Michael McAleer

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 4

Top Topics

Risk Management

Top Venues

Math. Comput. Simul.

Comput. Stat. Data Anal.

Future Internet

Publications

David E. Allen, Michael McAleer
Trump's COVID-19 tweets and Dr. Fauci's emails. Scientometrics 127 (3) (2022)
David E. Allen, Michael McAleer
Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather. Scientometrics 117 (1) (2018)
Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan. Future Internet 10 (3) (2018)
Michael McAleer
Stationarity and invertibility of a dynamic correlation matrix. Kybernetika 54 (2) (2018)
Massimiliano Caporin, Michael McAleer
Robust ranking of multivariate GARCH models by problem dimension. Comput. Stat. Data Anal. 76 (2014)
David E. Allen, Ron Amram, Michael McAleer
Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. 94 (2013)
Chia-Lin Chang, Philip Hans Franses, Michael McAleer
Are forecast updates progressive? Math. Comput. Simul. 93 (2013)
Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94 (2013)
Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94 (2013)
Chia-Lin Chang, Michael McAleer, Les Oxley
Coercive journal self citations, impact factor, Journal Influence and Article Influence. Math. Comput. Simul. 93 (2013)
Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral
Risk modelling and management: An overview. Math. Comput. Simul. 94 (2013)
Manabu Asai, Michael McAleer, Marcelo C. Medeiros
Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. 56 (1) (2012)
David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56 (11) (2012)
Jian Huang, Masahito Kobayashi, Michael McAleer
Testing for the Box-Cox parameter for an integrated process. Math. Comput. Simul. 83 (2012)
Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. Math. Comput. Simul. 81 (7) (2011)
Michael McAleer, Les Oxley
Preface. Math. Comput. Simul. 81 (7) (2011)
Michael McAleer, Bernardo da Veiga, Suhejla Hoti
Value-at-Risk for country risk ratings. Math. Comput. Simul. 81 (7) (2011)
Guorui Bian, Michael McAleer, Wing-Keung Wong
A trinomial test for paired data when there are many ties. Math. Comput. Simul. 81 (6) (2011)
Chia-Lin Chang, Michael McAleer, Les Oxley
What makes a great journal great in the sciences? Which came first, the chicken or the egg? Scientometrics 87 (1) (2011)
Kiyotaka Sato, Zhaoyong Zhang, Michael McAleer
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity. Math. Comput. Simul. 81 (7) (2011)
Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. Math. Comput. Simul. 81 (7) (2011)
David E. Allen, Michael McAleer, Marcel Scharth
Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. 81 (7) (2011)
Michael McAleer, Biing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen, Chia-Lin Chang
An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia. Environ. Model. Softw. 25 (1) (2010)
Michael McAleer, Chatayan Wiphatthanananthakul
A simple expected volatility (SEV) index: Application to SET50 index options. Math. Comput. Simul. 80 (10) (2010)
Wing-Keung Wong, Michael McAleer
Mapping the Presidential Election Cycle in US stock markets. Math. Comput. Simul. 79 (11) (2009)
Ana Bartolomé, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira
A risk map of international tourist regions in Spain. Math. Comput. Simul. 79 (9) (2009)
Jose Angelo Divino, Michael McAleer
Modelling sustainable international tourism demand to the Brazilian Amazon. Environ. Model. Softw. 24 (12) (2009)
Abdul Hakim, Michael McAleer
Forecasting conditional correlations in stock, bond and foreign exchange markets. Math. Comput. Simul. 79 (9) (2009)
David E. Allen, Jiti Gao, Michael McAleer
Modelling and managing financial risk: An overview. Math. Comput. Simul. 79 (8) (2009)
Biing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. Math. Comput. Simul. 79 (5) (2009)
Christine Lim, Michael McAleer, Jennifer C. H. Min
ARMAX modelling of international tourism demand. Math. Comput. Simul. 79 (9) (2009)
David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Math. Comput. Simul. 79 (8) (2009)
Clinton Watkins, Michael McAleer
How has volatility in metals markets changed? Math. Comput. Simul. 78 (2-3) (2008)
Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer
Is Greater China a currency union?: A tale of the Chinese trio. Math. Comput. Simul. 78 (2-3) (2008)
Manabu Asai, Michael McAleer, Bernardo da Veiga
Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. 78 (2-3) (2008)
Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sànchez-Marrè, David Swayne, Alexey A. Voinov
Best paper awards for 2006. Environ. Model. Softw. 23 (1) (2008)
Bernardo da Veiga, Felix Chan, Michael McAleer
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Math. Comput. Simul. 78 (2-3) (2008)
Riaz Shareef, Michael McAleer
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. Math. Comput. Simul. 78 (2-3) (2008)
Robert M. Argent, Michael McAleer, Les Oxley, Andre Zerger
Preface. Math. Comput. Simul. 78 (2-3) (2008)
Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
Multivariate volatility in environmental finance. Math. Comput. Simul. 78 (2-3) (2008)
Michael McAleer, Felix Chan
Modelling trends and volatility in atmospheric carbon dioxide concentrations. Environ. Model. Softw. 21 (9) (2006)
Dora Vasileva Marinova, Michael McAleer
Anti-pollution technology strengths indicators: International rankings. Environ. Model. Softw. 21 (9) (2006)
Kim F. Radalj, Michael McAleer
Speculation and destabilisation. Math. Comput. Simul. 69 (1-2) (2005)
Felix Chan, Dora Vasileva Marinova, Michael McAleer
Modelling thresholds and volatility in US ecological patents. Environ. Model. Softw. 20 (11) (2005)
Michael McAleer, Jason Chee Wei Nam
Testing for contagion in ASEAN exchange rates. Math. Comput. Simul. 68 (5-6) (2005)
Wong Kie Ann, John M. Sequeira, Michael McAleer
Modelling the information content in insider trades in the Singapore exchange. Math. Comput. Simul. 68 (5-6) (2005)
Baiding Hu, Michael McAleer
Estimation of Chinese agricultural production efficiencies with panel data. Math. Comput. Simul. 68 (5-6) (2005)
Michael McAleer, Les Oxley, David Post
First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003. Math. Comput. Simul. 68 (5-6) (2005)
Michael McAleer, Daniel Slottje
A new measure of innovation: The patent success ratio. Scientometrics 63 (3) (2005)
Michael McAleer
Modelling economic and environmental systems. Environ. Model. Softw. 20 (11) (2005)
Michael McAleer, Les Oxley, David Post
Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003. Math. Comput. Simul. 69 (1-2) (2005)
Clinton Watkins, Michael McAleer
Related commodity markets and conditional correlations. Math. Comput. Simul. 68 (5-6) (2005)
Felix Chan, Dora Vasileva Marinova, Michael McAleer
Rolling regressions and conditional correlations of foreign patents in the USA. Environ. Model. Softw. 20 (11) (2005)
Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
Modelling environmental risk. Environ. Model. Softw. 20 (10) (2005)
Suhejla Hoti, Michael McAleer, Felix Chan
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations. Math. Comput. Simul. 69 (1-2) (2005)
Dora Vasileva Marinova, Michael McAleer, Daniel Slottje
Antitrust environment and innovation. Scientometrics 64 (3) (2005)
Christine Lim, Michael McAleer
Ecologically sustainable tourism management. Environ. Model. Softw. 20 (11) (2005)
Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer
Asian monetary integration: a structural VAR approach. Math. Comput. Simul. 64 (3-4) (2004)
Michael McAleer, Les Oxley
Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. 64 (3-4) (2004)
Felix Chan, Dora Vasileva Marinova, Michael McAleer
Modelling the asymmetric volatility of electronics patents in the USA. Math. Comput. Simul. 64 (1) (2004)
Michael McAleer, Les Oxley
First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. 64 (1) (2004)
Baiding Hu, Michael McAleer
Input-output structure and growth in China. Math. Comput. Simul. 64 (1) (2004)
Felix Chan, Dora Vasileva Marinova, Michael McAleer
Modelling the asymmetric volatility of anti-pollution patents in the USA. Scientometrics 59 (2) (2004)
Peter Verhoeven, Michael McAleer
Fat tails and asymmetry in financial volatility models. Math. Comput. Simul. 64 (3-4) (2004)
John M. Sequeira, Pang Chia Chiat, Michael McAleer
Volatility models of currency futures in developed and emerging markets. Math. Comput. Simul. 64 (1) (2004)
Dora Vasileva Marinova, Michael McAleer
Modelling trends and volatility in ecological patents in the USA. Environ. Model. Softw. 18 (3-4) (2003)
Clinton Watkins, Michael McAleer
Cointegration analysis of metals futures. Math. Comput. Simul. 59 (1-3) (2002)
Michael McAleer, Les Oxley
Preface. Math. Comput. Simul. 59 (1-3) (2002)
Dora Vasileva Marinova, Michael McAleer
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries. Scientometrics 55 (2) (2002)
Christine Lim, Michael McAleer
A cointegration analysis of annual tourism demand by Malaysia for Australia. Math. Comput. Simul. 59 (1-3) (2002)
Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees
Non-linear modelling and forecasting of S&P 500 volatility. Math. Comput. Simul. 59 (1-3) (2002)
Lee K. Lim, Michael McAleer
Economic growth and technological catching up by Singapore to the USA. Math. Comput. Simul. 59 (1-3) (2002)
Michael McAleer
Economics and Environmental Modelling. Environ. Model. Softw. 16 (6) (2001)
Michael McAleer
Environmental modelling in socioeconomics. Environ. Model. Softw. 16 (2) (2001)