Estimating the leverage parameter of continuous‐time stochastic volatility models using high frequency S&P 500 and VIX

by Isao, Ishida, Michael, McAleer, Kosuke, Oya
Published 2011

Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting

by Chia-Lin, Chang, Michael, McAleer
Published 2016

Preference to Oil Spot or Oil Futures for Risk-Seekers

by Hooi , Hooi Lean, Michael , McAleer, Wing , Keung Wong
Published 2006

Specification Testing of Production in a Stochastic Frontier Model

by Xu Guo, Gao-Rong Li, Michael McAleer, Wing-Keung Wong
Published 2018-08-01

Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures

by Chia‐lin, Chang, Juan‐Ángel, Jiménez‐Martín, Michael, McAleer, Teodosio, Pérez‐Amaral
Published 2011