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The Ten Commandments for managing value at risk under the Basel II accord
Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez … - In: Issues in finance : credit, crises and policies, (pp. 59-64). 2010
Persistent link: https://www.econbiz.de/10009010317
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong; McAleer, Michael; Ling, Shiqing - In: Handbook of applied econometrics and statistical inference, (pp. 443-467). 2002
Persistent link: https://www.econbiz.de/10001701988
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A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Papers in efficiency, effectiveness and international …, (pp. 128-153). 2000
Persistent link: https://www.econbiz.de/10001684387
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The econometrics of financial time series
McAleer, Michael; Oxley, Les - In: Contributions to financial econometrics : theoretical …, (pp. 1-7). 2003
Persistent link: https://www.econbiz.de/10001932648
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Recent theoretical results for time series models with GARCH errors
Li, Wai Keung; Ling, Shiqing; McAleer, Michael - In: Contributions to financial econometrics : theoretical …, (pp. 9-33). 2003
Persistent link: https://www.econbiz.de/10001932650
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The GFT utility function
Basmann, Robert L.; Hayes, Kathy Jean; McAleer, Michael; … - In: Quantifying consumer preferences, (pp. 119-147). 2009
Persistent link: https://www.econbiz.de/10003887972
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How does country risk affect innovation? : An application to foreign patents registered in the USA
Hoti, Suhejla; McAleer, Michael - In: Economic and legal issues in intellectual property, (pp. 207-230). 2007
Persistent link: https://www.econbiz.de/10003542693