Michael McAleer

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author of:

• 22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018 (RePEc:aag:wpaper:v:22:y:2018:i:1:p:1-12)
  by Michael McAleer
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:aag:wpaper:v:22:y:2018:i:1:p:13-22)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Fake News And Indifference To Truth: Dissecting Tweets And State Of The Union Addresses By Presidents Obama And Trump (RePEc:aag:wpaper:v:22:y:2018:i:1:p:180-203)
  by David E. Allen & Michael McAleer & David McHardy Reid
• Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018 (RePEc:aag:wpaper:v:22:y:2018:i:1:p:23-35)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections (RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries (RePEc:aag:wpaper:v:23:y:2019:i:1:p:31-61)
  by Michael McAleer & Hang K. Ryu & Daniel J. Slottje
• The Gender Wealth Gap by Household Head in Vietnam (RePEc:aag:wpaper:v:23:y:2019:i:3:p:122-153)
  by Duc Hong Vo & Phuong Doan Ho & Chi Minh Ho & Michael McAleer
• Applications of the Newton-Raphson Method in Decision Sciences and Education (RePEc:aag:wpaper:v:23:y:2019:i:4:p:52-80)
  by Buu-Chau Truong & Nguyen Van Thuan & Nguyen Huu Hau & Michael McAleer
• Summary of Advances in Decision Sciences (ADS) - 2019 (RePEc:aag:wpaper:v:23:y:2019:i:4:p:81-93)
  by Michael McAleer
• Net Interest Marginof Commercial Banks in Vietnam (RePEc:aag:wpaper:v:24:y:2020:i:1:p:1-27)
  by Nguyen Duy Suu & Thu-Quang Luu & Kim-Hung Pho & Michael McAleer
• Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 (RePEc:aag:wpaper:v:24:y:2020:i:1:p:70-84)
  by Michael McAleer
• The Future of Tourism in the COVID-19 Era (RePEc:aag:wpaper:v:24:y:2020:i:3:p:218-230)
  by Chia-Lin Chang & Michael McAleer & Vicente Ramos
• Comments on Recent COVID-19 Research in JAMA (RePEc:aag:wpaper:v:24:y:2020:i:3:p:63-83)
  by Michael McAleer
• Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam (RePEc:aag:wpaper:v:24:y:2020:i:4:p:1-34)
  by Dang-Khoa Duong & Thi Thanh-Phuong Phan & Kim-Hung Pho & Michael McAleer
• Seeking Clarity in a World Infected by COVID-19 and Fake News (RePEc:aag:wpaper:v:24:y:2020:i:4:p:35-43)
  by Michael McAleer
• Summary of Advances in Decision Sciences (ADS) - 2020 (RePEc:aag:wpaper:v:24:y:2020:i:4:p:89-100)
  by Michael McAleer
• A Critical Analysis of Some Recent Medical Research in Science on COVID-19 (RePEc:aag:wpaper:v:25:y:2021:i:1:p:216-332)
  by Michael McAleer
• A Critique of Recent Medical Research in JAMA on COVID-19 (RePEc:aag:wpaper:v:25:y:2021:i:1:p:40-142)
  by Michael McAleer
• Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations (RePEc:aag:wpaper:v:25:y:2021:i:2:p:1-27)
  by David E. Allen & Michael McAleer
• The Safety of Banks in Vietnam Using CAMEL (RePEc:aag:wpaper:v:25:y:2021:i:2:p:158-192)
  by Do Thi Thanh Nhan & Kim-Hung Pho & Dang Thi Van Anh & Michael McAleer
• Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences (RePEc:aag:wpaper:v:25:y:2021:i:2:p:74-104)
  by Kim-Hung Pho & Michael McAleer
• What Will Take the Con out of Econometrics? (RePEc:aea:aecrev:v:75:y:1985:i:3:p:293-307)
  by McAleer, Michael & Pagan, Adrian R & Volker, Paul A
• Risk Management of Daily Tourist Tax Revenues for the Maldives (RePEc:ags:feemnr:12128)
  by McAleer, Michael & Shareef, Riaz & da Veiga, Bernardo
• A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms (RePEc:ags:queddp:275153)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
• Interest Rates and durability in the Linear Expenditure Family (RePEc:ags:queddp:275166)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
• Principles and Methods in the Testing of Alternative Models (RePEc:ags:queddp:275167)
  by Fisher, Gordon & McAleer, Michael
• Two Papers on Linear Models (RePEc:ags:queddp:275178)
  by Fisher, Gordon & Gregory, Allan W. & McAleer, Michael
• Two Papers on Model Testing and Discrimination (RePEc:ags:queddp:275191)
  by Fisher, Gordon & McAleer, Michael
• A One Line Derivation of EGARCH (RePEc:aiz:louvar:2014030)
  by McAleer, Michael & Hafner, Christian
• Structure and asymptotic theory for nonlinear models with GARCH erros (RePEc:anp:econom:v:16:y:2015:1:1_21)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
• A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis (RePEc:bes:jnlbes:v:7:y:1989:i:1:p:95-106)
  by Hall, A D & McAleer, Michael
• It pays to violate: how effective are the Basel accord penalties in encouraging risk management? (RePEc:bla:acctfi:v:52:y:2012:i:1:p:95-116)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
• A Note on Identifiability in the Linear Expenditure Family (RePEc:bla:ausecp:v:21:y:1982:i:39:p:416-20)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
• Testing Multiple Non‐Nested Factor Demand Systems (RePEc:bla:buecrs:v:57:y:2005:i:1:p:37-66)
  by Matteo Manera & Michael McAleer
• Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction (RePEc:bla:ecorec:v:64:y:1988:i:4:p:275-277)
  by MICHAEL McALEER & RIC SIMES
• Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction (RePEc:bla:ecorec:v:65:y:1989:i:1:p:51-53)
  by MICHAEL McALEER & RIC SIMES
• Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction (RePEc:bla:ecorec:v:65:y:1989:i:2:p:150-151)
  by MICHAEL McALEER & RIC SIMES
• Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction (RePEc:bla:ecorec:v:65:y:1989:i:3:p:240-242)
  by Michael Mcaleer & Ric Simes
• Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares (RePEc:bla:ecorec:v:68:y:1992:i:1:p:65-72)
  by MICHAEL McALEER
• Unknown item RePEc:bla:ecorec:v:68:y:1992:i:200:p:65-72 (article)
• Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts (RePEc:bla:ecorec:v:77:y:2001:i:238:p:270-282)
  by John M. Sequeira & Michael McAleer & Ying‐Foon Chow
• Unknown item RePEc:bla:ecorec:v:77:y:2001:i:238:p:270-82 (article)
• Volatility smirk as an externality of agency conflict and growing debt (RePEc:bla:ijethy:v:11:y:2015:i:4:p:389-404)
  by Marcin Jaskowski & Michael McAleer
• On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach (RePEc:bla:jecrev:v:48:y:1997:i:4:p:368-389)
  by Colin McKenzie & Michael McAleer
• Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models (RePEc:bla:jecrev:v:50:y:1999:i:3:p:239-252)
  by Colin R. McKenzie & Michael McAleer & Len Gill
• Asymptotic Properties Of The Estimator Of The Long‐Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors (RePEc:bla:jecrev:v:54:y:2003:i:4:p:420-438)
  by Zonglu He & Koichi Maekawa & Michael McAleer
• Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates (RePEc:bla:jecrev:v:63:y:2012:i:3:p:397-419)
  by Chia-Lin Chang & Michael Mcaleer
• Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis (RePEc:bla:jecrev:v:67:y:2016:i:3:p:257-279)
  by Michael McAleer & John Suen & Wing Keung Wong
• The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 (RePEc:bla:jecsur:v:10:y:1996:i:1:p:105-14)
  by McAleer, Michael & McKenzie, Colin
• The Osaka Econometrics Conference: Osaka, Japan, 1995 (RePEc:bla:jecsur:v:10:y:1996:i:1:p:115-22)
  by McAleer, Michael
• The Ten Commandments for Organizing a Conference (RePEc:bla:jecsur:v:11:y:1997:i:2:p:231-233)
  by Michael McAleer
• Unknown item RePEc:bla:jecsur:v:11:y:1997:i:2:p:231-33 (article)
• Unknown item RePEc:bla:jecsur:v:11:y:1997:i:4:p:419-32 (article)
• Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 (RePEc:bla:jecsur:v:11:y:1997:i:4:p:419-432)
  by Michael McAleer
• Unknown item RePEc:bla:jecsur:v:12:y:1998:i:1:p:111-24 (article)
• The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia (RePEc:bla:jecsur:v:12:y:1998:i:1:p:125-130)
  by Michael McAleer & Colin McKenzie & Les Oxley
• Unknown item RePEc:bla:jecsur:v:12:y:1998:i:4:p:399-415 (article)
• The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 (RePEc:bla:jecsur:v:12:y:1998:i:4:p:399-416)
  by Michael McAleer & Colin McKenzie & Les Oxley
• Unknown item RePEc:bla:jecsur:v:12:y:1998:i:5:p:417-22 (article)
• Cointegration in Practice (RePEc:bla:jecsur:v:12:y:1998:i:5:p:417-422)
  by Michael McAleer & Les Oxley
• Cointegration Analysis of Seasonal Time Series (RePEc:bla:jecsur:v:12:y:1998:i:5:p:651-678)
  by Philip Hans Franses & Michael McAleer
• Unknown item RePEc:bla:jecsur:v:12:y:1998:i:5:p:651-78 (article)
• Editorial (RePEc:bla:jecsur:v:12:y:1998:i:5:p:i-i)
  by Les Oxley & Michael McAleer
• Editorial (RePEc:bla:jecsur:v:13:y:1999:i:1:p:no-no)
  by Les Oxley & Michael McAleer
• Pricing of Forward and Futures Contracts (RePEc:bla:jecsur:v:14:y:2000:i:2:p:215-253)
  by Ying‐Foon Chow & Michael McAleer & John Sequeira
• Unknown item RePEc:bla:jecsur:v:14:y:2000:i:2:p:215-53 (article)
• The Ten Commandments for Attending a Conference (RePEc:bla:jecsur:v:15:y:2001:i:5:p:671-678)
  by Michael McAleer & Les Oxley
• Unknown item RePEc:bla:jecsur:v:15:y:2001:i:5:p:671-78 (article)
• The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 (RePEc:bla:jecsur:v:16:y:2002:i:1:p:111-121)
  by Michael McAleer & Colin McKenzie
• Unknown item RePEc:bla:jecsur:v:16:y:2002:i:1:p:111-21 (article)
• Unknown item RePEc:bla:jecsur:v:16:y:2002:i:2:p:215-18 (article)
• The Ten Commandments for Presenting a Conference Paper (RePEc:bla:jecsur:v:16:y:2002:i:2:p:215-218)
  by Michael McAleer & Les Oxley
• The Econometrics of Financial Time Series (RePEc:bla:jecsur:v:16:y:2002:i:3:p:237-243)
  by Michael McAleer & Les Oxley
• Unknown item RePEc:bla:jecsur:v:16:y:2002:i:3:p:237-43 (article)
• Recent Theoretical Results for Time Series Models with GARCH Errors (RePEc:bla:jecsur:v:16:y:2002:i:3:p:245-269)
  by W. K. Li & Shiqing Ling & Michael McAleer
• Unknown item RePEc:bla:jecsur:v:16:y:2002:i:3:p:245-69 (article)
• An Empirical Assessment of Country Risk Ratings and Associated Models (RePEc:bla:jecsur:v:18:y:2004:i:4:p:539-588)
  by Suhejla Hoti & Michael McAleer
• Econometric modelling of non‐ferrous metal prices (RePEc:bla:jecsur:v:18:y:2004:i:5:p:651-701)
  by Clinton Watkins & Michael McAleer
• The ten commandments for ranking university quality (RePEc:bla:jecsur:v:19:y:2005:i:4:p:649-653)
  by Michael McAleer
• The Ten Commandments for Academics (RePEc:bla:jecsur:v:19:y:2005:i:5:p:823-826)
  by Michael McAleer & Les Oxley
• Intellectual Property And Economic Incentives (RePEc:bla:jecsur:v:20:y:2006:i:4:p:483-491)
  by Michael McAleer & Les Oxley
• How Does Country Risk Affect Innovation? An Application To Foreign Patents Registered In The Usa (RePEc:bla:jecsur:v:20:y:2006:i:4:p:691-714)
  by Suhejla Hoti & Michael McAleer
• Intellectual Property Litigation Activity In The Usa (RePEc:bla:jecsur:v:20:y:2006:i:4:p:715-729)
  by Suhejla Hoti & Michael McAleer & Daniel Slottje
• Measuring Risk In Environmental Finance (RePEc:bla:jecsur:v:21:y:2007:i:5:p:970-998)
  by Suhejla Hoti & Michael McAleer & Laurent L. Pauwels
• In Memoriam (RePEc:bla:jecsur:v:23:y:2009:i:4:p:613-616)
  by Michael McAleer & Les Oxley
• The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges (RePEc:bla:jecsur:v:23:y:2009:i:5:p:831-849)
  by Michael McAleer
• The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord (RePEc:bla:jecsur:v:23:y:2009:i:5:p:850-855)
  by Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral
• A Scientific Classification Of Volatility Models (RePEc:bla:jecsur:v:24:y:2010:i:1:p:192-195)
  by Massimiliano Caporin & Michael McAleer
• The Ten Commandments For Managing Investments (RePEc:bla:jecsur:v:24:y:2010:i:1:p:196-200)
  by Massimiliano Caporin & Michael McAleer
• Ten Things We Should Know About Time Series (RePEc:bla:jecsur:v:25:y:2011:i:1:p:185-188)
  by Michael McAleer & Les Oxley
• Forecasting Realized Volatility With Linear And Nonlinear Univariate Models (RePEc:bla:jecsur:v:25:y:2011:i:1:p:6-18)
  by Michael McAleer & Marcelo C. Medeiros
• What Makes A Great Journal Great In Economics? The Singer Not The Song (RePEc:bla:jecsur:v:25:y:2011:i:2:p:326-361)
  by Chia‐Lin Chang & Michael McAleer & Les Oxley
• Professor Halbert L. White, 1950–2012 (RePEc:bla:jecsur:v:26:y:2012:i:4:p:551-554)
  by Michael McAleer & Teodosio Pérez-Amaral
• Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models (RePEc:bla:jecsur:v:26:y:2012:i:4:p:736-751)
  by Massimiliano Caporin & Michael McAleer
• Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments (RePEc:bla:jecsur:v:28:y:2014:i:2:p:195-208)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Econometric Issues in Macroeconomic Models with Generated Regressors (RePEc:bla:jecsur:v:7:y:1993:i:1:p:1-40)
  by Oxley, Les & McAleer, Michael
• Sherlock Holmes and the Search for Truth: A Diagnostic Tale (RePEc:bla:jecsur:v:8:y:1994:i:4:p:317-70)
  by McAleer, Michael
• Testing for Unit Roots and Non‐linear Transformations (RePEc:bla:jtsera:v:19:y:1998:i:2:p:147-164)
  by Philip Hans Franses & Michael McAleer
• Testing Separate Time Series Models (RePEc:bla:jtsera:v:9:y:1988:i:2:p:169-189)
  by Michael McAleer & C. R. McKenzie & A. D. Hall
• On The Effects Of Misspecification Errors In Models With Generated Regressors (RePEc:bla:obuest:v:56:y:1994:i:4:p:441-455)
  by C. R. McKenzie & Michael McAleer
• On the Effects of Misspecification Errors in Models with Generated Regressors (RePEc:bla:obuest:v:56:y:1994:i:4:p:441-55)
  by McKenzie, C R & McAleer, Michael
• Expert opinion versus expertise in forecasting (RePEc:bla:stanee:v:63:y:2009:i:3:p:334-346)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• A general asymptotic theory for time‐series models (RePEc:bla:stanee:v:64:y:2010:i:1:p:97-111)
  by Shiqing Ling & Michael McAleer
• Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH (RePEc:bla:stanee:v:65:y:2011:i:2:p:125-163)
  by Massimiliano Caporin & Michael McAleer
• Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability (RePEc:bla:stanee:v:67:y:2013:i:1:p:27-53)
  by Chia-Lin Chang & Michael McAleer
• Financial dependence analysis: applications of vine copulas (RePEc:bla:stanee:v:67:y:2013:i:4:p:403-435)
  by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates (RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2)
  by Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E.
• Multivariate Hyper-Rotated GARCH-BEKK (RePEc:bpj:jtsmet:v:14:y:2022:i:2:p:175-198:n:3)
  by Asai Manabu & McAleer Michael
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment (RePEc:cam:camdae:9013)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
• Cointegration and Direct Tests of the Rational Expectations Hypothesis (RePEc:cam:camdae:9306)
  by McAleer, M. & McKenzie, C.R. & Pesaren, M.H.
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:cbt:econwp:10/02)
  by Chia-Lin Chang & Michael McAleer
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:cbt:econwp:10/03)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:cbt:econwp:10/04)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand (RePEc:cbt:econwp:10/05)
  by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (RePEc:cbt:econwp:10/06)
  by Massimiliano Caporin & Michael McAleer
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:cbt:econwp:10/09)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:cbt:econwp:10/11)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Are Forecast Updates Progressive? (RePEc:cbt:econwp:10/12)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:cbt:econwp:10/13)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options (RePEc:cbt:econwp:10/15)
  by Michael McAleer & Chatayan Wiphatthanananthakul
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:cbt:econwp:10/16)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach (RePEc:cbt:econwp:10/18)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets (RePEc:cbt:econwp:10/19)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• A Trinomial Test for Paired Data When There are Many Ties (RePEc:cbt:econwp:10/20)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• Modelling and Forecasting Noisy Realized Volatility (RePEc:cbt:econwp:10/21)
  by Manuabu Asai & Michael McAleer & Marcelo C. Medeiros
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance (RePEc:cbt:econwp:10/22)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity (RePEc:cbt:econwp:10/23)
  by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer
• Block Structure Multivariate Stochastic Volatility Models (RePEc:cbt:econwp:10/24)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
• Realized Volatility Risk (RePEc:cbt:econwp:10/26)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:cbt:econwp:10/27)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• Forecasting Realized Volatility with Linear and Nonlinear Univariate Models (RePEc:cbt:econwp:10/28)
  by Michael McAleer & Marcelo C. Medeiros
• Value-at-Risk for Country Risk Ratings (RePEc:cbt:econwp:10/29)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
• Estimating the Impact of Whaling on Global Whale Watching (RePEc:cbt:econwp:10/30)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
• How Volatile is ENSO? (RePEc:cbt:econwp:10/31)
  by LanFen Chu & Chi-Chung Chen & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:cbt:econwp:10/32)
  by Michael McAleer & Massimiliano Caporin
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (RePEc:cbt:econwp:10/33)
  by Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension (RePEc:cbt:econwp:10/34)
  by Massimiliano Caporin & Michael McAleer
• Combining Non-Replicable Forecasts (RePEc:cbt:econwp:10/35)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:cbt:econwp:10/36)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Risk Management of Precious Metals (RePEc:cbt:econwp:10/37)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:cbt:econwp:10/38)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:cbt:econwp:10/39)
  by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:cbt:econwp:10/40)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
• Ten Things We Should Know About Time Series (RePEc:cbt:econwp:10/42)
  by Michael McAleer & Les Oxley
• What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:cbt:econwp:10/43)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Article Influence Score = 5YIF divided by 2 (RePEc:cbt:econwp:10/44)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Modeling the Volatility in Global Fertilizer Prices (RePEc:cbt:econwp:10/46)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• How does Zinfluence Affect Article Influence? (RePEc:cbt:econwp:10/47)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:cbt:econwp:10/54)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
• Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:cbt:econwp:10/55)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• Model Selection and Testing of Conditional and Stochastic Volatility Models (RePEc:cbt:econwp:10/58)
  by Massimiliano Caporin & Michael McAleer
• Asymmetry and Long Memory in Volatility Modelling (RePEc:cbt:econwp:10/60)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:cbt:econwp:10/63)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
• Moment Restriction-based Econometric Methods: An Overview (RePEc:cbt:econwp:10/65)
  by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama
• Robust Estimation and Forecasting of the Capital Asset Pricing Model (RePEc:cbt:econwp:10/66)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• Journal Impact Factor Versus Eigenfactor and Article Influence (RePEc:cbt:econwp:10/67)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Alternative Asymmetric Stochastic Volatility Models (RePEc:cbt:econwp:10/70)
  by Manabu Asai & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:cbt:econwp:10/73)
  by Massimiliano Caporin & Michael McAleer
• Evaluating Combined Non-Replicable Forecasts (RePEc:cbt:econwp:10/74)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:cbt:econwp:10/75)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:cbt:econwp:10/76)
  by Manabu Asai & Michael McAleer
• Testing the Box-Cox Parameter for an Integrated Process (RePEc:cbt:econwp:10/77)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
• Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:cbt:econwp:10/78)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors (RePEc:cbt:econwp:10/79)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:cbt:econwp:11/05)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:cbt:econwp:11/06)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:cbt:econwp:11/11)
  by Isao Ishida & Michael McAleer & Kosuke Oya
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/12)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:cbt:econwp:11/15)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:cbt:econwp:11/16)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:cbt:econwp:11/17)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range (RePEc:cbt:econwp:11/22)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation (RePEc:cbt:econwp:11/23)
  by Massimiliano Caporin & Michael McAleer
• The Dynamics of Energy-Grain Prices with Open Interest (RePEc:cbt:econwp:11/24)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Analyzing Fixed-event Forecast Revisions (RePEc:cbt:econwp:11/25)
  by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:cbt:econwp:11/26)
  by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
• Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:cbt:econwp:11/27)
  by Chia-Lin Chang & Michael McAleer
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:cbt:econwp:11/28)
  by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
• The Rise and Fall of S&P500 Variance Futures (RePEc:cbt:econwp:11/32)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours (RePEc:cbt:econwp:11/42)
  by David E. Allena & Ron Amrama & Michael McAleer
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:cbt:econwp:11/43)
  by Chia-Lin Chang & Michael McAleer
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:cbt:econwp:12/02)
  by Chia-Lin Chang & Michael McAleer
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models (RePEc:cbt:econwp:12/04)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
• Robust Ranking of Journal Quality: An Application to Economics (RePEc:cbt:econwp:12/05)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
• Robust Ranking of Multivariate GARCH Models by Problem Dimension (RePEc:cbt:econwp:12/06)
  by Massimiliano Caporin & Michael McAleer
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:cbt:econwp:12/09)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Risk Management and Financial Derivatives: An Overview (RePEc:cbt:econwp:12/10)
  by Shawkat Hammoudeh & Michael McAleer
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:cbt:econwp:12/11)
  by Chia-Lin Chang & Michael McAleer
• Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments (RePEc:cbt:econwp:12/12)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:cbt:econwp:12/13)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? (RePEc:cbt:econwp:12/15)
  by Lau-Fen Chu & Michael McAleer & Chi-Chung Chen
• Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan (RePEc:cbt:econwp:12/19)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:cbt:econwp:13/04)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:cbt:econwp:13/06)
  by Chia-Lin Chang & David Allen & Michael McAleer
• Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:cbt:econwp:13/07)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis (RePEc:cbt:econwp:13/08)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
• Statistical Modelling of Extreme Rainfall in Taiwan (RePEc:cbt:econwp:13/09)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:cbt:econwp:13/10)
  by Chia-Lin Chang & Michael McAleer
• Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence (RePEc:cbt:econwp:13/12)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Ten Things You Should Know About DCC (RePEc:cbt:econwp:13/16)
  by Massimiliano Caporin & Michael McAleer
• Modeling and Simulation: An Overview (RePEc:cbt:econwp:13/18)
  by Michael McAleer & Felix Chan & Les Oxley
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis (RePEc:cbt:econwp:13/20)
  by Michael McAleer & John Suen & Wing Keung Wong
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation (RePEc:cbt:econwp:13/21)
  by Massimiliano Caporin & Michael McAleer
• Risk Modeling and Management: An Overview (RePEc:cbt:econwp:13/22)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
• Herding, Information Cascades and Volatility Spillovers in Futures Markets (RePEc:cbt:econwp:13/23)
  by Michael McAleer & Kim Radalj
• International Technology Diffusion of Joint and Cross-border Patents (RePEc:cbt:econwp:13/24)
  by Michael McAleer & Chia-Lin Chang & Ju-Ting Tang
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:cbt:econwp:13/27)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures (RePEc:cbt:econwp:13/30)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• A Capital Adequacy Buffer Model (RePEc:cbt:econwp:13/35)
  by David Allen & Michael McAleer & Robert Powell & Abhay Singh
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:cbt:econwp:14/01)
  by Chia-Lin Chang & Michael McAleer
• The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations (RePEc:cbt:econwp:14/02)
  by Kazumitsu Nawata & Michael McAleer
• A Tourism Conditions Index (RePEc:cbt:econwp:14/03)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series (RePEc:cbt:econwp:14/04)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:cbt:econwp:14/07)
  by Chia-Lin Chang & Michael McAleer
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:cbt:econwp:14/08)
  by Chia-Lin Chang & Michael McAleer
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay (RePEc:cbt:econwp:14/09)
  by Michael McAleer
• Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance (RePEc:cbt:econwp:14/10)
  by Manabu Asai & Michael McAleer
• Risk Measurement and Risk Modelling Using Applications of Vine Copulas (RePEc:cbt:econwp:14/12)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• A Tourism Financial Conditions Index (RePEc:cbt:econwp:14/13)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:cbt:econwp:14/14)
  by Chia-Lin Chang & Michael McAleer
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:cbt:econwp:14/15)
  by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer
• A One Line Derivation of EGARCH (RePEc:cbt:econwp:14/16)
  by Michael McAleer & Christian M. Hafner
• Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview (RePEc:cbt:econwp:14/17)
  by Shawkat Hammoudeh & Michael McAleer
• A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process (RePEc:cbt:econwp:14/19)
  by Christian M. Hafner & Michael McAleer
• Asymmetric Realized Volatility Risk (RePEc:cbt:econwp:14/20)
  by David E. Allen & Michael McAleer & Marcel Scharth
• On the Invertibility of EGARCH (RePEc:cbt:econwp:14/21)
  by Guillaume Gaetan Martinet & Michael McAleer
• Volatility Spillovers from Australia's major trading partners across the GFC (RePEc:cbt:econwp:14/23)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Asymmetry and Leverage in Conditional Volatility Models (RePEc:cbt:econwp:14/24)
  by Michael McAleer
• European Market Portfolio Diversifcation Strategies across the GFC (RePEc:cbt:econwp:14/25)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Hedge Fund Portfolio Diversification Strategies Across the GFC (RePEc:cbt:econwp:14/27)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
• Econometric Analysis of Financial Derivatives: An Overview (RePEc:cbt:econwp:14/29)
  by Chia-Lin Chang & Michael McAleer
• What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:cfi:fseres:cf155)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (RePEc:cfi:fseres:cf156)
  by Massimiliano Caporin & Michael McAleer
• Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (RePEc:cfi:fseres:cf157)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:cfi:fseres:cf158)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:cfi:fseres:cf159)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets (RePEc:cfi:fseres:cf162)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets (RePEc:cfi:fseres:cf163)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (RePEc:cfi:fseres:cf164)
  by Michael McAleer
• Alternative Asymmetric Stochastic Volatility Models (RePEc:cfi:fseres:cf166)
  by Manabu Asai & Michael McAleer
• Asymmetry and Leverage in Realized Volatility (RePEc:cfi:fseres:cf167)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:cfi:fseres:cf168)
  by Manabu Asai & Michael McAleer
• Value-at-Risk for Country Risk Ratings (RePEc:cfi:fseres:cf169)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
• Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets (RePEc:cfi:fseres:cf170)
  by Abdul Hakim & Michael McAleer
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:cfi:fseres:cf171)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies (RePEc:cfi:fseres:cf172)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Simple Expected Volatility (SEV) Index: Application to SET50 Index Options (RePEc:cfi:fseres:cf173)
  by Chatayan Wiphatthanananthakul & Michael McAleer
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:cfi:fseres:cf175)
  by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds (RePEc:cfi:fseres:cf178)
  by Abdul Hakim & Michael McAleer
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence (RePEc:cfi:fseres:cf179)
  by Abdul Hakim & Michael McAleer
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:cfi:fseres:cf183)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:cfi:fseres:cf186)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (RePEc:cfi:fseres:cf187)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
• A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:cfi:fseres:cf188)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:cfi:fseres:cf189)
  by Michael McAleer & Marcelo C. Medeiros
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:cfi:fseres:cf190)
  by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:cfi:fseres:cf192)
  by Chia-Lin Chang & Michael McAleer
• Realized Volatility Risk (RePEc:cfi:fseres:cf197)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach (RePEc:cfi:fseres:cf201)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:cfi:fseres:cf202)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:cfi:fseres:cf217)
  by Massimiliano Caporin & Michael McAleer
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (RePEc:cfi:fseres:cf218)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension (RePEc:cfi:fseres:cf219)
  by Massimiliano Caporin & Michael McAleer
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance (RePEc:cfi:fseres:cf220)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Interest Rates and Durability in the Linear Expenditure Family (RePEc:cje:issued:v:14:y:1981:i:2:p:331-41)
  by Gordon Fisher & Michael McAleer & Diana Whistler
• Simultaneity and the Demand for Money in Canada: Comments and Extensions (RePEc:cje:issued:v:14:y:1981:i:3:p:488-96)
  by Allan W. Gregory & Michael McAleer
• Testing Non-Nested Specifications of Money Demand for Canada (RePEc:cje:issued:v:16:y:1983:i:4:p:593-602)
  by Allan W. Gregory & Michael McAleer
• Some exact tests for model specification (RePEc:cor:louvrp:549)
  by BERA, Anil K. & McALEER, Michael
• What Will Take the Con Out of Econometrics? (RePEc:cpr:ceprdp:39)
  by McAleer, Michael & Pagan, Adrian
• Simplicity, Inference and Modelling (RePEc:cup:cbooks:9780521121354)
  by None
• Simplicity, Inference and Modelling (RePEc:cup:cbooks:9780521803618)
  by None
• Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models (RePEc:cup:etheor:v:15:y:1999:i:01:p:99-113_15)
  by Kobayashi, Masahito & McAleer, Michael
• NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18)
  by Ling, Shiqing & McAleer, Michael
• Asymptotic Theory For A Vector Arma-Garch Model (RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19)
  by Ling, Shiqing & McAleer, Michael
• Automated Inference And Learning In Modeling Financial Volatility (RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05)
  by McAleer, Michael
• Generalized Autoregressive Conditional Correlation (RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08)
  by McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer
• Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses (RePEc:cup:etheor:v:5:y:1989:i:01:p:83-94_01)
  by Dastoor, Naorayex K. & McAleer, Michael
• On The Robustness Of Tests Of Outliers And Functional Form (RePEc:dpr:wpaper:0179)
  by Mcaleer, M. & Tse, Y.K.
• The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions (RePEc:dpr:wpaper:0196)
  by Bai, J. & Jakeman, J. & Mcaleer, M.
• Joint Tests Of Non-Nested Modls And General Error Specifications (RePEc:dpr:wpaper:0197)
  by Beraq, A.K. & Mcaleer, M. & Pesaran, M.H.
• Regression Quantiles for Unstable Autoregressive Models (RePEc:dpr:wpaper:0526)
  by Ling, S. & McAleer, M.
• Modelling the Determinants of International Tourism Demand to Australia (RePEc:dpr:wpaper:0532)
  by Christine Lim & Michael McAleer
• Time Series Forecasts of International Tourism Demand for Australia (RePEc:dpr:wpaper:0533)
  by Christine Lim & Michael McAleer
• Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models (RePEc:dpr:wpaper:0534)
  by Shiqing Ling & Michael McAleer
• Stationarity and the Existence of Moments of a Family of GARCH Processes (RePEc:dpr:wpaper:0535)
  by Shiqing Ling & Michael McAleer
• Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency (RePEc:dpr:wpaper:0537)
  by C. R. McKenzie & Michael McAleer
• Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors (RePEc:dpr:wpaper:0538)
  by Koichi Maekawa & Michael McAleer & Zonglu He
• Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers (RePEc:dpr:wpaper:0539)
  by Felix Chan & Michael McAleer
• Testing Multiple Non-nested Factor Demand Systems (RePEc:dpr:wpaper:0543)
  by Matteo Manera & Michael McAleer
• Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence (RePEc:dpr:wpaper:0544)
  by Shiqing Ling & W. K. Li & Michael McAleer
• A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors (RePEc:dpr:wpaper:0545)
  by W. K. Li & Shiqing Ling & Michael McAleer
• On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors (RePEc:dpr:wpaper:0548)
  by Shiqing Ling & Michael McAleer
• Asymptotic Theory for a Vector ARMA-GARCH Model (RePEc:dpr:wpaper:0549)
  by Shiqing Ling & Michael McAleer
• Multivariate Stochastic Volatility (RePEc:eab:microe:22058)
  by Manabu Asai & Michael McAleer & Jun Yu
• Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets (RePEc:ebl:ecbull:eb-09-00065)
  by Giam Quang Do & Michael Mcaleer & Songsak Sriboonchitta
• Keynesian and New Classical Models of Unemployment Revisited (RePEc:ecj:econjl:v:101:y:1991:i:406:p:359-81)
  by McAleer, Michael & McKenzie, C R
• Simplicity, Scientific Interference and Econometric Modelling (RePEc:ecj:econjl:v:105:y:1995:i:428:p:1-21)
  by Keuzenkamp, Hugo A & McAleer, Michael
• Non-trading day effects in asymmetric conditional and stochastic volatility models (RePEc:ect:emjrnl:v:10:y:2007:i:1:p:113-123)
  by Manabu Asai & Michael McAleer
• Multivariate stochastic volatility, leverage and news impact surfaces (RePEc:ect:emjrnl:v:12:y:2009:i:2:p:292-309)
  by Manabu Asai & Michael McAleer
• Modelling and forecasting noisy realized volatility (RePEc:eee:csdana:v:56:y:2012:i:1:p:217-230)
  by Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C.
• Robust ranking of multivariate GARCH models by problem dimension (RePEc:eee:csdana:v:76:y:2014:i:c:p:172-185)
  by Caporin, Massimiliano & McAleer, Michael
• Testing separate models with stochastic regressors (RePEc:eee:ecmode:v:2:y:1985:i:4:p:331-338)
  by Dastoor, Naorayex K. & McAleer, Michael
• Market integration dynamics and asymptotic price convergence in distribution (RePEc:eee:ecmode:v:52:y:2016:i:pb:p:913-925)
  by García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael
• Risk management and financial derivatives: An overview (RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115)
  by Hammoudeh, Shawkat & McAleer, Michael
• Conditional correlations and volatility spillovers between crude oil and stock index returns (RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
• The rise and fall of S&P500 variance futures (RePEc:eee:ecofin:v:25:y:2013:i:c:p:151-167)
  by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez
• Recent developments in financial economics and econometrics: An overview (RePEc:eee:ecofin:v:26:y:2013:i:c:p:217-226)
  by Chia-Lin Chang & Allen, David & McAleer, Michael
• Has the Basel Accord improved risk management during the global financial crisis? (RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
• Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism (RePEc:eee:ecofin:v:26:y:2013:i:c:p:519-534)
  by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
• The impact of China on stock returns and volatility in the Taiwan tourism industry (RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401)
  by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
• A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises (RePEc:eee:ecofin:v:42:y:2017:i:c:p:346-358)
  by Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing
• Linear and nonlinear causality between changes in consumption and consumer attitudes (RePEc:eee:ecolet:v:102:y:2009:i:3:p:161-164)
  by Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung
• The maximum number of parameters for the Hausman test when the estimators are from different sets of equations (RePEc:eee:ecolet:v:123:y:2014:i:3:p:291-294)
  by Nawata, Kazumitsu & McAleer, Michael
• The correct regularity condition and interpretation of asymmetry in EGARCH (RePEc:eee:ecolet:v:161:y:2017:i:c:p:52-55)
  by Chang, Chia-Lin & McAleer, Michael
• Recursive estimation and generated regressors (RePEc:eee:ecolet:v:39:y:1992:i:1:p:1-5)
  by McAleer, Michael & McKenzie, C. R.
• On the interpretation of the cox test in econometrics (RePEc:eee:ecolet:v:4:y:1979:i:2:p:145-150)
  by Fisher, Gordon & McAleer, Michael
• The minimum error variance rule for non-linear regression models (RePEc:eee:ecolet:v:6:y:1980:i:1:p:17-21)
  by McAleer, Michael
• A small sample test for non-nested regression models (RePEc:eee:ecolet:v:7:y:1981:i:4:p:335-338)
  by McAleer, Michael
• Stationarity and the existence of moments of a family of GARCH processes (RePEc:eee:econom:v:106:y:2002:i:1:p:109-117)
  by Ling, Shiqing & McAleer, Michael
• The econometrics of intellectual property: An overview (RePEc:eee:econom:v:139:y:2007:i:2:p:237-241)
  by McAleer, Michael
• An econometric analysis of asymmetric volatility: Theory and application to patents (RePEc:eee:econom:v:139:y:2007:i:2:p:259-284)
  by McAleer, Michael & Chan, Felix & Marinova, Dora
• Patent activity and technical change (RePEc:eee:econom:v:139:y:2007:i:2:p:355-375)
  by Basmann, Robert L. & McAleer, Michael & Slottje, Daniel
• Econometric modelling in finance and risk management: An overview (RePEc:eee:econom:v:147:y:2008:i:1:p:1-4)
  by Gao, Jiti & McAleer, Michael & Allen, David E.
• A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries (RePEc:eee:econom:v:147:y:2008:i:1:p:104-119)
  by McAleer, Michael & Medeiros, Marcelo C.
• Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks (RePEc:eee:econom:v:147:y:2008:i:1:p:163-185)
  by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton
• A neural network demand system with heteroskedastic errors (RePEc:eee:econom:v:147:y:2008:i:2:p:359-371)
  by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
• An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals (RePEc:eee:econom:v:147:y:2008:i:2:p:372-383)
  by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
• The structure of dynamic correlations in multivariate stochastic volatility models (RePEc:eee:econom:v:150:y:2009:i:2:p:182-192)
  by Asai, Manabu & McAleer, Michael
• Alternative procedures and associated tests of significance for non-nested hypotheses (RePEc:eee:econom:v:16:y:1981:i:1:p:103-119)
  by Fisher, Gordon R. & McAleer, Michael
• Moment-based estimation of smooth transition regression models with endogenous variables (RePEc:eee:econom:v:165:y:2011:i:1:p:100-111)
  by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
• Econometric analysis of financial derivatives: An overview (RePEc:eee:econom:v:187:y:2015:i:2:p:403-407)
  by Chang, Chia-Lin & McAleer, Michael
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing (RePEc:eee:econom:v:187:y:2015:i:2:p:436-446)
  by Asai, Manabu & McAleer, Michael
• Frontiers in Time Series and Financial Econometrics: An overview (RePEc:eee:econom:v:189:y:2015:i:2:p:245-250)
  by Ling, Shiqing & McAleer, Michael & Tong, Howell
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (RePEc:eee:econom:v:189:y:2015:i:2:p:251-262)
  by Asai, Manabu & McAleer, Michael
• Testing separate regression models subject to specification error (RePEc:eee:econom:v:19:y:1982:i:1:p:125-145)
  by McAleer, Michael & Fisher, Gordon
• Realized stochastic volatility with general asymmetry and long memory (RePEc:eee:econom:v:199:y:2017:i:2:p:202-212)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (RePEc:eee:econom:v:227:y:2022:i:1:p:285-304)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
• A further result on the sign of restricted least-squares estimates (RePEc:eee:econom:v:32:y:1986:i:2:p:287-290)
  by McAleer, Michael & Pagan, Adrian & Visco, Ignazio
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances (RePEc:eee:econom:v:54:y:1992:i:1-3:p:321-334)
  by Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert
• The significance of testing empirical non-nested models (RePEc:eee:econom:v:67:y:1995:i:1:p:149-171)
  by McAleer, Michael
• Realized stochastic volatility models with generalized Gegenbauer long memory (RePEc:eee:ecosta:v:16:y:2020:i:c:p:42-54)
  by Asai, Manabu & McAleer, Michael & Peiris, Shelton
• Spurious cross-sectional dependence in credit spread changes (RePEc:eee:ecosta:v:18:y:2021:i:c:p:12-27)
  by Jaskowski, Marcin & McAleer, Michael
• Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization (RePEc:eee:ecosta:v:24:y:2022:i:c:p:133-150)
  by Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael
• Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach (RePEc:eee:eneeco:v:32:y:2010:i:5:p:979-986)
  by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
• Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets (RePEc:eee:eneeco:v:32:y:2010:i:6:p:1445-1455)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
• Crude oil hedging strategies using dynamic multivariate GARCH (RePEc:eee:eneeco:v:33:y:2011:i:5:p:912-923)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
• Causality between market liquidity and depth for energy and grains (RePEc:eee:eneeco:v:34:y:2012:i:5:p:1683-1692)
  by Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael
• Asymmetric adjustments in the ethanol and grains markets (RePEc:eee:eneeco:v:34:y:2012:i:6:p:1990-2002)
  by Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael
• Risk spillovers in oil-related CDS, stock and credit markets (RePEc:eee:eneeco:v:36:y:2013:i:c:p:526-535)
  by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael
• Volatility spillovers for spot, futures, and ETF prices in agriculture and energy (RePEc:eee:eneeco:v:81:y:2019:i:c:p:779-792)
  by Chang, Chia-Lin & Liu, Chia-Ping & McAleer, Michael
• Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances (RePEc:eee:energy:v:151:y:2018:i:c:p:984-997)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting
• The fiction of full BEKK: Pricing fossil fuels and carbon emissions (RePEc:eee:finlet:v:28:y:2019:i:c:p:11-19)
  by Chang, Chia-Lin & McAleer, Michael
• Modeling dynamic conditional correlations in WTI oil forward and futures returns (RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132)
  by Lanza, Alessandro & Manera, Matteo & McAleer, Michael
• Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations (RePEc:eee:intfor:v:20:y:2004:i:1:p:115-129)
  by Ng, Hock Guan & McAleer, Michael
• A Portfolio Index GARCH model (RePEc:eee:intfor:v:24:y:2008:i:3:p:449-461)
  by Asai, Manabu & McAleer, Michael
• How accurate are government forecasts of economic fundamentals? The case of Taiwan (RePEc:eee:intfor:v:27:y:2011:i:4:p:1066-1075)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
• Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range (RePEc:eee:intfor:v:28:y:2012:i:3:p:557-574)
  by Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael
• Analyzing fixed-event forecast revisions (RePEc:eee:intfor:v:29:y:2013:i:4:p:622-627)
  by Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael
• Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks (RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948)
  by Asai, Manabu & Gupta, Rangan & McAleer, Michael
• A note on the unbiasedness test of rationality using survey data (RePEc:eee:jmacro:v:16:y:1994:i:2:p:369-374)
  by McAleer, Michael & Smith, Jeremy
• Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints (RePEc:eee:jmacro:v:22:y:2000:i:2:p:229-252)
  by Madsen, Jakob B. & Mcaleer, Michael
• Regression quantiles for unstable autoregressive models (RePEc:eee:jmvana:v:89:y:2004:i:2:p:304-328)
  by Ling, Shiqing & McAleer, Michael
• Consumption, liquidity constraints, uncertainty and temptation: An international comparison (RePEc:eee:joepsy:v:22:y:2001:i:1:p:61-89)
  by Madsen, Jakob B. & McAleer, Michael
• The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions (RePEc:eee:matcom:v:32:y:1990:i:1:p:197-202)
  by Bai, J. & Jakeman, A.J. & McAleer, M.
• On the use of extreme value distributions for predicting the upper percentiles of environmental quality data (RePEc:eee:matcom:v:33:y:1992:i:5:p:483-488)
  by Bai, J. & Jakeman, A.J. & McAleer, M.
• Modelling in econometrics: The deterrent effect of capital punishment (RePEc:eee:matcom:v:33:y:1992:i:5:p:519-532)
  by McAleer, Michael
• Bootstrap estimates of a new classical model of unemployment (RePEc:eee:matcom:v:33:y:1992:i:5:p:545-550)
  by McAleer, Michael & Smith, Jeremy
• Empirical models for evaluating errors in fitting extremes of a probability distribution (RePEc:eee:matcom:v:39:y:1995:i:1:p:1-7)
  by Bai, Jun & Jakeman, Anthony J. & McAleer, Michael
• Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation (RePEc:eee:matcom:v:39:y:1995:i:3:p:195-195)
  by McAleer, M. & Jakeman, A.J. & Henderson-Sellers, B.
• Data mining and the con in econometrics: the U.S. demand for money revisited (RePEc:eee:matcom:v:39:y:1995:i:3:p:329-333)
  by McAleer, Michael & Veall, Michael R.
• The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power (RePEc:eee:matcom:v:39:y:1995:i:3:p:343-346)
  by Smith, Jeremy & McAleer, Michael
• Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 (RePEc:eee:matcom:v:43:y:1997:i:3:p:241-241)
  by Binning, P. & Bridgman, H. & McAleer, M. & Williams, B.
• Testing periodically integrated autoregressive models (RePEc:eee:matcom:v:43:y:1997:i:3:p:457-465)
  by Franses, Philip Hans & McAleer, Michael
• A probit analysis of consumer behaviour in rural China (RePEc:eee:matcom:v:43:y:1997:i:3:p:527-534)
  by Hu, Baiding & McAleer, Michael
• The complexity of simplicity (RePEc:eee:matcom:v:43:y:1997:i:3:p:553-561)
  by Keuzenkamp, Hugo A. & McAleer, Michael
• Estimation of alternative pricing models for currency futures contracts (RePEc:eee:matcom:v:48:y:1999:i:4:p:519-530)
  by Sequeira, John M. & McAleer, Michael & Chow, Ying-Foon
• Testing the life-cycle permanent income hypothesis using intra-year data for Sweden (RePEc:eee:matcom:v:48:y:1999:i:4:p:551-560)
  by Leong, Kenneth & McAleer, Michael
• A seasonal analysis of Malaysian tourist arrivals to Australia (RePEc:eee:matcom:v:48:y:1999:i:4:p:573-583)
  by Lim, Christine & McAleer, Michael
• Economic growth and technological catching up by Singapore to the USA (RePEc:eee:matcom:v:59:y:2002:i:1:p:133-141)
  by Lim, Lee K & McAleer, Michael
• A cointegration analysis of annual tourism demand by Malaysia for Australia (RePEc:eee:matcom:v:59:y:2002:i:1:p:197-205)
  by Lim, Christine & McAleer, Michael
• Cointegration analysis of metals futures (RePEc:eee:matcom:v:59:y:2002:i:1:p:207-221)
  by Watkins, Clinton & McAleer, Michael
• Non-linear modelling and forecasting of S&P 500 volatility (RePEc:eee:matcom:v:59:y:2002:i:1:p:233-241)
  by Verhoeven, Peter & Pilgram, Berndt & McAleer, Michael & Mees, Alistair
• First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 (RePEc:eee:matcom:v:64:y:2004:i:1:p:1-2)
  by McAleer, Michael & Oxley, Les
• Modelling the asymmetric volatility of electronics patents in the USA (RePEc:eee:matcom:v:64:y:2004:i:1:p:169-184)
  by Chan, Felix & Marinova, Dora & McAleer, Michael
• Input–output structure and growth in China (RePEc:eee:matcom:v:64:y:2004:i:1:p:193-202)
  by Hu, Baiding & McAleer, Michael
• Volatility models of currency futures in developed and emerging markets (RePEc:eee:matcom:v:64:y:2004:i:1:p:79-93)
  by Sequeira, John M & Chiat, Pang Chia & McAleer, Michael
• Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 (RePEc:eee:matcom:v:64:y:2004:i:3:p:305-306)
  by McAleer, Michael & Oxley, Les
• Fat tails and asymmetry in financial volatility models (RePEc:eee:matcom:v:64:y:2004:i:3:p:351-361)
  by Verhoeven, Peter & McAleer, Michael
• Asian monetary integration: a structural VAR approach (RePEc:eee:matcom:v:64:y:2004:i:3:p:447-458)
  by Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael
• Modelling the information content in insider trades in the Singapore exchange (RePEc:eee:matcom:v:68:y:2005:i:5:p:417-428)
  by Ann, Wong Kie & Sequeira, John M. & McAleer, Michael
• Estimation of Chinese agricultural production efficiencies with panel data (RePEc:eee:matcom:v:68:y:2005:i:5:p:474-483)
  by Hu, Baiding & McAleer, Michael
• Testing for contagion in ASEAN exchange rates (RePEc:eee:matcom:v:68:y:2005:i:5:p:517-525)
  by McAleer, Michael & Nam, Jason Chee Wei
• Related commodity markets and conditional correlations (RePEc:eee:matcom:v:68:y:2005:i:5:p:567-579)
  by Watkins, Clinton & McAleer, Michael
• Speculation and destabilisation (RePEc:eee:matcom:v:69:y:2005:i:1:p:151-161)
  by Radalj, Kim F. & McAleer, Michael
• Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (RePEc:eee:matcom:v:69:y:2005:i:1:p:46-56)
  by Hoti, Suhejla & McAleer, Michael & Chan, Felix
• Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (RePEc:eee:matcom:v:78:y:2008:i:2:p:155-171)
  by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
• Multivariate volatility in environmental finance (RePEc:eee:matcom:v:78:y:2008:i:2:p:189-199)
  by Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L.
• Portfolio single index (PSI) multivariate conditional and stochastic volatility models (RePEc:eee:matcom:v:78:y:2008:i:2:p:209-214)
  by Asai, Manabu & McAleer, Michael & de Veiga, Bernardo
• How has volatility in metals markets changed? (RePEc:eee:matcom:v:78:y:2008:i:2:p:237-249)
  by Watkins, Clinton & McAleer, Michael
• Is Greater China a currency union? (RePEc:eee:matcom:v:78:y:2008:i:2:p:319-327)
  by Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael
• Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach (RePEc:eee:matcom:v:78:y:2008:i:2:p:459-468)
  by Shareef, Riaz & McAleer, Michael
• Mapping the Presidential Election Cycle in US stock markets (RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277)
  by Wong, Wing-Keung & McAleer, Michael
• Modelling risk in agricultural finance: Application to the poultry industry in Taiwan (RePEc:eee:matcom:v:79:y:2009:i:5:p:1472-1487)
  by Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael
• Modelling and managing financial risk: An overview (RePEc:eee:matcom:v:79:y:2009:i:8:p:2521-2524)
  by Allen, David E. & Gao, Jiti & McAleer, Michael
• Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market (RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555)
  by Allen, David & Lazarov, Zdravetz & McAleer, Michael & Peiris, Shelton
• A risk map of international tourist regions in Spain (RePEc:eee:matcom:v:79:y:2009:i:9:p:2741-2758)
  by Bartolomé, Ana & McAleer, Michael & Ramos, Vicente & Rey-Maquieira, Javier
• Forecasting conditional correlations in stock, bond and foreign exchange markets (RePEc:eee:matcom:v:79:y:2009:i:9:p:2830-2846)
  by Hakim, Abdul & McAleer, Michael
• ARMAX modelling of international tourism demand (RePEc:eee:matcom:v:79:y:2009:i:9:p:2879-2888)
  by Lim, Christine & McAleer, Michael & Min, Jennifer C.H.
• A simple expected volatility (SEV) index: Application to SET50 index options (RePEc:eee:matcom:v:80:y:2010:i:10:p:2079-2090)
  by McAleer, Michael & Wiphatthanananthakul, Chatayan
• A trinomial test for paired data when there are many ties (RePEc:eee:matcom:v:81:y:2011:i:6:p:1153-1160)
  by Bian, Guorui & McAleer, Michael & Wong, Wing-Keung
• Monte Carlo option pricing with asymmetric realized volatility dynamics (RePEc:eee:matcom:v:81:y:2011:i:7:p:1247-1256)
  by Allen, David E. & McAleer, Michael & Scharth, Marcel
• Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity (RePEc:eee:matcom:v:81:y:2011:i:7:p:1353-1364)
  by Sato, Kiyotaka & Zhang, Zhaoyong & McAleer, Michael
• Value-at-Risk for country risk ratings (RePEc:eee:matcom:v:81:y:2011:i:7:p:1454-1463)
  by McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla
• Modelling conditional correlations in the volatility of Asian rubber spot and futures returns (RePEc:eee:matcom:v:81:y:2011:i:7:p:1482-1490)
  by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai
• Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO (RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506)
  by Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael
• Testing for the Box–Cox parameter for an integrated process (RePEc:eee:matcom:v:83:y:2012:i:c:p:1-9)
  by Huang, Jian & Kobayashi, Masahito & McAleer, Michael
• Coercive journal self citations, impact factor, Journal Influence and Article Influence (RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197)
  by Chang, Chia-Lin & McAleer, Michael & Oxley, Les
• Are forecast updates progressive? (RePEc:eee:matcom:v:93:y:2013:i:c:p:9-18)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
• Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures (RePEc:eee:matcom:v:94:y:2013:i:c:p:183-204)
  by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio
• GFC-robust risk management under the Basel Accord using extreme value methodologies (RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237)
  by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo
• Volatility spillovers from the Chinese stock market to economic neighbours (RePEc:eee:matcom:v:94:y:2013:i:c:p:238-257)
  by Allen, David E. & Amram, Ron & McAleer, Michael
• Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares (RePEc:eee:pacfin:v:16:y:2008:i:4:p:453-475)
  by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets (RePEc:eee:quaeco:v:49:y:2009:i:3:p:829-842)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael
• Risk management of precious metals (RePEc:eee:quaeco:v:51:y:2011:i:4:p:435-441)
  by Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael
• Establishing national carbon emission prices for China (RePEc:eee:rensus:v:106:y:2019:i:c:p:1-16)
  by Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael
• Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19 (RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann
• Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China (RePEc:eee:rensus:v:169:y:2022:i:c:s1364032122007432)
  by Mai, Te-Ke & Foley, Aoife M. & McAleer, Michael & Chang, Chia-Lin
• Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices (RePEc:eee:rensus:v:81:y:2018:i:p1:p:1002-1018)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann
• Precious metals-exchange rate volatility transmissions and hedging strategies (RePEc:eee:reveco:v:19:y:2010:i:4:p:633-647)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A.
• GFC-robust risk management strategies under the Basel Accord (RePEc:eee:reveco:v:27:y:2013:i:c:p:97-111)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
• Advances in financial risk management and economic policy uncertainty: An overview (RePEc:eee:reveco:v:40:y:2015:i:c:p:1-7)
  by Hammoudeh, Shawkat & McAleer, Michael
• Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis (RePEc:eee:reveco:v:40:y:2015:i:c:p:204-216)
  by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
• Forecasting Value-at-Risk using block structure multivariate stochastic volatility models (RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50)
  by Asai, Manabu & Caporin, Massimiliano & McAleer, Michael
• Volatility Spillovers from Australia's major trading partners across the GFC (RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175)
  by Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K.
• Theory and application of an economic performance measure of risk (RePEc:eee:reveco:v:56:y:2018:i:c:p:383-396)
  by Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung
• Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? (RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70)
  by Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael
• Choosing expected shortfall over VaR in Basel III using stochastic dominance (RePEc:eee:reveco:v:60:y:2019:i:c:p:95-113)
  by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio
• On exact and asymptotic tests of non-nested models (RePEc:eee:stapro:v:5:y:1987:i:1:p:19-22)
  by Bera, Anil K. & McAleer, Michael
• Modelling and forecasting daily international mass tourism to Peru (RePEc:eee:touman:v:31:y:2010:i:6:p:846-854)
  by Divino, Jose Angelo & McAleer, Michael
• Estimating the impact of whaling on global whale-watching (RePEc:eee:touman:v:33:y:2012:i:6:p:1321-1328)
  by Kuo, Hsiao-I. & Chen, Chi-Chung & McAleer, Michael
• The Economics of Small Island Tourism (RePEc:elg:eebook:12968)
  by Riaz Shareef & Suheija Hoti & Michael McAleer
• Introduction (RePEc:eme:ceazzz:s0573-8555(2005)0000272005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Literature Review (RePEc:eme:ceazzz:s0573-8555(2005)0000272006)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Data Description (RePEc:eme:ceazzz:s0573-8555(2005)0000272007)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Econometric Methodology (RePEc:eme:ceazzz:s0573-8555(2005)0000272008)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Estimation and Empirical Results (RePEc:eme:ceazzz:s0573-8555(2005)0000272009)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Conclusion (RePEc:eme:ceazzz:s0573-8555(2005)0000272010)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
• Introduction (RePEc:eme:ceazzz:s0573-8555(2005)0000273004)
  by S. Hoti & Michael McAleer
• Country Risk Models: An Empirical Critique (RePEc:eme:ceazzz:s0573-8555(2005)0000273005)
  by S. Hoti & Michael McAleer
• Rating Risk Rating Systems (RePEc:eme:ceazzz:s0573-8555(2005)0000273006)
  by S. Hoti & Michael McAleer
• Assessment of Risk Ratings and Risk Returns for 120 Representative Countries (RePEc:eme:ceazzz:s0573-8555(2005)0000273007)
  by S. Hoti & Michael McAleer
• Conditional Volatility Models for Risk Ratings and Risk Returns (RePEc:eme:ceazzz:s0573-8555(2005)0000273008)
  by S. Hoti & Michael McAleer
• Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns (RePEc:eme:ceazzz:s0573-8555(2005)0000273009)
  by S. Hoti & Michael McAleer
• Conclusion (RePEc:eme:ceazzz:s0573-8555(2005)0000273010)
  by S. Hoti & Michael McAleer
• Chapter 5 The GFT Utility Function (RePEc:eme:ceazzz:s0573-8555(2009)0000288008)
  by Robert L. Basmann & Kathy Hayes & Michael McAleer & Ian McCarthy & Daniel J. Slottje
• Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:eme:ceazzz:s0573-8555(2009)0000288014)
  by Chia-Lin Chang & Michael McAleer & Daniel J. Slottje
• Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:1048-1067 (article)
• Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:1088-1106 (article)
• Unknown item RePEc:eme:mfipps:v:42:y:2016:i:4:p:324-337 (article)
• Realized Stochastic Volatility with General Asymmetry and Long Memory (RePEc:ems:eureir:100161)
  by Asai, M. & Chang, C-L. & McAleer, M.J.
• You’ve Got Email: a Workflow Management Extraction System (RePEc:ems:eureir:100162)
  by Chaipornkaew, P. & Prexawanprasut, T. & McAleer, M.J.
• Re-Opening the Silk Road to Transform Chinese Trade (RePEc:ems:eureir:100163)
  by Ning, M. & McAleer, M.J.
• Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software (RePEc:ems:eureir:100164)
  by Chang, C-L. & McAleer, M.J.
• Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA (RePEc:ems:eureir:100331)
  by Chang, C-L. & McAleer, M.J. & Zuo, G.
• Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors (RePEc:ems:eureir:100332)
  by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH (RePEc:ems:eureir:100416)
  by Chang, C-L. & McAleer, M.J.
• Theory and Application of an Economic Performance Measure of Risk (RePEc:ems:eureir:100417)
  by Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K.
• Impact of Psychological Needs on Luxury Consumption (RePEc:ems:eureir:100853)
  by Mao, N. & McAleer, M.J. & Bai, S.
• US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries (RePEc:ems:eureir:100854)
  by Chang, C-L. & McAleer, M.J. & Nguyen, D.K.
• Stationarity and Invertibility of a Dynamic Correlation Matrix (RePEc:ems:eureir:101761)
  by McAleer, M.J.
• A Generalized Email Classification System for Workflow Analysis (RePEc:ems:eureir:101762)
  by Chaipornkaew, P. & Prexawanprasut, T. & Chang, C-L. & McAleer, M.J.
• A Tourism Financial Conditions Index for Tourism Finance (RePEc:ems:eureir:101763)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
• Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management (RePEc:ems:eureir:101765)
  by Tan, A.C. & McAleer, M.J.
• Specification Testing of Production in a Stochastic Frontier Model (RePEc:ems:eureir:102298)
  by Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K.
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries (RePEc:ems:eureir:102548)
  by McAleer, M.J. & Ryu, H.K. & Slottje, D.J.
• Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory (RePEc:ems:eureir:102576)
  by Asai, M. & McAleer, M.J. & Peiris, S.
• An Event Study of Chinese Tourists to Taiwan (RePEc:ems:eureir:104254)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
• A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan (RePEc:ems:eureir:104256)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
• Pricing Carbon Emissions in China (RePEc:ems:eureir:104257)
  by Chang, C-L. & Mai, T.K. & McAleer, M.J.
• Management Information, Decision Sciences, and Financial Economics : a connection (RePEc:ems:eureir:104258)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models (RePEc:ems:eureir:104259)
  by Asai, M. & McAleer, M.J.
• Fake News and Indifference to Truth (RePEc:ems:eureir:105873)
  by Allen, D.E. & McAleer, M.J. & McHardy Reid, D.
• Pros and Cons of the Impact Factor in a Rapidly Changing Digital World (RePEc:ems:eureir:105877)
  by McAleer, M.J. & Oláh, J. & Popp, J.
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:ems:eureir:105878)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Establishing National Carbon Emission Prices for China (RePEc:ems:eureir:105880)
  by Chang, C-L. & Mai, T.K. & McAleer, M.J.
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:ems:eureir:105884)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
• Simple Market Timing with Moving Averages (RePEc:ems:eureir:107290)
  by Ilomäki, J. & Laurila, H. & McAleer, M.J.
• Why did Warrant Markets Close in China but not Taiwan? (RePEc:ems:eureir:107291)
  by Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T.
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:ems:eureir:107292)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:ems:eureir:107294)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
• Financial Credit Risk and Core Enterprise Supply Chains (RePEc:ems:eureir:109056)
  by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
• Market Timing with Moving Averages (RePEc:ems:eureir:110015)
  by Ilomäki, J. & Laurila, H. & McAleer, M.J.
• Spurious Cross-Sectional Dependence in Credit Spread Changes (RePEc:ems:eureir:110016)
  by Jaskowski, M. & McAleer, M.J.
• "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment (RePEc:ems:eureir:110017)
  by Allen, D.E. & McAleer, M.J.
• Cointegrated Dynamics for A Generalized Long Memory Process (RePEc:ems:eureir:110018)
  by Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E.
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:ems:eureir:111552)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
• Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:ems:eureir:111553)
  by Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L.
• Long Run Returns Predictability and Volatility with Moving Averages (RePEc:ems:eureir:111556)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ems:eureir:111557)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ems:eureir:111613)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan (RePEc:ems:eureir:111614)
  by McAleer, M.J. & Nakamura, T. & Watkins, C.
• Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains (RePEc:ems:eureir:111615)
  by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
• Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks (RePEc:ems:eureir:111616)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:ems:eureir:112499)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets (RePEc:ems:eureir:113132)
  by Vo, A.T. & Van, L. T.-H. & Vo, D.H. & McAleer, M.J.
• Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets (RePEc:ems:eureir:115605)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
• Energy Consumption and Economic Growth: Evidence from Vietnam (RePEc:ems:eureir:115606)
  by Nguyen, H.M. & Bui, N.H. & Vo, D.H. & McAleer, M.J.
• Rent Seeking for Export Licenses: Application to the Vietnam Rice Market (RePEc:ems:eureir:115607)
  by Vu, T.N. & Vo, D.H. & McAleer, M.J.
• Modelling the Relationship between Crude Oil and Agricultural Commodity Prices (RePEc:ems:eureir:115608)
  by Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J.
• CO2 Emissions, Energy Consumption and Economic Growth (RePEc:ems:eureir:115609)
  by Vo, D.H. & Nguyen, H.M. & Vo, A.T. & McAleer, M.J.
• Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan (RePEc:ems:eureir:115610)
  by McAleer, M.J. & Nakamura, T. & Watkins, C.
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model (RePEc:ems:eureir:115611)
  by McAleer, M.J.
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model (RePEc:ems:eureir:115612)
  by McAleer, M.J.
• Corporate Financial Distress of Industry Level Listings in an Emerging Market (RePEc:ems:eureir:115613)
  by Vo, D.H. & Pham, B.V.-N. & Pham, T.V.-T. & McAleer, M.J.
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:ems:eureir:115614)
  by Asai, M. & Gupta, R. & McAleer, M.J.
• Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany (RePEc:ems:eureir:115615)
  by Allen, D.E. & McAleer, M.J.
• Risk Analysis of Energy in Vietnam (RePEc:ems:eureir:115616)
  by Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J.
• Drawbacks in the 3-Factor Approach of Fama and French (2018) (RePEc:ems:eureir:115746)
  by Allen, D.E. & McAleer, M.J.
• An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia (RePEc:ems:eureir:13771)
  by McAleer, M.J. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L.
• Modelling sustainable international tourism demand to the Brazilian Amazon (RePEc:ems:eureir:13773)
  by Divino, J.A. & McAleer, M.J.
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets (RePEc:ems:eureir:13780)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• Expert opinion versus expertise in forecasting (RePEc:ems:eureir:13902)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• Asymmetry and leverage in realized volatility (RePEc:ems:eureir:13904)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• The ten commandments for optimizing value-at-risk and daily capital charges (RePEc:ems:eureir:13910)
  by McAleer, M.J.
• Does the ROMC have expertise, and can it forecast? (RePEc:ems:eureir:13980)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• A decision rule to minimize daily capital charges in forecasting value-at-risk (RePEc:ems:eureir:13986)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• A simple expected volatility (SEV) index (RePEc:ems:eureir:13992)
  by Wiphatthanananthakul, C. & McAleer, M.J.
• Moment-bases estimation of smooth transition regression models with endogenous variables (RePEc:ems:eureir:14154)
  by Areosa, W.D. & McAleer, M.J. & Medeiros, M.C.
• Modelling conditional correlations for risk diversification in crude oil markets (RePEc:ems:eureir:16105)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• Forecasting volatility and spillovers in crude oil spot, forward and future markets (RePEc:ems:eureir:16107)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• How Accurate are Government Forecast of Economic Fundamentals? (RePEc:ems:eureir:16264)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:ems:eureir:16512)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• How Volatile is ENSO? (RePEc:ems:eureir:16513)
  by Chu, L. & McAleer, M.J. & Chen, C-C.
• Estimating the impact of whaling on global whale watching (RePEc:ems:eureir:16708)
  by Kuo, H-I. & Chen, C-C. & McAleer, M.J.
• VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds (RePEc:ems:eureir:17295)
  by Hakim, M.S. & McAleer, M.J.
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence (RePEc:ems:eureir:17296)
  by Hakim, M.S. & McAleer, M.J.
• Modelling conditional correlations in the volatility of Asian rubber spot and futures returns (RePEc:ems:eureir:17297)
  by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ems:eureir:17298)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• Interdependence of international tourism demand and volatility in leading ASEAN destinations (RePEc:ems:eureir:17299)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R.
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:ems:eureir:17303)
  by McAleer, M.J. & Medeiros, M.C.
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (RePEc:ems:eureir:17308)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.
• It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:ems:eureir:17309)
  by da Veiga, B. & Chan, F. & McAleer, M.J.
• A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:ems:eureir:17310)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan (RePEc:ems:eureir:17312)
  by Chang, C-L. & McAleer, M.J.
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:ems:eureir:17313)
  by Chang, C-L. & McAleer, M.J.
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity (RePEc:ems:eureir:17522)
  by Sato, K. & Zhang, Z. & McAleer, M.J.
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity (RePEc:ems:eureir:18032)
  by Sato, K. & Zhang, Z. & McAleer, M.J.
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:ems:eureir:18036)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach (RePEc:ems:eureir:18038)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:ems:eureir:18043)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (RePEc:ems:eureir:18252)
  by Caporin, M. & McAleer, M.J.
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:ems:eureir:18329)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:ems:eureir:18331)
  by Chang, C-L. & McAleer, M.J.
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand (RePEc:ems:eureir:18601)
  by Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A.
• Evaluating Macroeconomic Forecast: A Review of Some Recent Developments (RePEc:ems:eureir:18604)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
• Are Forecast Updates Progressive? (RePEc:ems:eureir:19358)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:ems:eureir:19362)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:ems:eureir:19363)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
• Ranking multivariate GARCH models by problem dimension (RePEc:ems:eureir:19447)
  by Caporin, M. & McAleer, M.J.
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (RePEc:ems:eureir:19449)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
• Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH (RePEc:ems:eureir:19452)
  by Caporin, M. & McAleer, M.J.
• Investor preferences for oil spot and futures based on mean-variance and stochastic dominance (RePEc:ems:eureir:19455)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
• Article Influence Score = 5YIF divided by 2 (RePEc:ems:eureir:20148)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• Combining Non-Replicable Forecasts (RePEc:ems:eureir:20156)
  by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.
• What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:ems:eureir:20158)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan (RePEc:ems:eureir:20165)
  by Chang, C-L. & McAleer, M.J. & Lim, C.
• Risk management of precious metals (RePEc:ems:eureir:20166)
  by Hammoudeh, S.M. & Malik, F. & McAleer, M.J.
• Ten Things We Should Know About Time Series (RePEc:ems:eureir:20167)
  by McAleer, M.J. & Oxley, L.
• How does Zinfluence Affect Article Influence? (RePEc:ems:eureir:20376)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• Modeling the Volatility in Global Fertilizer Prices (RePEc:ems:eureir:20377)
  by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:ems:eureir:20785)
  by Chang, C-L. & Chang, S.P. & McAleer, M.J.
• Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:ems:eureir:20788)
  by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
• Model Selection and Testing of Conditional and Stochastic Volatility Models (RePEc:ems:eureir:20940)
  by Caporin, M. & McAleer, M.J.
• GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:ems:eureir:20964)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• Asymmetry and Long Memory in Volatility Modelling (RePEc:ems:eureir:20978)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
• Moment Restriction-based Econometric Methods: An Overview (RePEc:ems:eureir:21106)
  by Kunitomo, N. & McAleer, M.J. & Nishiyama, Y.
• Robust Estimation and Forecasting of the Capital Asset Pricing Model (RePEc:ems:eureir:21112)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
• Robust Estimation and Forecasting of the Capital Asset Pricing Model (RePEc:ems:eureir:21722)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
• A Trinomial Test for Paired Data When There are Many Ties (RePEc:ems:eureir:21723)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
• Journal Impect Factor Versus Eigenfactor and Article Influence (RePEc:ems:eureir:21725)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• A Trinomial Test for Paired Data When There are Many Ties (RePEc:ems:eureir:21727)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
• Alternative Asymmetric Stochastic Volatility Models (RePEc:ems:eureir:21730)
  by Asai, M. & McAleer, M.J.
• Evaluating Combined Non-Replicable Forecast (RePEc:ems:eureir:21944)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:ems:eureir:21946)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:ems:eureir:21949)
  by Asai, M. & McAleer, M.J.
• Testing the Box-Cox Parameter for an Integrated Process (RePEc:ems:eureir:22150)
  by Huang, J. & Kobayashi, M. & McAleer, M.J.
• Asymmetric Adjustment in the Ethanol and Grains Markets (RePEc:ems:eureir:22151)
  by Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J.
• Structure and Asymptotic theory for Nonlinear Models with GARCH Errors (RePEc:ems:eureir:22216)
  by Chan, F. & McAleer, M.J. & Medeiros, M.C.
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:ems:eureir:22236)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord (RePEc:ems:eureir:22237)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• Modelling and Forecasting Noisy Realized Volatility (RePEc:ems:eureir:22284)
  by Asai, M. & McAleer, M.J. & Medeiros, M.
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX (RePEc:ems:eureir:22806)
  by Ishida, I. & McAleer, M.J. & Oya, K.
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:22807)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
• Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:ems:eureir:23115)
  by Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J.
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:ems:eureir:23120)
  by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation (RePEc:ems:eureir:23582)
  by Caporin, M. & McAleer, M.J.
• The Dynamics of Energy-Grain Prices with Open Interest (RePEc:ems:eureir:23590)
  by Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J.
• Analyzing Fixed-event Forecast Revisions (RePEc:ems:eureir:23785)
  by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range (RePEc:ems:eureir:23795)
  by Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J.
• Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:ems:eureir:25607)
  by Chang, C-L. & McAleer, M.J.
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:ems:eureir:25610)
  by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ems:eureir:25611)
  by Chang, C-L. & McAleer, M.J. & Lim, C.
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ems:eureir:25614)
  by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
• The Rise and Fall of S&P500 Variance Futures (RePEc:ems:eureir:26880)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics (RePEc:ems:eureir:31230)
  by Chang, C-L. & McAleer, M.J.
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ems:eureir:31599)
  by Chang, C-L. & McAleer, M.J.
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours (RePEc:ems:eureir:31966)
  by Allen, D.E. & McAleer, M.J. & Amram, R.
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models (RePEc:ems:eureir:31985)
  by Asai, M. & Caporin, M. & McAleer, M.J.
• Robust Ranking of Journal Quality: An Application to Economics (RePEc:ems:eureir:32136)
  by Chang, C-L. & McAleer, M.J. & Maasoumi, E.
• Robust Ranking of Multivariate GARCH Models by Problem Dimension (RePEc:ems:eureir:32526)
  by Caporin, M. & McAleer, M.J.
• Risk Management and Financial Derivatives: An Overview (RePEc:ems:eureir:32527)
  by Hammoudeh, S.M. & McAleer, M.J.
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ems:eureir:32528)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:ems:eureir:32529)
  by Chang, C-L. & McAleer, M.J.
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:ems:eureir:37619)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? (RePEc:ems:eureir:37621)
  by Chu, L. & McAleer, M.J. & Chen, C-C.
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ems:eureir:37622)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? (RePEc:ems:eureir:38689)
  by Chu, L-F. & McAleer, M.J. & Chen, C-C.
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ems:eureir:38690)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
• Statistical Modelling of Extreme Rainfall in Taiwan (RePEc:ems:eureir:38691)
  by Chu, L-F. & McAleer, M.J. & Chang, C-C.
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (RePEc:ems:eureir:38692)
  by Chu, L-F. & McAleer, M.J. & Wang, S-H.
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:ems:eureir:38693)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
• Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:ems:eureir:38695)
  by Chang, C-L. & Allen, D.E. & McAleer, M.J.
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:ems:eureir:38697)
  by Chang, C-L. & Chen, C-C. & McAleer, M.J. & Chen, P-Y.
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? (RePEc:ems:eureir:38715)
  by Chang, C-L. & McAleer, M.J.
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:ems:eureir:39179)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
• Ten Things You Should Know About DCC (RePEc:ems:eureir:39599)
  by Caporin, M. & McAleer, M.J.
• Modelling and Simulation: An Overview (RePEc:ems:eureir:40237)
  by McAleer, M.J. & Chan, F. & Oxley, L.
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation (RePEc:ems:eureir:40377)
  by Caporin, M. & McAleer, M.J.
• Risk Modelling and Management: An Overview (RePEc:ems:eureir:40777)
  by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.
• Herding, Information Cascades and Volatility Spillovers in Futures Markets (RePEc:ems:eureir:40778)
  by McAleer, M.J. & Radalj, K.
• International Technology Diffusion of Joint and Cross-border Patents (RePEc:ems:eureir:40779)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:ems:eureir:41465)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures (RePEc:ems:eureir:41467)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:ems:eureir:50130)
  by Chang, C-L. & McAleer, M.J.
• The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations (RePEc:ems:eureir:50213)
  by Nawata, K. & McAleer, M.J.
• A Tourism Conditions Index (RePEc:ems:eureir:50640)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:ems:eureir:50641)
  by Chang, C-L. & McAleer, M.J.
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay (RePEc:ems:eureir:50642)
  by McAleer, M.J.
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:ems:eureir:50643)
  by Chang, C-L. & McAleer, M.J.
• A Tourism Financial Conditions Index (RePEc:ems:eureir:51314)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
• A One Line Derivation of EGARCH (RePEc:ems:eureir:51742)
  by McAleer, M.J. & Hafner, C.M.
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:ems:eureir:51743)
  by Chang, C-L. & Chen, W. & McAleer, M.J.
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:ems:eureir:51744)
  by Chang, C-L. & McAleer, M.J.
• On the Invertibility of EGARCH (RePEc:ems:eureir:51750)
  by Martinet, G.G. & McAleer, M.J.
• Asymmetry and Leverage in Conditional Volatility Models (RePEc:ems:eureir:77759)
  by McAleer, M.J.
• Econometric Analysis of Financial Derivatives (RePEc:ems:eureir:78064)
  by Chang, C-L. & McAleer, M.J.
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting (RePEc:ems:eureir:78067)
  by Chang, C-L. & McAleer, M.J.
• The Impact of Jumps and Leverage in Forecasting Co-Volatility (RePEc:ems:eureir:78068)
  by Asai, M. & McAleer, M.J.
• Frontiers in Time Series and Financial Econometrics (RePEc:ems:eureir:78069)
  by Ling, S. & McAleer, M.J. & Tong, H.
• On the Invertibility of EGARCH(p,q) (RePEc:ems:eureir:78126)
  by Martinet, G.G. & McAleer, M.J.
• International Technology Diffusion of Joint and Cross-border Patents (RePEc:ems:eureir:78143)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
• A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ems:eureir:78155)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
• Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:ems:eureir:78349)
  by Chang, C-L. & Li, Y. & McAleer, M.J.
• Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ems:eureir:78711)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
• Daily Market News Sentiment and Stock Prices (RePEc:ems:eureir:78713)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
• Industrial Agglomeration and Use of the Internet (RePEc:ems:eureir:78714)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
• Research Ideas for the Journal of Health & Medical Economics: Opinion (RePEc:ems:eureir:78715)
  by Chang, C-L. & McAleer, M.J.
• Research Ideas for the Journal of Informatics and Data Mining: Opinion (RePEc:ems:eureir:78716)
  by McAleer, M.J.
• Behavioural, Financial, and Health & Medical Economics: A Connection (RePEc:ems:eureir:78718)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution (RePEc:ems:eureir:79213)
  by García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J.
• From Disorder to Order (RePEc:ems:eureir:79214)
  by Yue, X-G. & Cao, Y. & McAleer, M.J.
• Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC (RePEc:ems:eureir:79216)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
• Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies (RePEc:ems:eureir:79217)
  by Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.
• Informatics, Data Mining, Econometrics and Financial Economics: A Connection (RePEc:ems:eureir:79219)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• The Fundamental Equation in Tourism Finance (RePEc:ems:eureir:79221)
  by McAleer, M.J.
• Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance (RePEc:ems:eureir:79539)
  by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.
• A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises (RePEc:ems:eureir:79730)
  by Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L.
• Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? (RePEc:ems:eureir:79731)
  by Caporin, M. & Chang, C-L. & McAleer, M.J.
• How are VIX and Stock Index ETF Related? (RePEc:ems:eureir:79913)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn (RePEc:ems:eureir:79923)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
• Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models (RePEc:ems:eureir:79925)
  by Chen, J. & Kobayashi, M. & McAleer, M.J.
• Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization (RePEc:ems:eureir:80106)
  by Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K.
• An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series (RePEc:ems:eureir:80108)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm (RePEc:ems:eureir:80109)
  by Yue, X-G. & Gao, R. & McAleer, M.J.
• Industrial Penetration and Internet Intensity (RePEc:ems:eureir:80110)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
• A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices (RePEc:ems:eureir:93112)
  by Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K.
• Management Science, Economics and Finance: A Connection (RePEc:ems:eureir:93113)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
• Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models (RePEc:ems:eureir:93114)
  by Peiris, S. & Asai, M. & McAleer, M.J.
• Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture (RePEc:ems:eureir:93115)
  by Chang, C-L. & Liu, C-P. & McAleer, M.J.
• Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances (RePEc:ems:eureir:93116)
  by Chang, C-L. & McAleer, M.J. & Wang, Y.
• Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China (RePEc:ems:eureir:93117)
  by Chang, C-L. & McAleer, M.J. & Tian, J.
• An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors (RePEc:ems:eureir:93118)
  by Chang, C-L. & McAleer, M.J. & Wang, C-H.
• A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics (RePEc:ems:eureir:93333)
  by Asai, M. & McAleer, M.J.
• Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes (RePEc:ems:eureir:93334)
  by Asai, M. & McAleer, M.J.
• Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ems:eureir:98037)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
• A Simple Test for Causality in Volatility (RePEc:ems:eureir:98603)
  by Chang, C-L. & McAleer, M.J.
• Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (RePEc:ems:eureir:98648)
  by Asai, M. & Chang, C-L. & McAleer, M.J.
• Theravada Buddhism and Thai Luxury Fashion Consumption (RePEc:ems:eureir:98655)
  by Ning, M. & McAleer, M.J.
• Joint and Cross-border Patents as Proxies for International Technology Diffusion (RePEc:ems:eureir:98656)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices (RePEc:ems:eureir:98657)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
• A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies (RePEc:ems:eureir:98658)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
• Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors (RePEc:ems:eureir:99512)
  by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
• The Fiction of Full BEKK (RePEc:ems:eureir:99514)
  by Chang, C-L. & McAleer, M.J.
• Connecting VIX and Stock Index ETF (RePEc:ems:eureir:99516)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
• Forecasting the Volatility of Nikkei 225 Futures (RePEc:ems:eureir:99517)
  by Asai, M. & McAleer, M.J.
• Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models (RePEc:ems:eureir:99788)
  by Chen, J. & Kobayashi, M. & McAleer, M.J.
• Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns (RePEc:fem:femwpa:2004.72)
  by Matteo Manera & Alessandro Lanza & Michael McAleer
• Risk Management of Daily Tourist Tax Revenues for the Maldives (RePEc:fem:femwpa:2005.137)
  by Michael McAleer & Riaz Shareef & Bernardo da Veiga
• Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses (RePEc:fth:aunaec:168)
  by McALEER, M. & DASTOOR, N.K.
• The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions (RePEc:fth:aunaec:185)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• A New Approach To Maximum Likelihood Estimation Of The Three-Paramater Gamma And Weibull Distributions (RePEc:fth:aunaec:191)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• Estimating The Percentiles Of Some Misspecified Non-Nested Distributions (RePEc:fth:aunaec:193)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• Discrimination Between Nested Two-And Three-Parameter Distributions: An Application To Models Of Air Pollution (RePEc:fth:aunaec:197)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• Discrimination Procedures For Fitting Nested And Non-Nested Distributions To Environmental Quality Data (RePEc:fth:aunaec:200)
  by Bai, J. & Jakeman, A. & Mcaleer, M.
• On The Robustness Of Barro'S New Classical Unemployment Model (RePEc:fth:aunaec:206)
  by Smith, J. & Mcaleer, M.
• A Mote Carlo Comparison Of Ols,Iv,Fiml And Bootstrap Standard Errors In Linear Models With Generated Regressors (RePEc:fth:aunaec:207)
  by Mcaleer, M. & Smith, J.
• Estimation And Discrimination Of Alternative Air Pollution Models (RePEc:fth:aunaec:209)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models (RePEc:fth:aunaec:210)
  by Mckensi, C.R. & Mcaleer, M. & Gill, L.
• On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach (RePEc:fth:aunaec:211)
  by McKensie, C.R. & McAleer, M.
• Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing (RePEc:fth:aunaec:219)
  by McAleer, M. & Smith, J.
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment (RePEc:fth:callaa:10)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
• Joint Test Of Non-Nested Models And General Erro Specifications (RePEc:fth:callaa:3)
  by Bera, A.K. & Mcaleer, M. & Pesaran, M.H.
• Comparing The Empirical Perfomance Of Alternative Demand Systems (RePEc:fth:tilbur:9002a)
  by Barten, A.P. & Mcaleer, M.
• Keynesian And New Classical Models Of Unemployment Revisited (RePEc:fth:tilbur:9006)
  by Mcaleer, M. & Mckenzie, C.R.
• Discrimination Between Nested Two- And Three-Parameter Distributions: An Application To Models Of Air Pollution (RePEc:fth:tilbur:9028)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
• Comparing the Empirical Performance of Alternative Demand Systems (RePEc:fth:tilbur:9102)
  by Barten, A.P. & McAleer, M.
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:fth:tilbur:9510)
  by Franses, P.H. & McAleer, M.
• A Tourism Financial Conditions Index for Tourism Finance (RePEc:gam:jchals:v:8:y:2017:i:2:p:23-:d:111192)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Ten Things You Should Know about the Dynamic Conditional Correlation Representation (RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620)
  by Massimiliano Caporin & Michael McAleer
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522)
  by Chia-Lin Chang & Michael McAleer
• A One Line Derivation of EGARCH (RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414)
  by Michael McAleer & Christian M. Hafner
• Asymmetry and Leverage in Conditional Volatility Models (RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585)
  by Michael McAleer
• A Simple Test for Causality in Volatility (RePEc:gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545)
  by Chia-Lin Chang & Michael McAleer
• Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models (RePEc:gam:jecnmx:v:9:y:2021:i:2:p:21-:d:548851)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels
• Review on Efficiency and Anomalies in Stock Markets (RePEc:gam:jecomi:v:8:y:2020:i:1:p:20-:d:331591)
  by Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong
• Moving Average Market Timing in European Energy Markets: Production Versus Emissions (RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161)
  by Chia-Lin Chang & Yiying Li & Michael McAleer
• Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management (RePEc:gam:jeners:v:11:y:2018:i:7:p:1627-:d:153801)
  by David E. Allen & Michael McAleer
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Modeling Latent Carbon Emission Prices for Japan: Theory and Practice (RePEc:gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913)
  by Chia-Lin Chang & Michael McAleer
• Modeling the Relationship between Crude Oil and Agricultural Commodity Prices (RePEc:gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919)
  by Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer
• Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China (RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091)
  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
• Causality between CO2 Emissions and Stock Markets (RePEc:gam:jeners:v:13:y:2020:i:11:p:2893-:d:367970)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index (RePEc:gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147)
  by David E. Allen & Michael McAleer
• A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan (RePEc:gam:jftint:v:10:y:2018:i:3:p:31-:d:136725)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
• Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality (RePEc:gam:jijerp:v:16:y:2019:i:21:p:4176-:d:281424)
  by Zhihui Lv & Amanda M. Y. Chu & Michael McAleer & Wing-Keung Wong
• Alternative Global Health Security Indexes for Risk Analysis of COVID-19 (RePEc:gam:jijerp:v:17:y:2020:i:9:p:3161-:d:353114)
  by Chia-Lin Chang & Michael McAleer
• An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors (RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175)
  by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang
• Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models (RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610)
  by Shelton Peiris & Manabu Asai & Michael McAleer
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) (RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:20-:d:143137)
  by Michael McAleer
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
• What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model (RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223)
  by Michael McAleer
• What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model (RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231)
  by Michael McAleer
• Corporate Financial Distress of Industry Level Listings in Vietnam (RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:155-:d:269614)
  by Duc Hong Vo & Binh Ninh Vo Pham & Chi Minh Ho & Michael McAleer
• Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 (RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:294-:d:450752)
  by Michael McAleer
• Risk Management of COVID-19 by Universities in China (RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:36-:d:322386)
  by Chuanyi Wang & Zhe Cheng & Xiao-Guang Yue & Michael McAleer
• Prevention Is Better Than the Cure: Risk Management of COVID-19 (RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:46-:d:327711)
  by Michael McAleer
• Is One Diagnostic Test for COVID-19 Enough? (RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:77-:d:346796)
  by Michael McAleer
• Risk and Financial Management of COVID-19 in Business, Economics and Finance (RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:102-:d:360522)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Review Papers for Journal of Risk and Financial Management ( JRFM ) (RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:185-:d:400340)
  by Michael McAleer
• Spurious Relationships for Nearly Non-Stationary Series (RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:366-:d:610705)
  by Yushan Cheng & Yongchang Hui & Michael McAleer & Wing-Keung Wong
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• The Journal of Risk and Financial Management in Open Access (RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:1-3:d:29274)
  by Michael McAleer
• A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 (RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
• Asymmetric Realized Volatility Risk (RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa (RePEc:gam:jjrfmx:v:7:y:2014:i:3:p:110-112:d:40459)
  by Michael McAleer
• The Fundamental Equation in Tourism Finance (RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108)
  by Michael McAleer
• Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis (RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies (RePEc:gam:jrisks:v:4:y:2016:i:1:p:7-:d:65863)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
• Long Run Returns Predictability and Volatility with Moving Averages (RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• Market Risk Analysis of Energy in Vietnam (RePEc:gam:jrisks:v:7:y:2019:i:4:p:112-:d:283415)
  by Ngoc Phu Tran & Thang Cong Nguyen & Duc Hong Vo & Michael McAleer
• Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE (RePEc:gam:jrisks:v:8:y:2020:i:1:p:12-:d:315296)
  by David E. Allen & Michael McAleer
• Systematic Risk at the Industry Level: A Case Study of Australia (RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914)
  by Thang Cong Nguyen & Tan Ngoc Vu & Duc Hong Vo & Michael McAleer
• Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets (RePEc:gam:jrisks:v:8:y:2020:i:2:p:38-:d:348054)
  by Duc Hong Vo & Ha Minh Nguyen & Tan Manh Vo & Michael McAleer
• A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes (RePEc:gam:jrisks:v:9:y:2021:i:11:p:195-:d:671113)
  by David E. Allen & Michael McAleer
• Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains (RePEc:gam:jsusta:v:10:y:2018:i:10:p:3699-:d:175769)
  by WeiMing Mou & Wing-Keung Wong & Michael McAleer
• Why Are Warrant Markets Sustained in Taiwan but Not in China? (RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380)
  by Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai
• An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan (RePEc:gam:jsusta:v:10:y:2018:i:11:p:4307-:d:184277)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
• Confucius and Herding Behaviour in the Stock Markets in China and Taiwan (RePEc:gam:jsusta:v:10:y:2018:i:12:p:4413-:d:185584)
  by Batmunkh John Munkh-Ulzii & Michael McAleer & Massoud Moslehpour & Wing-Keung Wong
• Market Timing with Moving Averages (RePEc:gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797)
  by Jukka Ilomäki & Hannu Laurila & Michael McAleer
• President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † (RePEc:gam:jsusta:v:10:y:2018:i:7:p:2310-:d:156124)
  by David E. Allen & Michael McAleer
• Specification Testing of Production in a Stochastic Frontier Model (RePEc:gam:jsusta:v:10:y:2018:i:9:p:3082-:d:166556)
  by Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong
• Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany (RePEc:gam:jsusta:v:11:y:2019:i:19:p:5181-:d:269414)
  by David E. Allen & Michael McAleer
• Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan (RePEc:gam:jsusta:v:11:y:2019:i:5:p:1366-:d:211118)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
• A Charter for Sustainable Tourism after COVID-19 (RePEc:gam:jsusta:v:12:y:2020:i:9:p:3671-:d:353186)
  by Chia-Lin Chang & Michael McAleer & Vicente Ramos
• Risk Measurement and Risk Modelling Using Applications of Vine Copulas (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA (RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954)
  by Chia-Lin Chang & Michael McAleer & Guangdong Zuo
• Modelling Environmental Risk (RePEc:gii:giihei:heiwp08-2004)
  by Suhejla Hoti & Michael McAleer & Laurent L. Pauwels
• Switching Orthogonality (RePEc:ier:iecrev:v:39:y:1998:i:1:p:171-82)
  by Morimune, Kimio & McAleer, Michael
• Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing (RePEc:jae:japmet:v:10:y:1995:i:2:p:165-85)
  by Smith, Jeremy & McAleer, Michael
• Revisiting Tobin's 1950 Study of Food Expenditure: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:553-57)
  by McAleer, Michael
• Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:587-89)
  by McAleer, Michael
• Statistical Demand Functions for Food in the USA and the Netherlands: Comments (RePEc:jae:japmet:v:12:y:1997:i:5:p:640-42)
  by McAleer, Michael
• Financial volatility: an introduction (RePEc:jae:japmet:v:17:y:2002:i:5:p:419-424)
  by Philip Hans Franses & Michael McAleer
• Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence (RePEc:jae:japmet:v:17:y:2002:i:5:p:509-534)
  by Felix Chan & Michael McAleer
• Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model (RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19)
  by Michael Mcaleer & Bernardo da Veiga
• Single-index and portfolio models for forecasting value-at-risk thresholds (RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235)
  by Michael McAleer & Bernardo da Veiga
• Scalar BEKK and indirect DCC (RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549)
  by Massimiliano Caporin & Michael McAleer
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models (RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10074-6)
  by Manabu Asai & Michael McAleer
• Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan (RePEc:kea:keappr:ker-20091231-25-2-03)
  by Chia-Lin Chang & Michael Mcaleer
• Modeling the Volatility in Global Fertilizer Prices (RePEc:kyo:wpaper:705)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• What Makes a Great Journal Great in Economics? The Singer Not the Song (RePEc:kyo:wpaper:706)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• How does Zinfluence Affect Article Influence? (RePEc:kyo:wpaper:707)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:kyo:wpaper:708)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Ten Things We Should Know About Time Series (RePEc:kyo:wpaper:710)
  by Michael McAleer & Les Oxley
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:kyo:wpaper:712)
  by Chia-Lin Chang & Michael McAleer
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:kyo:wpaper:714)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:kyo:wpaper:715)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:kyo:wpaper:717)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach (RePEc:kyo:wpaper:718)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:kyo:wpaper:719)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:kyo:wpaper:720)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:kyo:wpaper:721)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
• Modeling the Effect of Oil Price on Global Fertilizer Prices (RePEc:kyo:wpaper:722)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:kyo:wpaper:723)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• Model Selection and Testing of Conditional and Stochastic Volatility Models (RePEc:kyo:wpaper:724)
  by Massimiliano Caporin & Michael McAleer
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:kyo:wpaper:725)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Asymmetry and Long Memory in Volatility Modelling (RePEc:kyo:wpaper:726)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:kyo:wpaper:727)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
• Estimating the Impact of Whaling on Global Whale Watching (RePEc:kyo:wpaper:728)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
• How Volatile is ENSO? (RePEc:kyo:wpaper:729)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
• Moment Restriction-based Econometric Methods: An Overview (RePEc:kyo:wpaper:734)
  by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama
• Robust Estimation and Forecasting of the Capital Asset Pricing Model (RePEc:kyo:wpaper:735)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• A Trinomial Test for Paired Data When There are Many Ties (RePEc:kyo:wpaper:736)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• Journal Impact Factor Versus Eigenfactor and Article Influence (RePEc:kyo:wpaper:737)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (RePEc:kyo:wpaper:738)
  by Massimiliano Caporin & Michael McAleer
• Alternative Asymmetric Stochastic Volatility Models (RePEc:kyo:wpaper:739)
  by Manabu Asai & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:kyo:wpaper:741)
  by Massimiliano Caporin & Michael McAleer
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:kyo:wpaper:743)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Evaluating Combined Non-Replicable Forecasts (RePEc:kyo:wpaper:744)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? (RePEc:kyo:wpaper:746)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:kyo:wpaper:747)
  by Manabu Asai & Michael McAleer
• Testing the Box-Cox Parameter for an Integrated Process (RePEc:kyo:wpaper:750)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (RePEc:kyo:wpaper:751)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:kyo:wpaper:752)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Realized Volatility Risk (RePEc:kyo:wpaper:753)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors (RePEc:kyo:wpaper:754)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
• Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance (RePEc:kyo:wpaper:755)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:kyo:wpaper:756)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:kyo:wpaper:757)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
• Modelling and Forecasting Noisy Realized Volatility (RePEc:kyo:wpaper:758)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:kyo:wpaper:759)
  by Isao Ishida & Michael McAleer & Kosuke Oya
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:761)
  by Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• Are Forecast Updates Progressive? (RePEc:kyo:wpaper:762)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Risk Management of Precious Metals (RePEc:kyo:wpaper:765)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:kyo:wpaper:767)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
• Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:kyo:wpaper:769)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:kyo:wpaper:771)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:kyo:wpaper:772)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:kyo:wpaper:773)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range (RePEc:kyo:wpaper:775)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
• The Dynamics of Energy-Grain Prices with Open Interest (RePEc:kyo:wpaper:776)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation (RePEc:kyo:wpaper:778)
  by Michael McAleer & Massimiliano Caporin
• Analyzing Fixed-event Forecast Revisions (RePEc:kyo:wpaper:779)
  by Michael McAleer & Philip Hans Franses & Chia-Lin Chang
• Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:kyo:wpaper:781)
  by Michael McAleer & Chia-Lin Chang
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:kyo:wpaper:782)
  by Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:kyo:wpaper:783)
  by Michael McAleer & Chia-Lin Chang & Christine Lim
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:kyo:wpaper:784)
  by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
• The Rise and Fall of S&P500 Variance Futures (RePEc:kyo:wpaper:795)
  by Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours (RePEc:kyo:wpaper:805)
  by Michael McAleer & David Allen & Ron Amram
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:kyo:wpaper:806)
  by Michael McAleer & Chia-Lin Chang
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:kyo:wpaper:808)
  by Michael McAleer & Chia-Lin Chang
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models (RePEc:kyo:wpaper:812)
  by Michael McAleer & Manabu Asai & Massimiliano Caporin
• Robust Ranking of Journal Quality:An Application to Economics (RePEc:kyo:wpaper:813)
  by Michael McAleer & Chia-Lin Chang & Esfandiar Maasoumi
• Robust Ranking of Multivariate GARCH Models by Problem Dimension (RePEc:kyo:wpaper:815)
  by Michael McAleer & Massimiliano Caporin
• Risk Management and Financial Derivatives:An Overview (RePEc:kyo:wpaper:816)
  by Michael McAleer & Shawkat Hammoudeh
• Modelling Long Memory Volatility in Agricultural Commodity Futures Return (RePEc:kyo:wpaper:817)
  by Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat
• Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability (RePEc:kyo:wpaper:819)
  by Michael McAleer & Chia-Lin Chang
• Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China (RePEc:kyo:wpaper:820)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
• Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments (RePEc:kyo:wpaper:821)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:kyo:wpaper:822)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 (RePEc:kyo:wpaper:827)
  by D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? (RePEc:kyo:wpaper:829)
  by Lan-Fen Chu & M. McAleer & Chi-Chung Chen
• The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions (RePEc:kyo:wpaper:831)
  by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:kyo:wpaper:832)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Statistical Modelling of Extreme Rainfall in Taiwan (RePEc:kyo:wpaper:835)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
• Estimating implied recovery rates from the term structure of CDS spreads (RePEc:kyo:wpaper:836)
  by Marcin Jaskowski & Michael McAleer
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (RePEc:kyo:wpaper:837)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
• Volatility spillovers from the US to Australia and China across the GFC (RePEc:kyo:wpaper:838)
  by David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:kyo:wpaper:839)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing (RePEc:kyo:wpaper:840)
  by Manabu Asai & Michael McAleer
• Recent Developments in Financial Economics and Econometrics:An Overview (RePEc:kyo:wpaper:842)
  by Chia-Lin Chang & David E Allen & Michael McAleer
• Financial Dependence Analysis: Applications of Vine Copulae (RePEc:kyo:wpaper:843)
  by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:kyo:wpaper:844)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• A Fractionally Integrated Wishart Stochastic Volatility Model (RePEc:kyo:wpaper:848)
  by Manabu Asai & Michael McAleer
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:kyo:wpaper:851)
  by Chia-Lin Chang & Michael McAleer
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:kyo:wpaper:852)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Ten Things You Should Know About DCC (RePEc:kyo:wpaper:854)
  by Massimiliano Caporin & Michael McAleer
• Modelling and Simulation: An Overview (RePEc:kyo:wpaper:865)
  by Michael McAleer & Felix Chan & Les Oxley
• Nonparametric Multiple Change Point Analysis of the Global Financial Crisis (RePEc:kyo:wpaper:866)
  by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis (RePEc:kyo:wpaper:869)
  by Michael McAleer & John Suen & Wing Keung Wong
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation (RePEc:kyo:wpaper:870)
  by Massimiliano Caporin & Michael McAleer
• Risk Modelling and Management: An Overview (RePEc:kyo:wpaper:872)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
• Herding, Information Cascades and Volatility Spillovers in Futures Markets (RePEc:kyo:wpaper:873)
  by Michael McAleer & Kim Radalj
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? (RePEc:lif:jrgelg:v:1:y:2012:p:1-12)
  by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
• Herding, Information Cascades and Volatility Spillovers in Futures Markets (RePEc:lif:jrgelg:v:2:y:2013:p:307-329)
  by Michael McAleer & Kim Radalj
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:lif:jrgelg:v:3:y:2014:p:33-47)
  by Chia-Lin Chang & Michael McAleer
• Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database (RePEc:lif:jrgelg:v:4:y:2015:p:120-125)
  by Chia-Lin Chang & Michael McAleer
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm (RePEc:lif:jrgelg:v:6:y:2017:p:154-162)
  by Michael McAleer & Xiao-Guang Yue
• Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview (RePEc:lif:jrgelg:v:6:y:2017:p:218-224)
  by Michael McAleer & Chia-Lin Chang
• Re-Opening the Silk Road to Transform Chinese Trade (RePEc:lif:jrgelg:v:6:y:2017:p:225-232)
  by Michael McAleer & Ning Mao
• You’ve Got Email: A Workflow Management Extraction System (RePEc:lif:jrgelg:v:6:y:2017:p:342-349)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer
• Theravada Buddhism and Thai Luxury Fashion Consumption (RePEc:lif:jrgelg:v:6:y:2017:p:58-67)
  by Michael McAleer & Ning Mao
• Energy Consumption and Economic Growth: Evidence from Vietnam (RePEc:lif:jrgelg:v:8:y:2019:p:350-361)
  by Michael McAleer & Ha Minh Nguyen & Ngoc Hoang Bui & Duc Hong Vo
• Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms (RePEc:lif:jrgelg:v:8:y:2019:p:803-814)
  by Michael McAleer & Lan Le-Phuong Pham & Duc Hong Vo & Thang Cong Nguyen
• Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam (RePEc:lif:jrgelg:v:8:y:2019:p:815-837)
  by Kim-Hung Pho & Bui Anh Tuan & Michael McAleer & Nguyen Thi Tieu Dang
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:lus:reveco:v:65:y:2014:i:1:p:35-52)
  by Chang Chia-Lin & McAleer Michael
• A Note on Identifiability in the Linear Expenditure Family (RePEc:mtl:montde:8215)
  by Fisher, G. & Mcaleer, M. & Whistler, D.
• Testing Separate Regression Models Subject to Specification Error (RePEc:mtl:montde:8216)
  by Mcaleer, M. & Fisher, G.
• Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function (RePEc:mtl:montde:8217)
  by Mcaleer, M. & Fisher, G. & Volker, P.
• Asymmetry and Long Memory in Volatility Modeling (RePEc:oup:jfinec:v:10:y:2012:i:3:p:495-512)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Dynamic Asymmetric GARCH (RePEc:oup:jfinec:v:4:y:2006:i:3:p:385-412)
  by Massimiliano Caporin & Michael McAleer
• Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model (RePEc:oup:restud:v:54:y:1987:i:4:p:649-663.)
  by Maxwell L. King & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:pad:wpaper:0064)
  by Massimiliano Caporin & Michael McAleer
• Modeling Exchange Rate and Industrial Commodity Volatility Transmissions (RePEc:pad:wpaper:0096)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:pad:wpaper:0097)
  by Chia-Lin Chang & Michael McAleer & Dan Slottje
• Ranking Multivariate GARCH Models by Problem Dimension (RePEc:pad:wpaper:0124)
  by Massimiliano Caporin & Michael McAleer
• Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S (RePEc:plo:pone00:0260726)
  by Wing Wah Tham & Elvira Sojli & Richard Bryant & Michael McAleer
• Econometric modelling in finance and risk management: An overview (RePEc:pra:mprapa:11978)
  by Gao, Jiti & McAleer, Michael & Allen, Dave
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:pra:mprapa:20975)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio
• On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 (RePEc:pra:mprapa:2881)
  by Sinha, Dipendra & Macri, Joseph & McAleer, Michael
• Are Forecast Updates Progressive? (RePEc:pra:mprapa:46387)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures (RePEc:pre:wpaper:201925)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks (RePEc:pre:wpaper:201951)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada (RePEc:qed:wpaper:316)
  by Alan Gregory & Michael McAleer
• Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal (RePEc:qed:wpaper:333)
  by Michael McAleer & Ian E. Gorman
• Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables (RePEc:qed:wpaper:349)
  by Michael McAleer & Alan A. Powell & Peter Dixon & Tony Lawson
• Problems of Estimating the Linear Expenditure System and its Related Forms (RePEc:qed:wpaper:355)
  by Michael McAleer & Gordon Fisher & Diana Whistler
• Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case (RePEc:qed:wpaper:367)
  by Gordon Fisher & Michael McAleer
• The Interpretation of the Cox Test in Econometrics (RePEc:qed:wpaper:371)
  by Gordon Fisher & Michael McAleer
• Interest Rates and Durability in the Linear Expenditure Family (RePEc:qed:wpaper:399)
  by Gordon Fisher & Michael McAleer & Diana Whistler
• Principles and Methods in the Testing of Alternative Models (RePEc:qed:wpaper:400)
  by Gordon Fisher & Michael McAleer
• Exogeneity and Money Demand in a Small Open Economy: The Canadian Case (RePEc:qed:wpaper:401)
  by Allan W. Gregory & Michael McAleer
• Two Papers on Linear Models (RePEc:qed:wpaper:411)
  by Gordon Fisher & Allan W. Gregory & Michael McAleer
• Two Papers on Model Testing and Discrimination (RePEc:qed:wpaper:416)
  by Gordon Fisher & Michael McAleer
• Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses (RePEc:qed:wpaper:420)
  by Gordon Fisher & Michael McAleer
• Separate Misspecified Regressions (RePEc:qed:wpaper:424)
  by Michael McAleer & Gordon Fisher
• Exact Tests of a Model Against Non-Nested Alternatives (RePEc:qed:wpaper:431)
  by Michael McAleer
• Testing Separate Regression Models Subject to Specification Error (RePEc:qed:wpaper:441)
  by Michael McAleer & Gordon Fisher
• On the Consistency of Joint and Paired Tests for Non-Nested Regression Models (RePEc:qed:wpaper:614)
  by Naorayex K. Dastoor & Michael McAleer
• Realized volatility: a review (RePEc:rio:texdis:531)
  by Michael McAleer & Marcelo Cunha Medeiros
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:rio:texdis:568)
  by Michael McAleer & Marcelo Cunha Medeiros
• Moment-based estimation of smooth transition regression models with endogenous variables (RePEc:rio:texdis:571)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros
• Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs (RePEc:ris:actuec:v:73:y:1997:i:1:p:27-45)
  by Barten, Anton P. & McAleer, Michael
• Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:rjr:romjef:v::y:2012:i:3:p:22-43)
  by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael
• Modeling conditional correlations for risk diversification in crude oil markets (RePEc:rsk:journ2:2160797)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Modelling Country Risk and Uncertainty in Small Island Tourism Economies (RePEc:sae:toueco:v:11:y:2005:i:2:p:159-183)
  by Suhejla Hoti & Michael McAleer & Riaz Shareef
• Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain (RePEc:sae:toueco:v:15:y:2009:i:3:p:481-500)
  by Ana Bartolomé & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
• Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data (RePEc:sae:toueco:v:15:y:2009:i:3:p:501-511)
  by Hsiao-I Kuo & Chia-Lin Chang & Bing-Wen Huang & Chi-Chung Chen & Michael McAleer
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:sae:toueco:v:17:y:2011:i:3:p:481-507)
  by Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:sae:toueco:v:18:y:2012:i:1:p:5-41)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Volatility of a Market Index and its Components: An Application to Commodity Markets (RePEc:sce:scecf2:18)
  by Clinton WATKINS & Michael McALEER
• Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis (RePEc:spr:jecrev:v:67:y:2016:i:3:d:10.1111_jere.12084)
  by Michael McAleer & John Suen & Wing Keung Wong
• Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather (RePEc:spr:scient:v:117:y:2018:i:1:d:10.1007_s11192-018-2847-y)
  by David E. Allen & Michael McAleer
• Trump’s COVID-19 tweets and Dr. Fauci’s emails (RePEc:spr:scient:v:127:y:2022:i:3:d:10.1007_s11192-021-04243-z)
  by David E. Allen & Michael McAleer
• Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries (RePEc:spr:scient:v:55:y:2002:i:2:d:10.1023_a:1019611623033)
  by Dora Marinova & Michael McAleer
• Modelling the asymmetric volatility of anti-pollution patents in the USA (RePEc:spr:scient:v:59:y:2004:i:2:d:10.1023_b:scie.0000018527.22276.10)
  by Felix Chan & Dora Marinova & Michael McAleer
• A new measure of innovation: The patent success ratio (RePEc:spr:scient:v:63:y:2005:i:3:d:10.1007_s11192-005-0222-2)
  by Michael McAleer & Daniel Slottje
• Antitrust environment and innovation (RePEc:spr:scient:v:64:y:2005:i:3:d:10.1007_s11192-005-0252-9)
  by Dora Marinova & Michael McAleer & Daniel Slottje
• What makes a great journal great in the sciences? Which came first, the chicken or the egg? (RePEc:spr:scient:v:87:y:2011:i:1:d:10.1007_s11192-010-0335-0)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:syb:wpbsba:2123/20178)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent
• A capital adequacy buffer model (RePEc:taf:apeclt:v:23:y:2016:i:3:p:175-179)
  by D. E. Allen & M. McAleer & R. J. Powell & A. K. Singh
• Testing the risk premium and cost-of-carry hypotheses for currency futures contracts (RePEc:taf:apfiec:v:10:y:2000:i:3:p:277-289)
  by John Sequeira & MICHAEL McALEER
• A market-augmented model for SIMEX Brent crude oil futures contracts (RePEc:taf:apfiec:v:10:y:2000:i:5:p:543-552)
  by John Sequeira & Michael McAleer
• Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers (RePEc:taf:apfiec:v:13:y:2003:i:8:p:581-592)
  by Felix Chan & Michael McAleer
• Efficient estimation and testing of oil futures contracts in a mutual offset system (RePEc:taf:apfiec:v:14:y:2004:i:13:p:953-962)
  by M. McAleer & J. M. Sequeira
• Pricing of non-ferrous metals futures on the London Metal Exchange (RePEc:taf:apfiec:v:16:y:2006:i:12:p:853-880)
  by Clinton Watkins & Michael McAleer
• Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns (RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533)
  by Matteo Manera & Michael McAleer & Margherita Grasso
• Testing long-run neutrality using intra-year data (RePEc:taf:applec:v:32:y:2000:i:1:p:25-37)
  by Kenneth Leong & Michael McAleer
• A seasonal analysis of Asian tourist arrivals to Australia (RePEc:taf:applec:v:32:y:2000:i:4:p:499-509)
  by Christine Lim & Michael McAleer
• Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia (RePEc:taf:applec:v:33:y:2001:i:12:p:1599-1619)
  by Christine Lim & Michael McAleer
• Is a monetary union feasible for East Asia? (RePEc:taf:applec:v:36:y:2004:i:10:p:1031-1043)
  by Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer
• Convergence and catching up in ASEAN: a comparative analysis (RePEc:taf:applec:v:36:y:2004:i:2:p:137-153)
  by Lee Kian Lim & Michael McAleer
• Trends and volatilities in foreign patents registered in the USA (RePEc:taf:applec:v:36:y:2004:i:6:p:585-592)
  by Felix Chan & Dora Marinova & Michael McAleer
• On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 (RePEc:taf:applec:v:42:y:2010:i:10:p:1257-1268)
  by Joseph Macri & Michael McAleer & Dipendra Sinha
• Modelling the interactions across international stock, bond and foreign exchange markets (RePEc:taf:applec:v:42:y:2010:i:7:p:825-850)
  by Abdul Hakim & Michael McAleer
• Volatility spillover and multivariate volatility impulse response analysis of GFC news events (RePEc:taf:applec:v:49:y:2017:i:33:p:3246-3262)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
• An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series (RePEc:taf:applec:v:49:y:2017:i:7:p:677-692)
  by David E Allen & Michael McAleer & Abhay K Singh
• A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices (RePEc:taf:applec:v:50:y:2018:i:7:p:804-823)
  by David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh
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  by David E. Allen & Michael McAleer & Abhay K. Singh
• Globalization and knowledge spillover: international direct investment, exports and patents (RePEc:taf:ecinnt:v:22:y:2013:i:4:p:329-352)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
• Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example (RePEc:taf:emetrv:v:20:y:2001:i:1:p:105-112)
  by Kazumitsu Nawata & Michael McAleer
• Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (RePEc:taf:emetrv:v:22:y:2003:i:2:p:179-202)
  by Shiqing Ling & W. K. Li & Michael McAleer
• Dynamic Asymmetric Leverage in Stochastic Volatility Models (RePEc:taf:emetrv:v:24:y:2005:i:3:p:317-332)
  by Manabu Asai & Michael McAleer
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  by Esfandiar Maasoumi & Michael McAleer
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  by Manabu Asai & Michael McAleer & Jun Yu
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  by Michael McAleer & Suhejla Hoti & Felix Chan
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  by Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje
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  by Chia-Lin Chang & Michael McAleer & Les Oxley
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  by Chia-Lin Chang & Michael McAleer & Les Oxley
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  by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
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  by Massimiliano Caporin & Michael McAleer
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  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
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  by Michael McAleer & Kim Radalj
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  by David E. Allen & Michael McAleer & Marcel Scharth
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  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
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  by Marcin Jaskowski & Michael McAleer
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  by Kazumitsu Nawata & Michael McAleer
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  by David E. Allen & Michael McAleer & Abhay K. Singh
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  by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang
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  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
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  by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen
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• Management Information, Decision Sciences, and Financial Economics: A Connection (RePEc:tin:wpaper:20180004)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models (RePEc:tin:wpaper:20180005)
  by Manabu Asai & Michael McAleer
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections (RePEc:tin:wpaper:20180011)
  by Chia-Lin Chang & Michael McALeer & Wing-Keung Wong
• Pros and Cons of the Impact Factor in a Rapidly Changing Digital World (RePEc:tin:wpaper:20180014)
  by Michael McAleer & Judit Olah & Jozsef Popp
• Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump (RePEc:tin:wpaper:20180020)
  by David E. Allen & Michael McAleer & David M. Reid
• Earnings responses to disability benefit cuts (RePEc:tin:wpaper:20180023)
  by Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:tin:wpaper:20180024)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Establishing National Carbon Emission Prices for China (RePEc:tin:wpaper:20180028)
  by Chia-Lin Chang & Te-Ke Mai & Michael McAleer
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:tin:wpaper:20180031)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:tin:wpaper:20180047)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
• Simple Market Timing with Moving Averages (RePEc:tin:wpaper:20180048)
  by Jukka Ilomaki & Hannu Laurila & Michael McAleer
• Why did Warrant Markets Close in China but not Taiwan? (RePEc:tin:wpaper:20180051)
  by Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:tin:wpaper:20180052)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
• Carpooling with heterogeneous users in the bottleneck model (RePEc:tin:wpaper:20180054)
  by Xiaojuan Yu & Vincent van den Berg & Erik Verhoef
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment (RePEc:tiu:tiucen:1db235af-e3ae-45a5-861d-82ac21aec012)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
• Keynesian and new classical models of unemployment revisited (RePEc:tiu:tiucen:ae56a8af-df6f-4af9-b68c-e3650e81faa2)
  by McAleer, M. & McKenzie, C.R.
• Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution (RePEc:tiu:tiucen:d4671303-9e91-469a-b1ae-b5ad8a4ea87f)
  by Bai, J. & Jakeman, A. & McAleer, M.
• Comparing the Empirical Performance of Alternative Demand Systems (RePEc:tiu:tiucen:d782d792-fc44-4a2d-8ac0-f9335cd163fe)
  by Barten, A.P. & McAleer, M.
• Simplicity, scientific inference and econometric modelling (RePEc:tiu:tiucen:dabcc476-15d7-4177-a2f5-b29499801d7f)
  by Keuzenkamp, H.A. & McAleer, M.
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:tiu:tiucen:f6ea7d00-daeb-413b-a279-e471b0a0e997)
  by Franses, P.H. & McAleer, M.
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment (RePEc:tiu:tiutis:1db235af-e3ae-45a5-861d-82ac21aec012)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
• Keynesian and new classical models of unemployment revisited (RePEc:tiu:tiutis:ae56a8af-df6f-4af9-b68c-e3650e81faa2)
  by McAleer, M. & McKenzie, C.R.
• Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution (RePEc:tiu:tiutis:d4671303-9e91-469a-b1ae-b5ad8a4ea87f)
  by Bai, J. & Jakeman, A. & McAleer, M.
• Comparing the Empirical Performance of Alternative Demand Systems (RePEc:tiu:tiutis:d782d792-fc44-4a2d-8ac0-f9335cd163fe)
  by Barten, A.P. & McAleer, M.
• Simplicity, scientific inference and econometric modelling (RePEc:tiu:tiutis:dabcc476-15d7-4177-a2f5-b29499801d7f)
  by Keuzenkamp, H.A. & McAleer, M.
• Keynesian and new classical models of unemployment revisited (RePEc:tiu:tiutis:dfee2b9c-b152-474b-ba8d-cba736ab4bd1)
  by McAleer, M. & McKenzie, C.R.
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models (RePEc:tiu:tiutis:f6ea7d00-daeb-413b-a279-e471b0a0e997)
  by Franses, P.H. & McAleer, M.
• Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings (RePEc:tky:fseres:2003cf203)
  by Suhejla Hoti & Felix Chan & Michael McAleer
• Environmental Technology Strengths: International Rankings Based on US Patent Data (RePEc:tky:fseres:2003cf204)
  by Dora Marinova & Michael McAleer
• Regression Quantiles for Unstable Autoregressive Models (RePEc:tky:fseres:2003cf205)
  by Shiqing Ling & Michael McAleer
• Ecologically Sustainable Tourism Management (RePEc:tky:fseres:2003cf206)
  by Christine Lim & Michael McAleer
• Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (RePEc:tky:fseres:2003cf207)
  by Shiqing Ling & W. K. Li & Michael McAleer
• Modelling the Asymmetric Volatility of Electronics Patents in the USA (RePEc:tky:fseres:2003cf208)
  by Felix Chan & Dora Marinova & Michael McAleer
• Input-output Structure and Growth in China (RePEc:tky:fseres:2003cf209)
  by Baiding Hu & Michael McAleer
• Volatility Models of Currency Futures in Developed and Emerging Markets (RePEc:tky:fseres:2003cf210)
  by John M. Sequeira & Pang Chia Chiat & Michael McAleer
• Fat Tails and Asymmetry in Financial Volatility Models (RePEc:tky:fseres:2003cf211)
  by Peter Verhoeven & Michael McAleer
• Asian Monetary Integration: A Structural VAR Approach (RePEc:tky:fseres:2003cf212)
  by Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer
• Pricing of Non-ferrous Metals Futures on the London Metal Exchange (RePEc:tky:fseres:2003cf213)
  by Clinton Watkins & Michael McAleer
• Modelling International Travel Demand from Singapore to Australia (RePEc:tky:fseres:2003cf214)
  by Christine Lim & Michael McAleer
• Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors (RePEc:tky:fseres:2003cf215)
  by Zonglu He & Koichi Maekawa & Michael McAleer
• On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models (RePEc:tky:fseres:2003cf216)
  by Felix Chan & Michael McAleer
• Patent Activity and Technical Change (RePEc:tky:fseres:2003cf217)
  by Robert L. Basmann & Michael McAleer & Daniel Slottje
• Convergence and Catching Up in ASEAN: A Comparative Analysis (RePEc:tky:fseres:2003cf218)
  by Lee Kian Lim & Michael McAleer
• Estimating the Impact of Whaling on Global Whale Watching (RePEc:tky:fseres:2009cf634)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
• How Volatile is ENSO? (RePEc:tky:fseres:2009cf635)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
• What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:tky:fseres:2009cf636)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (RePEc:tky:fseres:2009cf637)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (RePEc:tky:fseres:2009cf638)
  by Massimiliano Caporin & Michael McAleer
• Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (RePEc:tky:fseres:2009cf639)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets (RePEc:tky:fseres:2009cf640)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets (RePEc:tky:fseres:2009cf641)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:tky:fseres:2009cf642)
  by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:tky:fseres:2009cf643)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:tky:fseres:2009cf644)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:tky:fseres:2009cf647)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
• Does the FOMC Have Expertise, and Can It Forecast? (RePEc:tky:fseres:2009cf648)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia (RePEc:tky:fseres:2009cf649)
  by Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang
• Modelling Sustainable International Tourism Demand to the Brazilian Amazon (RePEc:tky:fseres:2009cf650)
  by Jose Angelo Divino & Michael McAleer
• Modelling and Forecasting Daily International Mass Tourism to Peru (RePEc:tky:fseres:2009cf651)
  by Jose Angelo Divino & Michael McAleer
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (RePEc:tky:fseres:2009cf652)
  by Michael McAleer
• Alternative Asymmetric Stochastic Volatility Models (RePEc:tky:fseres:2009cf655)
  by Manabu Asai & Michael McAleer
• Asymmetry and Leverage in Realized Volatility (RePEc:tky:fseres:2009cf656)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:tky:fseres:2009cf657)
  by Manabu Asai & Michael McAleer
• Value-at-Risk for Country Risk Ratings (RePEc:tky:fseres:2009cf659)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
• On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments (RePEc:tky:fseres:2009cf660)
  by Joseph Macri & Michael McAleer & Dipendra Sinha
• Testing the Box-Cox Parameter in an Integrated Process (RePEc:tky:fseres:2009cf661)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
• A Trinomial Test for Paired Data When There are Many Ties (RePEc:tky:fseres:2009cf662)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets (RePEc:tky:fseres:2009cf663)
  by Abdul Hakim & Michael McAleer
• Cruising is Risky Business (RePEc:tky:fseres:2009cf664)
  by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
• Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain (RePEc:tky:fseres:2009cf665)
  by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:tky:fseres:2009cf667)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies (RePEc:tky:fseres:2009cf668)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Modelling and Forecasting Noisy Realized Volatility (RePEc:tky:fseres:2009cf669)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• A General Asymptotic Theory for Time Series Models (RePEc:tky:fseres:2009cf670)
  by Shiqing Ling & Michael McAleer
• Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables (RePEc:tky:fseres:2009cf671)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options (RePEc:tky:fseres:2009cf672)
  by Chatayan Wiphatthanananthakul & Michael McAleer
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (RePEc:tky:fseres:2009cf675)
  by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds (RePEc:tky:fseres:2009cf676)
  by Abdul Hakim & Michael McAleer
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence (RePEc:tky:fseres:2009cf677)
  by Abdul Hakim & Michael McAleer
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:tky:fseres:2009cf680)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:tky:fseres:2009cf683)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies (RePEc:tky:fseres:2009cf684)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
• A Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:tky:fseres:2009cf685)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Forecasting Realized Volatility with Linear and Nonlinear Models (RePEc:tky:fseres:2009cf686)
  by Michael McAleer & Marcelo C. Medeiros
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations (RePEc:tky:fseres:2009cf687)
  by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan (RePEc:tky:fseres:2009cf691)
  by Chia-Lin Chang & Michael McAleer
• Realized Volatility Risk (RePEc:tky:fseres:2009cf693)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity (RePEc:tky:fseres:2009cf694)
  by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer
• Block Structure Multivariate Stochastic Volatility Models (RePEc:tky:fseres:2009cf699)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH (RePEc:tky:fseres:2010cf704)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach (RePEc:tky:fseres:2010cf705)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:tky:fseres:2010cf706)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (RePEc:tky:fseres:2010cf713)
  by Massimiliano Caporin & Michael McAleer
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:tky:fseres:2010cf716)
  by Chia-Lin Chang & Michael McAleer
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets (RePEc:tky:fseres:2010cf718)
  by Chialin Chang & Michael McAleer & Roengchai Tansuchat
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand (RePEc:tky:fseres:2010cf722)
  by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:tky:fseres:2010cf729)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development (RePEc:tky:fseres:2010cf732)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:tky:fseres:2010cf735)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Are Forecast Updates Progressive? (RePEc:tky:fseres:2010cf736)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:tky:fseres:2010cf740)
  by Massimiliano Caporin & Michael McAleer
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies (RePEc:tky:fseres:2010cf741)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension (RePEc:tky:fseres:2010cf742)
  by Massimiliano Caporin & Michael McAleer
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance (RePEc:tky:fseres:2010cf744)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function (RePEc:tpr:restat:v:64:y:1982:i:4:p:572-83)
  by McAleer, Michael & Fisher, Gordon & Volker, Paul
• Some Exact Tests for Model Specification (RePEc:tpr:restat:v:65:y:1983:i:2:p:351-54)
  by Bera, Anvil K & McAleer, Michael
• Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models (RePEc:tpr:restat:v:70:y:1988:i:3:p:492-503)
  by Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R
• How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment (RePEc:tpr:restat:v:71:y:1989:i:1:p:99-106)
  by McAleer, Michael & Veall, Michael R
• Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives (RePEc:ubi:deawps:11)
  by Michael McAleer & Riaz Shareef & Bernardo da Veiga
• Asymmetric Multivariate Stochastic Volatility (RePEc:ubi:deawps:12)
  by Manabu Asai & Michael McAleer
• Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments (RePEc:ubi:deawps:14)
  by Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje
• Patent Activity and Technical Change (RePEc:ubi:deawps:27)
  by Robert L. Basmann & Michael McAleer & Daniel Slottje
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (RePEc:ucm:doicae:0904)
  by Massimiliano Caporin & Michael McAleer
• A Scientific Classification of Volatility Models (RePEc:ucm:doicae:0905)
  by Massimiliano Caporin & Michael McAleer
• Modelling International Tourist Arrivals and Volatility: An Application to Taiwan (RePEc:ucm:doicae:0906)
  by Chia-Lin Chang & Michael McAleer & Dan Slottje
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (RePEc:ucm:doicae:0907)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (RePEc:ucm:doicae:0910)
  by Michael McAleer
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH (RePEc:ucm:doicae:0911)
  by Massimiliano Caporin & Michael McAleer
• The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord (RePEc:ucm:doicae:0912)
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral
• Modelling Sustainable International Tourism Demand to the Brazilian Amazon (RePEc:ucm:doicae:0913)
  by Jose Angelo Divino & Michael McAleer
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO (RePEc:ucm:doicae:0914)
  by Chia-Lin Chang & Michael McAleer & Biing-Wen Huang & Meng-Gu Chen
• Modelling the Growth and Volatility in Daily International Mass Tourism to Peru (RePEc:ucm:doicae:0915)
  by Jose Angelo Divino & Michael McAleer
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options (RePEc:ucm:doicae:0916)
  by Chatayan Wiphatthanananthakul & Michael McAleer
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (RePEc:ucm:doicae:0918)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• What Happened to Risk Management During the 2008-09 Financial Crisis? (RePEc:ucm:doicae:0919)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (RePEc:ucm:doicae:0920)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• GFC-Robust Risk Management Strategies under the Basel Accord (RePEc:ucm:doicae:1001)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord (RePEc:ucm:doicae:1101)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1102)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
• Are Forecast Updates Progressive? (RePEc:ucm:doicae:1103)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Risk Management of Precious Metals (RePEc:ucm:doicae:1104)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
• Modelling and Forecasting Noisy Realized Volatility (RePEc:ucm:doicae:1109)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Causality Between Market Liquidity and Depth for Energy and Grains (RePEc:ucm:doicae:1110)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments (RePEc:ucm:doicae:1111)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee:
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets (RePEc:ucm:doicae:1112)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (RePEc:ucm:doicae:1113)
  by Chia-Lin Chang & Michael McAleer
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics (RePEc:ucm:doicae:1114)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Evaluating Individual and Mean Non-Replicable Forecasts (RePEc:ucm:doicae:1115)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range (RePEc:ucm:doicae:1116)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX (RePEc:ucm:doicae:1117)
  by Isao Ishida & Michael McAleer & Kosuke Oya
• The Dynamics of Energy-Grain Prices with Open Interest (RePEc:ucm:doicae:1118)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
• Testing the Box-Cox Parameter for an Integrated Process (RePEc:ucm:doicae:1119)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation (RePEc:ucm:doicae:1120)
  by Massimiliano Caporin & Michael McAleer
• How Volatile is ENSO? (RePEc:ucm:doicae:1121)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
• Estimating the Impact of Whaling on Global Whale Watching (RePEc:ucm:doicae:1123)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
• Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1124)
  by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience (RePEc:ucm:doicae:1125)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Citations and Impact of ISI Tourism and Hospitality Journals (RePEc:ucm:doicae:1126)
  by Chia-Lin Chang & Michael McAleer
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies (RePEc:ucm:doicae:1127)
  by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ucm:doicae:1128)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
• Asymmetry and Long Memory in Volatility Modelling (RePEc:ucm:doicae:1129)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
• Dynamic Conditional Correlations for Asymmetric Processes (RePEc:ucm:doicae:1130)
  by Manabu Asai & Michael McAleer
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan (RePEc:ucm:doicae:1131)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures (RePEc:ucm:doicae:1132)
  by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns (RePEc:ucm:doicae:1134)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• The Rise and Fall of S&P500 Variance Futures (RePEc:ucm:doicae:1135)
  by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours (RePEc:ucm:doicae:1138)
  by David E. Allen & Ron Amram & Michael McAleer
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics (RePEc:ucm:doicae:1139)
  by Chia-Lin Chang & Michael McAleer
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ucm:doicae:1201)
  by Chia-Lin Chang & Michael McAleer
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia (RePEc:ucm:doicae:1202)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models (RePEc:ucm:doicae:1203)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
• Robust Ranking of Journal Quality: An Application to Economics (RePEc:ucm:doicae:1205)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
• Robust Ranking of Multivariate GARCH Models by Problem Dimension (RePEc:ucm:doicae:1206)
  by Massimiliano Caporin & Michael McAleer
• Risk Management and Financial Derivatives: An Overview (RePEc:ucm:doicae:1208)
  by Shawkat Hammoudeh & Michael McAleer
• Robust Estimation and Forecasting of the Capital Asset Pricing Model (RePEc:ucm:doicae:1209)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns (RePEc:ucm:doicae:1210)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
• Asymmetric Adjustments in the Ethanol and Grains Markets (RePEc:ucm:doicae:1211)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability (RePEc:ucm:doicae:1212)
  by Chia-Lin Chang & Michael McAleer
• Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China (RePEc:ucm:doicae:1213)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
• Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments (RePEc:ucm:doicae:1214)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence (RePEc:ucm:doicae:1215)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents (RePEc:ucm:doicae:1216)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
• A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 (RePEc:ucm:doicae:1219)
  by D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? (RePEc:ucm:doicae:1220)
  by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
• The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions (RePEc:ucm:doicae:1224)
  by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis? (RePEc:ucm:doicae:1226)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral
• Statistical Modelling of Extreme Rainfall in Taiwan (RePEc:ucm:doicae:1227)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
• Estimating Implied Recovery Rates from the Term Structure of CDS Spreads (RePEc:ucm:doicae:1228)
  by Marcin Jaskowski & Michael McAleer
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan (RePEc:ucm:doicae:1229)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
• Volatility Spillovers from the US to Australia and China across the GFC (RePEc:ucm:doicae:1230)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism (RePEc:ucm:doicae:1301)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing (RePEc:ucm:doicae:1302)
  by Manabu Asai & Michael McAleer
• Recent Developments in Financial Economics and Econometrics: An Overview (RePEc:ucm:doicae:1303)
  by Chia-Lin Chang & David Allen & Michael McAleer
• Financial Dependence Analysis: Applications of Vine Copulae (RePEc:ucm:doicae:1305)
  by David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility (RePEc:ucm:doicae:1306)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
• A Fractionally Integrated Wishart Stochastic Volatility Model (RePEc:ucm:doicae:1307)
  by Manabu Asai & Michael McAleer
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance (RePEc:ucm:doicae:1309)
  by Chia-Lin Chang & Michael McAleer
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence (RePEc:ucm:doicae:1310)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
• Ten Things You Should Know About DCC (RePEc:ucm:doicae:1312)
  by Massimiliano Caporin & Michael McAleer
• Analyzing Fixed-event Forecast Revisions (RePEc:ucm:doicae:1314)
  by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer
• Modelling and Simulation: An Overview (RePEc:ucm:doicae:1316)
  by Michael McAleer & Les Oxley & Felix Chan
• Nonparametric Multiple Change Point Analysis of the Global Financial Crisis (RePEc:ucm:doicae:1317)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis (RePEc:ucm:doicae:1318)
  by Michael McAleer & John Suen & Wing Keung Wong
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation (RePEc:ucm:doicae:1321)
  by Massimiliano Caporin & Michael McAleer
• Risk Modelling and Management: An Overview (RePEc:ucm:doicae:1322)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral
• Herding, Information Cascades and Volatility Spillovers in Futures Markets (RePEc:ucm:doicae:1325)
  by Michael McAleer & Kim Radalj
• Realized volatility risk (RePEc:ucm:doicae:1326)
  by David E. Allen & Michael McAleer & Marcel Scharth
• International Technology Diffusion of Joint and Cross-border Patents (RePEc:ucm:doicae:1327)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution (RePEc:ucm:doicae:1328)
  by Alfredo García Hiernaux & Guerrero David E. & Michael McAleer
• Volatility Smirk as an Externality of Agency Conict and Growing Debt (RePEc:ucm:doicae:1329)
  by Marcin Jaskowski & Michael McAleer
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry (RePEc:ucm:doicae:1330)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures (RePEc:ucm:doicae:1331)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
• A Capital Adequacy Buffer Model (RePEc:ucm:doicae:1333)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc (RePEc:ucm:doicae:1334)
  by Chia-Lin Chang & Michael McAleer
• The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations (RePEc:ucm:doicae:1339)
  by Kazumitsu Nawata & Michael McAleer
• A Tourism Conditions Index (RePEc:ucm:doicae:1401)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series (RePEc:ucm:doicae:1402)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations (RePEc:ucm:doicae:1403)
  by Chia-Lin Chang & Michael McAleer
• Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance (RePEc:ucm:doicae:1405)
  by Manabu Asai & Michael McAleer
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences (RePEc:ucm:doicae:1406)
  by Chia-Lin Chang & Michael McAleer
• Risk Measurement and risk modelling using applications of Vine Copulas (RePEc:ucm:doicae:1409)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations (RePEc:ucm:doicae:1410)
  by Chia-Lin Chang & Michael McAleer
• A One Line Derivation of EGARCH (RePEc:ucm:doicae:1415)
  by Michael McAleer & Christian M. Hafner
• Asymmetric Realized Volatility Risk (RePEc:ucm:doicae:1416)
  by David E. Allen & Michael McAleer & Marcel Scharth
• Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview (RePEc:ucm:doicae:1417)
  by Shawkat Hammoudeh & Michael McAleer
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay (RePEc:ucm:doicae:1418)
  by Michael McAleer
• A Tourism Financial Conditions Index (RePEc:ucm:doicae:1420)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan (RePEc:ucm:doicae:1421)
  by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer
• Volatility Spillovers from Australia's major trading partners across the GFC (RePEc:ucm:doicae:1426)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• European Market Portfolio Diversification Strategies across the GFC (RePEc:ucm:doicae:1427)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• On the Invertibility of EGARCH (RePEc:ucm:doicae:1428)
  by Guillaume Gaetan Martinet & Michael McAleer
• A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process (RePEc:ucm:doicae:1429)
  by Christian M. Hafner & Michael McAleer
• Econometric Analysis of Financial Derivatives: An Overview (RePEc:ucm:doicae:1431)
  by Chia-Lin Chang & Michael McAleer
• Hedge Fund Portfolio Diversification Strategies Across the GFC (RePEc:ucm:doicae:1432)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting (RePEc:ucm:doicae:1501)
  by Chia-Lin Chang & Michael McAleer
• The Impact of Jumps and Leverage in Forecasting Co-Volatility (RePEc:ucm:doicae:1502)
  by Manabu Asai & Michael McAleer
• On the Invertibility of EGARCH(p,q) (RePEc:ucm:doicae:1503)
  by Guillaume Gaetan Martinet & Michael McAleer
• Frontiers in Time Series and Financial Econometrics: An Overview (RePEc:ucm:doicae:1504)
  by Shiqing Ling & Michael McAleer & Howell Tong
• International Technology Diffusion of Joint and Cross-border Patents (Revised version) (RePEc:ucm:doicae:1506)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
• Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice (RePEc:ucm:doicae:1508)
  by Chia-Lin Chang & Yiying Li & Michael McAleer
• Industrial Agglomeration and Use of the Internet (RePEc:ucm:doicae:1509)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
• Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ucm:doicae:1510)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Daily Market News Sentiment and Stock Prices (RePEc:ucm:doicae:1511)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Research Ideas for the Journal of Health & Medical Economics: Opinion (RePEc:ucm:doicae:1512)
  by Chia-Lin Chang & Michael McAleer
• Research Ideas for the Journal of Informatics and Data Mining: Opinion (RePEc:ucm:doicae:1513)
  by Michael McAleer
• Behavioural, Financial, and Health & Medical Economics: A Connection (RePEc:ucm:doicae:1514)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database (RePEc:ucm:doicae:1515)
  by Chia-Lin Chang & Michael McAleer
• A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? (RePEc:ucm:doicae:1516)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral
• From Disorder to Order (RePEc:ucm:doicae:1517)
  by Xiao-Guang Yue & Yong Cao & Michael McAleer
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution (RePEc:ucm:doicae:1518)
  by Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer
• Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC (RePEc:ucm:doicae:1519)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
• Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? (RePEc:ucm:doicae:1601)
  by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer
• How are VIX and Stock Index ETF Related? (RePEc:ucm:doicae:1602)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
• Modelling volatility spillovers for bio-ethanol, sugarcane and corn (RePEc:ucm:doicae:1603)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
• Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models (RePEc:ucm:doicae:1604)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm (RePEc:ucm:doicae:1605)
  by Xiao-Guang Yue & Rui Gao & Michael McAleer
• Industrial penetration and internet intensity (RePEc:ucm:doicae:1606)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
• Management science, economics and finance: A connection (RePEc:ucm:doicae:1607)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Estimating and forecasting generalized fractional Long memory stochastic volatility models (RePEc:ucm:doicae:1608)
  by Shelton Peiris & Manabu Asai & Michael McAleer
• Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China (RePEc:ucm:doicae:1609)
  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
• Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances (RePEc:ucm:doicae:1610)
  by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang
• Volatility spillovers for spot, futures, and ETF prices in energy and agriculture (RePEc:ucm:doicae:1611)
  by Chia-Lin Chang & Michael McAleer & Chia-Ping Liu
• An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors (RePEc:ucm:doicae:1612)
  by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang
• Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes (RePEc:ucm:doicae:1614)
  by Manabu Asai & Michael McAleer
• Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers (RePEc:ucm:doicae:1615)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer
• Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events (RePEc:ucm:doicae:1616)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
• US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries (RePEc:ucm:doicae:1617)
  by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen
• Tourism stocks in times of crises: An econometric investigation of non-macro factors (RePEc:ucm:doicae:1618)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
• An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series (RePEc:ucm:doicae:1701)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Joint and Cross-border Patents as Proxies for International Technology Diffusion (RePEc:ucm:doicae:1702)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
• A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies (RePEc:ucm:doicae:1703)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices (RePEc:ucm:doicae:1704)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
• Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization (RePEc:ucm:doicae:1705)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
• The Fiction of Full BEKK (RePEc:ucm:doicae:1706)
  by Chia-Lin Chang & Michael McAleer
• Forecasting the volatility of Nikkei 225 futures (RePEc:ucm:doicae:1707)
  by Manabu Asai & Michael McAleer
• Connecting VIX and Stock Index ETF (RePEc:ucm:doicae:1708)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
• Testing for volatility co-movement in bivariate stochastic volatility models (RePEc:ucm:doicae:1710)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
• Recent topical research on global, energy, health & medical, and tourism economics, and global software (RePEc:ucm:doicae:1712)
  by Chia-Lin Chang & Michael McAleer
• Re-opening the silk road to transform chinese trade (RePEc:ucm:doicae:1713)
  by Ning Mao & Michael McAleer
• You’ve Got Email: A Workflow Management Extraction System (RePEc:ucm:doicae:1714)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer
• Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA (RePEc:ucm:doicae:1715)
  by Chia-Lin Chang & Michael McAleer & Guangdong Zuo
• Tourism stocks in times of crises: An econometric investigation of non-macro factors (RePEc:ucm:doicae:1716)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH (RePEc:ucm:doicae:1717)
  by Chia-Lin Chang & Michael McAleer
• Theory and Application of an Economic Performance Measure of Risk (RePEc:ucm:doicae:1718)
  by Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer
• Impact of Psychological Needs on Luxury Consumption (RePEc:ucm:doicae:1719)
  by Ning Mao & Michael McAleer & Shuyu Bai
• A Tourism Financial Conditions Index for Tourism Finance (RePEc:ucm:doicae:1720)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
• A Generalized Email Classification System for Workflow Analysis (RePEc:ucm:doicae:1721)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer
• Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management (RePEc:ucm:doicae:1722)
  by David E. Allen & Michael McAleer
• Specification Testing of Production in a Stochastic Frontier Model (RePEc:ucm:doicae:1723)
  by Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries (RePEc:ucm:doicae:1725)
  by Hang K. Ryu & Daniel J. Slottje & Michael McAleer
• Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory (RePEc:ucm:doicae:1726)
  by Manabu Asai & Shelton Peiris & Michael McAleer
• An event study of chinese tourists to Taiwan (RePEc:ucm:doicae:1801)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
• A statistical analysis of industrial penetration and internet intensity in Taiwan (RePEc:ucm:doicae:1802)
  by Chia-Lin Chang & Yu-Chieh Wu & Michael McAleer
• Pricing carbon emissions in China (RePEc:ucm:doicae:1803)
  by Chia-Lin Chang & Te-Ke Mai & Michael McAleer
• Bayesian analysis of realized matrix-exponential GARCH models (RePEc:ucm:doicae:1804)
  by Manabu Asai & Michael McAleer
• Big data, computational science, economics, finance, marketing, management, and psychology: connections (RePEc:ucm:doicae:1805)
  by Chia-Lin Chang & Wing-Keung Wong & Michael McAleer
• Pros and cons of the impact factor in a rapidly changing digital world (RePEc:ucm:doicae:1806)
  by Michael McAleer & Judit Oláh & József Popp
• Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump (RePEc:ucm:doicae:1807)
  by David E. Allen & Michael McAleer & David McHardy Reid
• The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions (RePEc:ucm:doicae:1808)
  by Chia-Lin Chang & Michael McAleer
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections (RePEc:ucm:doicae:1809)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Establishing National Carbon Emission Prices for China (RePEc:ucm:doicae:1810)
  by Chia-Lin Chang & Michael McAleer & Te-Ke Mai
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan (RePEc:ucm:doicae:1811)
  by Chia-Lin Chang & Michael McAleer & Shu-Han Hsu
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:ucm:doicae:1813)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan (RePEc:ucm:doicae:1814)
  by Jukka Ilomäki & Hannu Laurila & Michael McAleer
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs (RePEc:ucm:doicae:1815)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
• Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather (RePEc:ucm:doicae:1817)
  by David E. Allen & Michael McAleer & David McHardy Reid
• A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies (RePEc:ucm:doicae:1818)
  by David E. Allen & Michael McAleer & Abhay K. Singh
• Spurious Cross-Sectional Dependence in Credit Spread Changes (RePEc:ucm:doicae:1821)
  by Marcin Jaskowski & Michael McAleer
• Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates (RePEc:ucm:doicae:1822)
  by Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment (RePEc:ucm:doicae:1823)
  by David E. Allen & Michael McAleer
• Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks (RePEc:ucm:doicae:1824)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• Long Run Returns Predictability and Volatility with Moving Averages (RePEc:ucm:doicae:1825)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK (RePEc:ucm:doicae:1826)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
• Asymptotic Theory for Rotated Multivariate GARCH Models (RePEc:ucm:doicae:1827)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels
• Financial inclusion and macroeconomic stability in emerging and frontier markets (RePEc:ucm:doicae:1901)
  by Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael McAleer
• Drawbacks in the 3-factor approach of Fama and French (RePEc:ucm:doicae:1902)
  by David E. Allen & Michael McAleer
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ucm:doicae:1903)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Financial credit risk evaluation based on core enterprise supply chains (RePEc:ucm:doicae:1904)
  by WeiMing Mou & Wing-Keung Wong & Michael McAleer
• Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 (RePEc:ucm:doicae:1905)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
• Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan (RePEc:ucm:doicae:1906)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
• Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets (RePEc:ucm:doicae:1907)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
• CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership (RePEc:ucm:doicae:1908)
  by Duc Hong Vo & Ha Minh Nguyen & Anh The Vo & Michael McAleer
• Corporate Financial Distress of Industry Level Listings in an Emerging Market (RePEc:ucm:doicae:1909)
  by Duc Hong Vo & Binh Vo-Ninh Pham & Trung Vu-Thanh Pham & Michael McAleer
• Energy consumption and economic growth: Evidence from Vietnam (RePEc:ucm:doicae:1910)
  by Ha Minh Nguyen & Ngoc Hoang Bui & Duc Hong Vo & Michael McAleer
• Modelling the relationship between crude oil and agricultural commodity prices (RePEc:ucm:doicae:1911)
  by Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer
• The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures (RePEc:ucm:doicae:1912)
  by Manabu Asai & Rangan Gupta & Michael McAleer
• Rent seeking for export licenses: Application to the Vietnam rice market (RePEc:ucm:doicae:1913)
  by Tan Ngoc Vu & Duc Hong Vo & Michael McAleer
• Risk analysis of energy in Vietnam (RePEc:ucm:doicae:1914)
  by Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer
• Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan (RePEc:ucm:doicae:1915)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
• Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany (RePEc:ucm:doicae:1916)
  by David E. Allen & Michael McAleer
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model (RePEc:ucm:doicae:1917)
  by Michael McAleer
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model (RePEc:ucm:doicae:1918)
  by Michael McAleer
• International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord (RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288)
  by Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral
• Forecasting the volatility of Nikkei 225 futures (RePEc:wly:jfutmk:v:37:y:2017:i:11:p:1141-1152)
  by Manabu Asai & Michael McAleer
• Modelling Long Memory Volatility In Agricultural Commodity Futures Returns (RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108)
  by CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT
• What Do Experts Know About Forecasting Journal Quality? A Comparison With Isi Research Impact In Finance (RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s201049521350005x)
  by Chia-Lin Chang & Michael Mcaleer
• EDITORIAL NOTE — Statement of Intent (RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213010021)
  by Michael McAleer
• Robust Estimation And Forecasting Of The Capital Asset Pricing Model (RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073)
  by GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG
• Just How Good Are The Top Three Journals In Finance? An Assessment Based On Quantity And Quality Citations (RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500055)
  by Chia-Lin Chang & Michael Mcaleer
• Editorial Note: Introduction To The Inaugural Special Issue (RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214020011)
  by Michael McAleer
• Editorial Note: Special Issues Of Annals Of Financial Economics (Afe) (RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217020018)
  by MICHAEL McALEER
• Editorial Note: Review Papers For Annals Of Financial Economics (RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218010017)
  by MICHAEL McALEER
• Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis (RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500082)
  by DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH
• Pricing Carbon Emissions In China (RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148)
  by Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer
• Financial Inclusion And Macroeconomic Stability In Emerging And Frontier Markets (RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088)
  by Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael Mcaleer
• Financial Integration, Energy Consumption And Economic Growth In Vietnam (RePEc:wsi:afexxx:v:15:y:2020:i:03:n:s2010495220500104)
  by Nguyen Minh Ha & Bui Hoang Ngoc & Michael Mcaleer
• Flattening The Curve In Risk Management Of Covid-19: Do Lockdowns Work? (RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500116)
  by David E. Allen & Michael Mcaleer
• Predicting Cases And Deaths In Europe From Covid-19 Tests And Country Populations (RePEc:wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500177)
  by David E. Allen & Michael Mcaleer
• Submissions And Acceptances For The Annals Of Financial Economics (Afe) (RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221010016)
  by Michael Mcaleer
• Asset Investment Diversification, Bankruptcy Risk And The Mediating Role Of Business Diversification (RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500019)
  by Vu Huu Thanh & Nguyen Minh Ha & Michael Mcaleer
• Zero-Inflated Poisson Regression Models: Applications In The Sciences And Social Sciences (RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s2010495221500068)
  by BUU-CHAU TRUONG & KIM-HUNG PHO & CONG-CHANH DINH & MICHAEL McALEER
• Evaluating The Efficiency Of Vietnam Banks Using Data Envelopment Analysis (RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150010x)
  by Do Thi Thanh Nhan & Kim-Hung Pho & Dang Thi Van Anh & Michael Mcaleer
• Drawbacks in the 3-Factor Approach of Fama and French (2018) (RePEc:wsi:afexxx:v:18:y:2023:i:01:n:s2010495222400012)
  by David E. Allen & Michael McAleer
• Joint and Cross-Border Patents as Proxies for International Technology Diffusion (RePEc:wsi:ijitmx:v:15:y:2018:i:02:n:s0219877018500104)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang