Gao, Jiti; McAleer, Michael and Allen, Dave (2006): Econometric modelling in finance and risk management: An overview. Published in: Journal of Econometrics , Vol. 147, No. 1 (November 2008): pp. 1-4.
Sinha, Dipendra; Macri, Joseph and McAleer, Michael (2007): On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002. Unpublished.
McAleer, Michael; Jimenez-Martin, Juan-Angel and Perez Amaral, Teodosio (2009): Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. Forthcoming in: Medium for Econometric Application , Vol. 18, No. 1 (April 2010): pp. 20-28.
