Concepedia

Michael McAleer

MM

Statistics

Publications

292

Citations

16.2K

H-Index

63

Active since

1979

Affiliations

Erasmus University Rotterdam(Current)

Universidad Complutense de Madrid

The University of Western Australia

Tinbergen Institute

National Chung Hsing University

Michael McAleer is an author at Erasmus University Rotterdam specializing in economics, econometrics, and financial economics.

Publications per year

1979–2022

291

Publications

292

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Shiqing Ling, Michael McAleer · Econometric Theory · 2003 · 907 citations · Full text

Social Sciences, Economics, Econometrics +14

Risk Management of COVID-19 by Universities in China

Chuanyi Wang, Zhe Cheng, Xiao‐Guang Yue et al. · Journal of risk and financial management · 2020 · 515 citations · Full text

Management, Infectious Diseases, Risk Management +10

Stationarity and the existence of moments of a family of GARCH processes

Shiqing Ling, Michael McAleer · Journal of Econometrics · 2002 · 365 citations

Computing, Economics, Mathematics +12

AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY

Michael McAleer · Econometric Theory · 2005 · 356 citations

Business, Economics, Finance +17

Crude oil hedging strategies using dynamic multivariate GARCH

Chia‐Lin Chang, Michael McAleer, Roengchai Tansuchat · Energy Economics · 2011 · 301 citations

Management, Finance, Financial Management +12

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