The following pages link to Michael McAleer (Q280246):
Displaying 50 items.
- An econometric analysis of asymmetric volatility: theory and application to patents (Q280248) (← links)
- Patent activity and technical change (Q280261) (← links)
- A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
- Finite sample properties of the QMLE for the log-ACD model: application to Australian stocks (Q299272) (← links)
- A neural network demand system with heteroskedastic errors (Q299485) (← links)
- An alternative approach to estimating demand: neural network regression with conditional volatility for high frequency air passenger arrivals (Q299488) (← links)
- The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
- The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (Q397926) (← links)
- Modelling and forecasting noisy realized volatility (Q429642) (← links)
- A trinomial test for paired data when there are many ties (Q632735) (← links)
- Moment-based estimation of smooth transition regression models with endogenous variables (Q738051) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Forecasting conditional correlations in stock, bond and foreign exchange markets (Q834304) (← links)
- ARMAX modelling of international tourism demand (Q834315) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (Q929674) (← links)
- Multivariate volatility in environmental finance (Q929681) (← links)
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- How has volatility in metals markets changed? (Q929691) (← links)
- Is Greater China a currency union?: A tale of the Chinese trio (Q929711) (← links)
- Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach (Q929743) (← links)
- A simple expected volatility (SEV) index: Application to SET50 index options (Q991169) (← links)
- Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (Q1005189) (← links)
- Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (Q1025337) (← links)
- A further result on the sign of restricted least-squares estimates (Q1078968) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Recursive estimation and generated regressors (Q1195084) (← links)
- Properties of ordinary least squares estimators in regression models with nonspherical disturbances (Q1203093) (← links)
- Volatility models of currency futures in developed and emerging markets. (Q1418607) (← links)
- Modelling the asymmetric volatility of electronics patents in the USA. (Q1418619) (← links)
- Input-output structure and growth in China. (Q1418622) (← links)
- Fat tails and asymmetry in financial volatility models. (Q1427747) (← links)
- Asian monetary integration: a structural VAR approach. (Q1427762) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Economic growth and technological catching up by Singapore to the USA (Q1614009) (← links)
- A cointegration analysis of annual tourism demand by Malaysia for Australia (Q1614017) (← links)
- Cointegration analysis of metals futures (Q1614018) (← links)
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- Robust ranking of multivariate GARCH models by problem dimension (Q1623519) (← links)
- The correct regularity condition and interpretation of asymmetry in EGARCH (Q1786770) (← links)
- Stationarity and the existence of moments of a family of GARCH processes. (Q1858910) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Econometric methodology and the philosophy of science (Q1909366) (← links)
- Testing for the Box-Cox parameter for an integrated process (Q1942730) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Multivariate hyper-rotated GARCH-BEKK (Q2151746) (← links)
- Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
- Are forecast updates progressive? (Q2227404) (← links)
