Michael McAleer

Manabu Asai, Michael McAleer, Marcelo C. Medeiros: Modelling and forecasting noisy realized volatility. Computational Statistics & Data Analysis 56(1): 217-230 (2012)

David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, David A. Belsley, Erricos John Kontoghiorghes, Siem Jan Koopman, Michael McAleer, Herman K. van Dijk, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis: The Annals of Computational and Financial Econometrics, first issue. Computational Statistics & Data Analysis 56(11): 2991-2992 (2012)

Jian Huang, Masahito Kobayashi, Michael McAleer: Testing for the Box-Cox parameter for an integrated process. Mathematics and Computers in Simulation 83: 1-9 (2012)

Guorui Bian, Michael McAleer, Wing-Keung Wong: A trinomial test for paired data when there are many ties. Mathematics and Computers in Simulation 81(6): 1153-1160 (2011)

Michael McAleer, Les Oxley: Preface. Mathematics and Computers in Simulation 81(7): 1233-1234 (2011)

David E. Allen, Michael McAleer, Marcel Scharth: Monte Carlo option pricing with asymmetric realized volatility dynamics. Mathematics and Computers in Simulation 81(7): 1247-1256 (2011)

Kiyotaka Sato, Zhaoyong Zhang, Michael McAleer: Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity. Mathematics and Computers in Simulation 81(7): 1353-1364 (2011)

Michael McAleer, Bernardo da Veiga, Suhejla Hoti: Value-at-Risk for country risk ratings. Mathematics and Computers in Simulation 81(7): 1454-1463 (2011)

Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat: Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. Mathematics and Computers in Simulation 81(7): 1482-1490 (2011)

Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer: Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. Mathematics and Computers in Simulation 81(7): 1491-1506 (2011)

Chia-Lin Chang, Michael McAleer, Les Oxley: What makes a great journal great in the sciences? Which came first, the chicken or the egg? Scientometrics 87(1): 17-40 (2011)

Michael McAleer, Biing-Wen Huang, Hsiao-I. Kuo, Chi-Chung Chen, Chia-Lin Chang: An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia. Environmental Modelling and Software 25(1): 100-106 (2010)

Michael McAleer, Chatayan Wiphatthanananthakul: A simple expected volatility (SEV) index: Application to SET50 index options. Mathematics and Computers in Simulation 80(10): 2079-2090 (2010)

Jose Angelo Divino, Michael McAleer: Modelling sustainable international tourism demand to the Brazilian Amazon. Environmental Modelling and Software 24(12): 1411-1419 (2009)

Biing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer: Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. Mathematics and Computers in Simulation 79(5): 1472-1487 (2009)

David E. Allen, Jiti Gao, Michael McAleer: Modelling and managing financial risk: An overview. Mathematics and Computers in Simulation 79(8): 2521-2524 (2009)

David Allen, Zdravetz Lazarov, Michael McAleer, M. Shelton Peiris: Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Mathematics and Computers in Simulation 79(8): 2535-2555 (2009)

Ana Bartolomé, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira: A risk map of international tourist regions in Spain. Mathematics and Computers in Simulation 79(9): 2741-2758 (2009)

Abdul Hakim, Michael McAleer: Forecasting conditional correlations in stock, bond and foreign exchange markets. Mathematics and Computers in Simulation 79(9): 2830-2846 (2009)

Christine Lim, Michael McAleer, Jennifer C. H. Min: ARMAX modelling of international tourism demand. Mathematics and Computers in Simulation 79(9): 2879-2888 (2009)

Wing-Keung Wong, Michael McAleer: Mapping the Presidential Election Cycle in US stock markets. Mathematics and Computers in Simulation 79(11): 3267-3277 (2009)

Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sanchez-Marre, David Swayne, Alexey Voinov: Best paper awards for 2006. Environmental Modelling and Software 23(1): 1 (2008)

Robert Argent, Michael McAleer, Les Oxley, Andre Zerger: Preface. Mathematics and Computers in Simulation 78(2-3): 135-136 (2008)

Bernardo da Veiga, Felix Chan, Michael McAleer: Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Mathematics and Computers in Simulation 78(2-3): 155-171 (2008)

Suhejla Hoti, Michael McAleer, Laurent L. Pauwels: Multivariate volatility in environmental finance. Mathematics and Computers in Simulation 78(2-3): 189-199 (2008)

Manabu Asai, Michael McAleer, Bernardo da Veiga: Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Mathematics and Computers in Simulation 78(2-3): 209-214 (2008)

Clinton Watkins, Michael McAleer: How has volatility in metals markets changed? Mathematics and Computers in Simulation 78(2-3): 237-249 (2008)

Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer: Is Greater China a currency union?: A tale of the Chinese trio. Mathematics and Computers in Simulation 78(2-3): 319-327 (2008)

Riaz Shareef, Michael McAleer: Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. Mathematics and Computers in Simulation 78(2-3): 459-468 (2008)

Dora Marinova, Michael McAleer: Anti-pollution technology strengths indicators: International rankings. Environmental Modelling and Software 21(9): 1257-1263 (2006)

Michael McAleer, Felix Chan: Modelling trends and volatility in atmospheric carbon dioxide concentrations. Environmental Modelling and Software 21(9): 1273-1279 (2006)

Suhejla Hoti, Michael McAleer, Laurent L. Pauwels: Modelling environmental risk. Environmental Modelling and Software 20(10): 1289-1298 (2005)

Michael McAleer: Modelling economic and environmental systems. Environmental Modelling and Software 20(11): 1365-1367 (2005)

Felix Chan, Dora Marinova, Michael McAleer: Modelling thresholds and volatility in US ecological patents. Environmental Modelling and Software 20(11): 1369-1378 (2005)

Felix Chan, Dora Marinova, Michael McAleer: Rolling regressions and conditional correlations of foreign patents in the USA. Environmental Modelling and Software 20(11): 1413-1422 (2005)

Christine Lim, Michael McAleer: Ecologically sustainable tourism management. Environmental Modelling and Software 20(11): 1431-1438 (2005)

Michael McAleer, Les Oxley, David Post: First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003. Mathematics and Computers in Simulation 68(5-6): 397-399 (2005)

Wong Kie Ann, John M. Sequeira, Michael McAleer: Modelling the information content in insider trades in the Singapore exchange. Mathematics and Computers in Simulation 68(5-6): 417-428 (2005)

Baiding Hu, Michael McAleer: Estimation of Chinese agricultural production efficiencies with panel data. Mathematics and Computers in Simulation 68(5-6): 474-483 (2005)

Michael McAleer, Jason Chee Wei Nam: Testing for contagion in ASEAN exchange rates. Mathematics and Computers in Simulation 68(5-6): 517-525 (2005)

Clinton Watkins, Michael McAleer: Related commodity markets and conditional correlations. Mathematics and Computers in Simulation 68(5-6): 567-579 (2005)

Michael McAleer, Les Oxley, David Post: Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003. Mathematics and Computers in Simulation 69(1-2): 1-3 (2005)

Suhejla Hoti, Michael McAleer, Felix Chan: Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations. Mathematics and Computers in Simulation 69(1-2): 46-56 (2005)

Kim F. Radalj, Michael McAleer: Speculation and destabilisation. Mathematics and Computers in Simulation 69(1-2): 151-161 (2005)

Michael McAleer, Daniel Slottje: A new measure of innovation: The patent success ratio. Scientometrics 63(3): 421-429 (2005)

Dora Marinova, Michael McAleer, Daniel Slottje: Antitrust environment and innovation. Scientometrics 64(3): 301-311 (2005)

Michael McAleer, Les Oxley: First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Mathematics and Computers in Simulation 64(1): 1-2 (2004)

John M. Sequeira, Pang Chia Chiat, Michael McAleer: Volatility models of currency futures in developed and emerging markets. Mathematics and Computers in Simulation 64(1): 79-93 (2004)

Felix Chan, Dora Marinova, Michael McAleer: Modelling the asymmetric volatility of electronics patents in the USA. Mathematics and Computers in Simulation 64(1): 169-184 (2004)

Baiding Hu, Michael McAleer: Input-output structure and growth in China. Mathematics and Computers in Simulation 64(1): 193-202 (2004)

Michael McAleer, Les Oxley: Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Mathematics and Computers in Simulation 64(3-4): 305-306 (2004)

Peter Verhoeven, Michael McAleer: Fat tails and asymmetry in financial volatility models. Mathematics and Computers in Simulation 64(3-4): 351-361 (2004)

Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer: Asian monetary integration: a structural VAR approach. Mathematics and Computers in Simulation 64(3-4): 447-458 (2004)

Felix Chan, Dora Marinova, Michael McAleer: Modelling the asymmetric volatility of anti-pollution patents in the USA. Scientometrics 59(2): 179-197 (2004)

Dora Marinova, Michael McAleer: Modelling trends and volatility in ecological patents in the USA. Environmental Modelling and Software 18(3-4): 195-203 (2003)

Michael McAleer, Les Oxley: Preface. Mathematics and Computers in Simulation 59(1-3): 1-2 (2002)

Lee K. Lim, Michael McAleer: Economic growth and technological catching up by Singapore to the USA. Mathematics and Computers in Simulation 59(1-3): 133-141 (2002)

Christine Lim, Michael McAleer: A cointegration analysis of annual tourism demand by Malaysia for Australia. Mathematics and Computers in Simulation 59(1-3): 197-205 (2002)

Clinton Watkins, Michael McAleer: Cointegration analysis of metals futures. Mathematics and Computers in Simulation 59(1-3): 207-221 (2002)

Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees: Non-linear modelling and forecasting of S&P 500 volatility. Mathematics and Computers in Simulation 59(1-3): 233-241 (2002)

Michael McAleer: Environmental modelling in socioeconomics. Environmental Modelling and Software 16(2): 107-108 (2001)

Michael McAleer: Economics and Environmental Modelling. Environmental Modelling and Software 16(6): 495-496 (2001)