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Tinbergen Institute, Amsterdam and Rotterdam
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Results 1-10 of 131.
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2014
European Market Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
Singh, Abhay K.
2014
Hedge Fund Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
;
Singh, Abhay K.
2014
Econometric Analysis of Financial Derivatives: An Overview
Chang, Chia-Lin
;
McAleer, Michael
2016
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
Asai, Manabu
;
McAleer, Michael
2017
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, Neophytos
;
McAleer, Michael
2017
Theory and Application of an Economic Performance Measure of Risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing-keung
2017
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
2017
Impact of Psychological Needs on Luxury Consumption
Mao, Ning
;
McAleer, Michael
;
Bai, Shuyu
2016
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
Asai, Manabu
;
McAleer, Michael
2018
Simple Market Timing with Moving Averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
Author
54
Chang, Chia-Lin
22
Allen, David E.
16
Singh, Abhay K.
13
Asai, Manabu
6
Powell, Robert J.
6
Wong, Wing-Keung
5
Hsu, Hui-Kuang
4
Caporin, Massimiliano
4
Peiris, Shelton
4
Wong, Wing Keung
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