Michael McAleer

Researcher Next ID · RN-033614

Researcher · Economics, Econometrics and Finance

Rotterdam, Netherlands

Accepting doctoral researchersFunding unknown

Research interests

Economics, Econometrics and Finance

Market Dynamics and Volatility

Financial Risk and Volatility Modeling

Monetary Policy and Economic Impact

Complex Systems and Time Series Analysis

Financial Markets and Investment Strategies

Risk Management of COVID-19 by Universities in China
Journal of risk and financial management · 2020 · https://doi.org/10.3390/jrfm13020036
Multivariate Stochastic Volatility: A Review
Econometric Reviews · 2006 · https://doi.org/10.1080/07474930600713564
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
Econometric Theory · 2005 · https://doi.org/10.1017/s0266466605050140
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
Econometric Theory · 2003 · https://doi.org/10.1017/s0266466603192092
Stationarity and the existence of moments of a family of GARCH processes
Journal of Econometrics · 2002 · https://doi.org/10.1016/s0304-4076(01)00090-2
ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS
Journal of Economic Surveys · 1993 · https://doi.org/10.1111/j.1467-6419.1993.tb00158.x

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