The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999
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- Shiqing Ling & Michael McAleer, 2001. "On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors," ISER Discussion Paper 0548, Institute of Social and Economic Research, Osaka University.
- Sequeira, John M & Chiat, Pang Chia & McAleer, Michael, 2004.
"Volatility models of currency futures in developed and emerging markets,"
Mathematics and Computers in Simulation (MATCOM),
Elsevier, vol. 64(1), pages 79-93.
- John M. Sequeira & Pang Chia Chiat & Michael McAleer, 2003. "Volatility Models of Currency Futures in Developed and Emerging Markets," CIRJE F-Series CIRJE-F-210, CIRJE, Faculty of Economics, University of Tokyo.
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