Browsing All of EconStor by Author McAleer, Michael


Showing results 21 to 40 of 178
< previous   next >
Year of PublicationTitleAuthor(s)
2013Robust Estimation and Forecasting of the Capital Asset Pricing ModelBian, Guorui; McAleer, Michael; Wong, Wing-Keung
2013Market Integration Dynamics and Asymptotic Price Convergence in DistributionGarcĂ­a-Hiernaux, Alfredo; Guerrero, David E.; McAleer, Michael
2013Ten Things you should know about the Dynamic Conditional Correlation RepresentationCaporin, Massimiliano; McAleer, Michael
2013International Technology Diffusion of Joint and Cross-border PatentsChang, Chia-Lin; McAleer, Michael; Tang, Ju-Ting
2013Volatility Spillovers from the US to Australia and China across the GFCAllen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K.
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in FinanceChang, Chia-Lin; McAleer, Michael
2013Ranking leading econometrics journals using citations data from ISI and RePEcChang, Chia-lin; McAleer, Michael
2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism IndustryChang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
2013Are Forecast Updates Progressive?Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael
2013Recent Developments in Financial Economics and Econometrics: An OverviewChang, Chia-Lin; Allen, David; McAleer, Michael
2013Ten things you should know about the dynamic conditional correlation representationCaporin, Massimiliano; McAleer, Michael
2013Analyzing Fixed-Event Forecast RevisionsChang, Chia-Lin; de Bruijn, Bert; Franses, Philip Hans; McAleer, Michael
2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in TourismChang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
2013Herding, Information Cascades and Volatility Spillovers in Futures MarketsMcAleer, Michael; Radalj, Kim
2013A Fractionally Integrated Wishart Stochastic Volatility ModelAsai, Manabu; McAleer, Michael
2013GFC-Robust Risk Management under the Basel Accord using Extreme Value MethodologiesJimenez-Martin, Juan-Angel; McAleer, Michael; Amaral, Teodosio Perez; Santos, Paulo Araujo
2013Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, Marcel
2013Statistical Modelling of Extreme Rainfall in TaiwanChu, Lan-Fen; McAleer, Michael; Chang, Ching-Chung
2013Ten Things you should know about DCCCaporin, Massimiliano; McAleer, Michael