A simple expected volatility (SEV) index: Application to SET50 index options

by McAleer M., Wiphatthanananthakul C.
Published 2014

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

by SEQUEIRA, J. M., McALEER, M.
Published 1997

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

by McAleer, M., Sequeira, J.M.
Published 2013

Volatility spillovers between crude oil futures returns and oil company stock returns

by Tansuchat R., McAleer M., Chang C.
Published 2014

IV estimation of a panel threshold model of tourism specialization and economic development

by Chang C.-L., Khamkaew T., McAleer M.
Published 2014

Is a monetary union feasible for East Asia?

by Zhang, Z., Sato, K., McAleer, M.
Published 2011

Asian monetary integration: A structural VAR approach

by Zhang, Z., Sato, K., McAleer, M.
Published 2011

Efficient estimation and testing of alternative models of currency futures contracts

by SEQUEIRA, J. M., McALEER, M., CHOW, Y.F.
Published 1997

Modelling the information content in insider trades in the Singapore exchange

by Ann, W.K., Sequeira, J.M., McAleer, M.
Published 2013

Volatility models of currency futures in developed and emerging markets

by Sequeira, J.M., Chiat, P.C., McAleer, M.
Published 2013