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Tinbergen Institute, Amsterdam and Rotterdam
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2014
Volatility Spillovers from Australia's Major Trading Partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
Singh, Abhay K.
2014
A Tourism Conditions Index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
2016
Industrial Penetration and Internet Intensity
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
2016
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
2016
Management Science, Economics and Finance: A Connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing-Keung
2016
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, Neophytos
;
McAleer, Michael
2013
Modelling and Simulation: An Overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
2016
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
2013
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
;
Amaral, Teodosio Perez
2014
Asymmetry and Leverage in Conditional Volatility Models
McAleer, Michael
Author
38
Chang, Chia-Lin
20
Allen, David E.
15
Singh, Abhay K.
9
Asai, Manabu
6
Powell, Robert J.
4
Caporin, Massimiliano
4
Hsu, Hui-Kuang
4
Wong, Wing-Keung
3
Chu, Lan-Fen
3
Oxley, Les
.
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