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書誌情報ファイル
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
  Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K. (2013-05)
  KIER Discussion Paper, 866
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Modelling and Simulation: An Overview
  McAleer, Michael; Chan, Felix; Oxley, Les (2013-05)
  KIER Discussion Paper, 865
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Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
  Asai, Manabu; McAleer, Michael (2013-01)
  KIER Discussion Paper, 840
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Herding, Information Cascades and Volatility Spillovers in Futures Markets
  McAleer, Michael; Radalj, Kim (2013-07)
  KIER Discussion Paper, 873
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A Fractionally Integrated Wishart Stochastic Volatility Model
  Asai, Manabu; McAleer, Michael (2013-02)
  KIER Discussion Paper, 848
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Recent Developments in Financial Economics and Econometrics: An Overview
  Chang, Chia-Lin; Allen, David E.; McAleer, Michael (2013-01)
  KIER Discussion Paper, 842
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Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
  Chang, Chia-Lin; McAleer, Michael; Oxley, Les (2013-03)
  KIER Discussion Paper, 852
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What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
  Chang, Chia-Lin; McAleer, Michael (2013-03)
  KIER Discussion Paper, 851
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Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; McAleer, Michael (2013-01)
  KIER Discussion Paper, 844
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Ten Things You Should Know About DCC
  Caporin, Massimiliano; McAleer, Michael (2013-03)
  KIER Discussion Paper, 854
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