On the Robustness of Tests of Outliers and Functional Form

由 McAleer, Michael, TSE, Yiu Kuen
出版 1992

A Sequential Testing Procedure for Outliers and Structural Change

由 McAleer, Michael, TSE, Yiu Kuen
出版 1988

Efficient estimation and testing of oil futures contracts in a mutual offset system

由 McALEER, Michael, SEQUEIRA, J. M.
出版 2004

A market-augmented model for SIMEX Brent crude oil futures contracts

由 SEQUEIRA, J. M., McALEER, Michael
出版 2000

Testing the risk premium and cost-of-carry hypotheses for currency futures contracts

由 SEQUEIRA, J. M., McALEER, Michael
出版 2000

Multivariate stochastic volatility

由 ASAI, Manabu, McAleer, Michael, YU, Jun
出版 2006

Multivariate stochastic volatility: A review

由 ASAI, Manabu, McAleer, Michael, YU, Jun
出版 2006

Volatility models of currency futures in developed and emerging markets

由 SEQUEIRA, J. M., PANG, Chia Chiat, McALEER, Michael
出版 2004

Pricing of forward and futures contracts

由 CHOW, Ying-Foon, McALEER, Michael, SEQUEIRA, J. M.
出版 2000

Efficient estimation of alternative pricing models for currency futures contracts

由 SEQUEIRA, J. M., McALEER, Michael., CHOW, Ying-Foon
出版 1999