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Results 1-10 of 23.
Year of PublicationTitleAuthor(s)
2016Industrial Penetration and Internet IntensityChang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh
2016Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional CovariancesChang, Chia-Lin; McAleer, Michael; Wang, Yanghuiting
2016Management Science, Economics and Finance: A ConnectionChang, Chia-Lin; McAleer, Michael; Wong, Wing-Keung
2016Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro FactorsZopiatis, Anastasios; Savva, Christos S.; Lambertides, Neophytos; McAleer, Michael
2016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and SpilloversAsai, Manabu; Chang, Chia-Lin; McAleer, Michael
2016Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and ChinaChang, Chia-Lin; McAleer, Michael; Tian, Jiarong
2016Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series ModelsChen, Jinghui; Kobayashi, Masahito; McAleer, Michael
2016Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?Caporin, Massimiliano; Chang, Chia-Lin; McAleer, Michael
2016Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility ModelsPeiris, Shelton; Asai, Manabu; McAleer, Michael
2016An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated RegressorsChang, Chia-Lin; McAleer, Michael; Wang, Chien-Hsun