Michael Mcaleer

Michael Mcaleer

Erasmus University - Rotterdam / Netherlands
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 4703286
Erasmus Universiteit
person_outline Michael Mcaleer's MOST POPULAR ARTICLES
1-) Asymptotic theory for a vector ARMA-GARCH model S Ling, M McAleer Econometric theory 19 (2), 280-310, 2003 10752003
2-) Risk management of COVID-19 by universities in ChinaC Wang, Z Cheng, XG Yue, M McAleerJournal of Risk and Financial Management 13 (2), 36, 20206512020
3-) Realized volatility: A reviewM McAleer, MC MedeirosEconometric reviews 27 (1-3), 10-45, 20086462008
4-) Time series forecasts of international travel demand for AustraliaC Lim, M McAleerTourism management 23 (4), 389-396, 20025032002
5-) Multivariate stochastic volatility: a reviewM Asai, M McAleer, J YuEconometric Reviews 25 (2-3), 145-175, 20064522006