Sinha, Dipendra and Macri, Joseph and McAleer, Michael (2007): On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002.
Gao, Jiti and 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.
McAleer, Michael and 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.
Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2013): Are Forecast Updates Progressive?
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