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Evaluating Individual and Mean Non-Replicable Forecasts
  Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael (2011-05)
  KIER Discussion Paper, 773
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How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  Chang, Chia-Lin; McAleer, Michael; Oxley, Les (2011-01)
  KIER Discussion Paper, 756
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Testing the Box-Cox Parameter for an Integrated Process
  Huang, Jian; Kobayashi, Masahito; McAleer, Michael (2010-12)
  KIER Discussion Paper, 750
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Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez-Amaral, Teodosio (2011-03)
  KIER Discussion Paper, 761
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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
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Modelling and Forecasting Noisy Realized Volatility
  Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. (2011-01)
  KIER Discussion Paper, 758
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Are Forecast Updates Progressive?
  Chang, Chia-Lin; McAleer, Michael (2011-03)
  KIER Discussion Paper, 762
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Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
  Lean, Hooi Hooi; McAleer, Michael; Wong, Wing-Keung (2011-01)
  KIER Discussion Paper, 755
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Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
  Chan, Felix; McAleer, Michael; Medeiros, Marcelo C. (2010-12)
  KIER Discussion Paper, 754
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Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
  Ishida, Isao; McAleer, Michael; Oya, Kosuke (2011-02)
  KIER Discussion Paper, 759
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