstract: This paper features an analysis of the relationship between the S&P 500 Index and the ...
(application/pdf) - 29-nov-2014

6. (�) COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY - C. R. Mckenzie; Michael Mcaleer; C. R. Mckenzie; Michael Mcaleer
The purpose of this paper is to use Bahadur’s asymptotic relative efficiency measure to compare the ...
(application/pdf) - 28-nov-2014

7. (�) APPENDIX A Comparing the Volatility Index and Index of Volatility - Kunsuda Ninanussornkul; Michael Mcaleer; Songsak Sriboonchitta
for Europe and the USA
(application/pdf) - 25-nov-2014

8. (�) Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance - Hooi Hooi Lean; Michael McAleer; Wing-keung Wong
(application/pdf) - 11-nov-2014

9. (�) Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance - Hooi Hooi Lean; Michael McAleer; Wing-keung Wong
This paper examines investor preferences for oil spot and futures based on mean-variance (MV) and st ...
(application/pdf) - 11-nov-2014

10. (�) Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance - Hooi Hooi Lean; Michael McAleer; Wing-keung Wong
(application/pdf) - 11-nov-2014

Página de resultados:
 

Busque un recurso