Showing 1 - 18 results of 18 for search 'Michael , McAleer', query time: 0.03s
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1
Perspectives on Topical Medical Research in the COVID-19 Era by Michael McAleer
Published 2021-10-01
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2
Asymmetry and Leverage in Conditional Volatility Models by Michael McAleer
Published 2014-09-01
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Ten Things You Should Know about the Dynamic Conditional Correlation Representation by Massimiliano Caporin, Michael McAleer
Published 2013-06-01
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A One Line Derivation of EGARCH by Michael McAleer, Christian M. Hafner
Published 2014-06-01
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Modeling Latent Carbon Emission Prices for Japan: Theory and Practice by Chia-Lin Chang, Michael McAleer
Published 2019-11-01
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A Simple Test for Causality in Volatility by Chia-Lin Chang, Michael McAleer
Published 2017-03-01
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A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes by David E. Allen, Michael McAleer
Published 2021-11-01
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Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc by Chia-Lin Chang, Michael McAleer
Published 2013-11-01
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The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures by Manabu Asai, Rangan Gupta, Michael McAleer
Published 2019-09-01
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Preference to Oil Spot or Oil Futures for Risk-Seekers by Hooi , Hooi Lean, Michael , McAleer, Wing , Keung Wong
Published 2006
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Causality between CO2 Emissions and Stock Markets by Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Published 2020-06-01
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Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models by Manabu Asai, Chia-Lin Chang, Michael McAleer, Laurent Pauwels
Published 2021-05-01
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15
Moving Average Market Timing in European Energy Markets: Production Versus Emissions by Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila, Michael McAleer
Published 2018-11-01
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Review on Efficiency and Anomalies in Stock Markets by Kai-Yin Woo, Chulin Mai, Michael McAleer, Wing-Keung Wong
Published 2020-03-01
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Systematic Risk at the Industry Level: A Case Study of Australia by Thang Cong Nguyen, Tan Ngoc Vu, Duc Hong Vo, Michael McAleer
Published 2020-04-01
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Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets by Duc Hong Vo, Ha Minh Nguyen, Tan Manh Vo, Michael McAleer
Published 2020-04-01
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