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Publications by Michael McAleer

Joint Tests of Non-Nested Models and General Error Specifications

Econometric Reviews

English

Evaluating the Impact of Market Reforms on Value-At-Risk Forecasts of Chinese a and B Shares

Pacific Basin Finance Journal

English

On Exact and Asymptotic Tests of Non-Nested Models

Statistics and Probability Letters

English

Testing Nested and Non-Nested Periodically Integrated Autoregressive Models

Communications in Statistics - Theory and Methods

English

Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

SSRN Electronic Journal

English

Modelling International Tourist Arrivals and Volatility: An Application to Taiwan

SSRN Electronic Journal

English

A General Asymptotic Theory for Time Series Models

SSRN Electronic Journal

English

How Accurate Are Government Forecasts of Economic Fundamentals? The Case of Taiwan

SSRN Electronic Journal

English

Modelling the Growth and Volatility in Daily International Mass Tourism to Peru

SSRN Electronic Journal

English

A Scientific Classification of Volatility Models

SSRN Electronic Journal

English