Browsing All of EconStor by Author McAleer, Michael


Showing results 61 to 80 of 178
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Year of PublicationTitleAuthor(s)
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted CitationsChang, Chia-Lin; McAleer, Michael
2014Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment SeriesAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014Asymmetric Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, and Marcel
2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey TsayMcAleer, Michael
2014A One Line Derivation of EGARCHMcAleer, Michael; Hafner, Christian M.
2014Hedge Fund Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K.
2014On the Invertibility of EGARCHMartinet, Guillaume Gaetan; McAleer, Michael
2014Asymmetric realized volatility riskAllen, David E.; McAleer, Michael; Scharth, Marcel
2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average ProcessHafner, Christian M.; McAleer, Michael
2014Asymmetry and leverage in conditional volatility modelsMcAleer, Michael
2014Econometric Analysis of Financial Derivatives: An OverviewChang, Chia-Lin; McAleer, Michael
2014A one line derivation of EGARCHMcAleer, Michael; Hafner, Christian M.
2014European Market Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014Survival Analysis of very Low Birth Weight Infant Mortality in TaiwanChang, Chialin; Chen, Wei-Chen; McAleer, Michael
2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized CovarianceAsai, Manabu; McAleer, Michael
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social SciencesChang, Chia-Lin; McAleer, Michael
2015The Fundamental Equation in Tourism FinanceMcAleer, Michael
2015The Impact of Jumps and Leverage in Forecasting Co-VolatilityAsai, Manabu; McAleer, Michael
2015Structure and asymptotic theory for nonlinear models with GARCH errorsChan, Felix; McAleer, Michael; Medeiros, Marcelo C.
2015Down-side Risk Metrics as Portfolio Diversification Strategies across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abbay K.