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| 書誌情報 | ファイル |
|---|---|
| Modelling and Forecasting Noisy Realized Volatility Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. (2011-01) KIER Discussion Paper, 758 |  |
| What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance McAleer, Michael; Chang, Chia-Lin (2012-01) KIER Discussion Paper, 806 | |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics McAleer, Michael; Chang, Chia-Lin (2012-01) KIER Discussion Paper, 808 | |
| Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments Philip Hans Franses; McAleer, Michael; Legerstee, Rianne (2012-06) KIER Discussion Paper, 821 | |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan Chang, Chia-Lin; McAleer, Michael; Lim, Christine (2011-07) KIER Discussion Paper, 783 | |
| GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; Amaral, Teodosio Pérez; McAleer, Michael (2011-07) KIER Discussion Paper, 782 | |
| Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures Casarin, Roberto; Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez-Amaral, Teodosio (2011-07) KIER Discussion Paper, 784 | |
| Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez-Amaral, Teodosio (2011-04) KIER Discussion Paper, 767 | |
| Citations and Impact of ISI Tourism and Hospitality Journals Chang, Chia-Lin; McAleer, Michael (2011-07) KIER Discussion Paper, 781 | |
| Robust Ranking of Multivariate GARCH Models by Problem Dimension McAleer, Michael; Caporin, Massimiliano (2012-04) KIER Discussion Paper, 815 | |
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