Browsing All of EconStor by Author McAleer, Michael

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Year of PublicationTitleAuthor(s)
2013 Modelling the Effects of Oil Prices on Global Fertilizer Prices and VolatilityChen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; McAleer, Michael
2013 Herding, Information Cascades and Volatility Spillovers in Futures MarketsMcAleer, Michael; Radalj, Kim
2013 Modelling and Simulation: An OverviewMcAleer, Michael; Chan, Felix; Oxley, Les
2013 Robust Ranking of Journal Quality: An Application to EconomicsChang, Chia-Lin; Maasoumi, Esfandiar; McAleer, Michael
2013 Volatility Spillovers from the US to Australia and China across the GFCAllen, David E.; McAleer, Michael; Powell, R.J.; Singh, A.K.
2013 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and FuturesLean, Hooi Hooi; McAleer, Michael
2013 Realized Volatility RiskAllen, David E.; McAleer, Michael; Scharth, Marcel
2013 Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial CrisisMcAleer, Michael; Suen, John; Wong, Wing Keung
2013 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez-Amaral, Teodosio
2013 Coercive Journal Self Citations, Impact Factor, Journal Influence and Article InfluenceChang, Chia-Lin; McAleer, Michael; Oxley, Les
2013 Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile RegressionAllen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn
2013 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option PricingAsai, Manabu; McAleer, Michael
2013 Journal Impact Factor, Eigenfactor, Journal Influence and Article InfluenceChang, Chia-Lin; McAleer, Michael; Oxley, Les
2013 A Capital Adequacy Buffer ModelAllen, David; McAleer, Michael
2013 A Fractionally Integrated Wishart Stochastic Volatility ModelAsai, Manabu; McAleer, Michael
2013 Ten Things you should know about DCCCaporin, Massimiliano; McAleer, Michael
2013 Recent Developments in Financial Economics and Econometrics: An OverviewChang, Chia-Lin; Allen, David; McAleer, Michael
2013 Market Integration Dynamics and Asymptotic Price Convergence in DistributionGarcía-Hiernaux, Alfredo; Guerrero, David E.; McAleer, Michael
2013 Nonparametric Multiple Change Point Analysis of the Global Financial CrisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013 Estimating Implied Recovery Rates from the Term Structure of CDS SpreadsJaskowski, Marcin; McAleer, Michael