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| 書誌情報 | ファイル |
|---|---|
| Analyzing Fixed-event Forecast Revisions Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael (2011-06) KIER Discussion Paper, 779 |  |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models McAleer, Michael; Asai, Manabu; Caporin, Massimiliano (2012-04) KIER Discussion Paper, 812 | |
| Evaluating Individual and Mean Non-Replicable Forecasts Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael (2011-05) KIER Discussion Paper, 773 | |
| The Dynamics of Energy-Grain Prices with Open Interest McAleer, Michael; Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin (2011-05) KIER Discussion Paper, 776 | |
| 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 | |
| Are Forecast Updates Progressive? Chang, Chia-Lin; McAleer, Michael (2011-03) KIER Discussion Paper, 762 | |
| 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 | |
| Modelling and Simulation: An Overview McAleer, Michael; Chan, Felix; Oxley, Les (2013-05) KIER Discussion Paper, 865 | |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael (2012-12) KIER Discussion Paper, 839 | |
| 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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