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| 書誌情報 | ファイル |
|---|---|
| Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan Chu, Lan-Fen; McAleer, Michael; Wang, Szu-Hua (2012-12) KIER Discussion Paper, 837 |  |
| Dynamic Conditional Correlations for Asymmetric Processes Asai, Manabu; McAleer, Michael (2010-12) KIER Discussion Paper, 747 | |
| Model Selection and Testing of Conditional and Stochastic Volatility Models McAleer, Michael (2010-09) KIER Discussion Paper, 724 | |
| The Rise and Fall of S&P500 Variance Futures Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; McAleer, Michael; Pérez-Amaral, Teodosio (2011-11) KIER Discussion Paper, 795 | |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours McAleer, Michael; Allen, David; Amram, Ron (2011-12) KIER Discussion Paper, 805 | |
| Financial Dependence Analysis: Applications of Vine Copulae Allen, David E.; Ashraf, Mohammad.A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K. (2013-01) KIER Discussion Paper, 843 | |
| Volatility spillovers from the US to Australia and China across the GFC Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay Kumar (2012-12) KIER Discussion Paper, 838 | |
| Ranking Journal Quality by Harmonic Mean of Ranks : An Application to ISI Statistics & Probability McAleer, Michael; Chang, Chia-Lin (2012-05) KIER Discussion Paper, 819 | |
| Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing-Keung (2012-06) KIER Discussion Paper, 820 | |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence Chang, Chia-Lin; McAleer, Michael; Oxley, Les (2012-06) KIER Discussion Paper, 822 | |
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