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rss_1.0 Otros recursos de McAleer, Michael

Resultados 1 - 10 de 689 de McAleer, Michael. (0,01 segundos)

Documentos:
1. (�) 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 ...
(application/pdf) - 22-oct-2014

2. (�) On exact and asymptotic tests of non-nested models / - Bera, Anil K.; McAleer, Michael.; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration.
Includes bibliographical references.
- 07-oct-2014

3. (�) 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 ...
(application/pdf) - 26-sep-2014

4. (�) Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH - Massimiliano Caporin; Michael Mcaleer
Abstract: DAMGARCH extends the VARMA-GARCH model of Ling and McAleer (2003) by introducing multiple thresholds and time-dependent structure in the asymmetry of the conditional variances. DAMGARCH
(application/pdf) - 05-sep-2014

5. (�) Modelling Multivariate Shocks in International Tourist Arrivals to the Maldives 1 - Riaz Shareef; Michael Mcaleer; Faculty Of Business
made clear the devastating short term impact in lost lives, as well as the longer term impact in los ...
(application/pdf) - 03-sep-2014

6. (�) Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan - Chang, Chia-Lin; Chen, Wen-Chen; McAleer, Michael
(application/pdf) - 16-jul-2014

7. (�) A Tourism Financial Conditions Index - Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
(application/pdf) - 16-jul-2014

8. (�) The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations - Nawata, Kazumitsu; McAleer, Michael
Hausman (1978) developed a widely-used model specification test that has passed the test of time. Th ...
- 13-jul-2014

9. (�) Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc - Chang, Chia-Lin; McAleer, Michael
The paper focuses on the robustness of rankings of academic journal quality and research impact of 1 ...
- 12-jul-2014

10. (�) A Capital Adequacy Buffer Model - Allen, David E; McAleer, Michael; Powell, Robert; Singh, Abhay K.
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic e ...
- 12-jul-2014

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