Michael McAleer

Names

first:	Michael
last:	McAleer

Identifer

RePEc Short-ID:

pmc90

Contact

Research profile

author of:

• 22nd Anniversary Special Issue Of Advances In Decision Sciences (Ads), 1997-2018
  Advances in Decision Sciences, Asia University, Taiwan (2018)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:22:y:2018:i:1:p:1-12)
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
  Advances in Decision Sciences, Asia University, Taiwan (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, aag:wpaper:v:22:y:2018:i:1:p:13-22)
• Fake News And Indifference To Truth: Dissecting Tweets And State Of The Union Addresses By Presidents Obama And Trump
  Advances in Decision Sciences, Asia University, Taiwan (2018)
  by David E. Allen & Michael McAleer & David McHardy Reid
  (ReDIF-article, aag:wpaper:v:22:y:2018:i:1:p:180-203)
• Research Ideas For Advances In Decision Sciences (Ads): 22nd Anniversary Special Issue In 2018
  Advances in Decision Sciences, Asia University, Taiwan (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, aag:wpaper:v:22:y:2018:i:1:p:23-35)
• Decision Sciences, Economics, Finance, Business, Computing, And Big Data: Connections
  Advances in Decision Sciences, Asia University, Taiwan (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, aag:wpaper:v:22:y:2018:i:1:p:36-94)
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
  Advances in Decision Sciences, Asia University, Taiwan (2019)
  by Michael McAleer & Hang K. Ryu & Daniel J. Slottje
  (ReDIF-article, aag:wpaper:v:23:y:2019:i:1:p:31-61)
• The Gender Wealth Gap by Household Head in Vietnam
  Advances in Decision Sciences, Asia University, Taiwan (2019)
  by Duc Hong Vo & Phuong Doan Ho & Chi Minh Ho & Michael McAleer
  (ReDIF-article, aag:wpaper:v:23:y:2019:i:3:p:122-153)
• Applications of the Newton-Raphson Method in Decision Sciences and Education
  Advances in Decision Sciences, Asia University, Taiwan (2019)
  by Buu-Chau Truong & Nguyen Van Thuan & Nguyen Huu Hau & Michael McAleer
  (ReDIF-article, aag:wpaper:v:23:y:2019:i:4:p:52-80)
• Summary of Advances in Decision Sciences (ADS) - 2019
  Advances in Decision Sciences, Asia University, Taiwan (2019)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:23:y:2019:i:4:p:81-93)
• Net Interest Marginof Commercial Banks in Vietnam
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Nguyen Duy Suu & Thu-Quang Luu & Kim-Hung Pho & Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:1:p:1-27)
• Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:1:p:70-84)
• The Future of Tourism in the COVID-19 Era
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Chia-Lin Chang & Michael McAleer & Vicente Ramos
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:3:p:218-230)
• Comments on Recent COVID-19 Research in JAMA
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:3:p:63-83)
• Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Dang-Khoa Duong & Thi Thanh-Phuong Phan & Kim-Hung Pho & Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:4:p:1-34)
• Seeking Clarity in a World Infected by COVID-19 and Fake News
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:4:p:35-43)
• Summary of Advances in Decision Sciences (ADS) - 2020
  Advances in Decision Sciences, Asia University, Taiwan (2020)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:24:y:2020:i:4:p:89-100)
• A Critical Analysis of Some Recent Medical Research in Science on COVID-19
  Advances in Decision Sciences, Asia University, Taiwan (2021)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:25:y:2021:i:1:p:216-332)
• A Critique of Recent Medical Research in JAMA on COVID-19
  Advances in Decision Sciences, Asia University, Taiwan (2021)
  by Michael McAleer
  (ReDIF-article, aag:wpaper:v:25:y:2021:i:1:p:40-142)
• Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations
  Advances in Decision Sciences, Asia University, Taiwan (2021)
  by David E. Allen & Michael McAleer
  (ReDIF-article, aag:wpaper:v:25:y:2021:i:2:p:1-27)
• The Safety of Banks in Vietnam Using CAMEL
  Advances in Decision Sciences, Asia University, Taiwan (2021)
  by Do Thi Thanh Nhan & Kim-Hung Pho & Dang Thi Van Anh & Michael McAleer
  (ReDIF-article, aag:wpaper:v:25:y:2021:i:2:p:158-192)
• Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences
  Advances in Decision Sciences, Asia University, Taiwan (2021)
  by Kim-Hung Pho & Michael McAleer
  (ReDIF-article, aag:wpaper:v:25:y:2021:i:2:p:74-104)
• What Will Take the Con out of Econometrics?
  American Economic Review, American Economic Association (1985)
  by McAleer, Michael & Pagan, Adrian R & Volker, Paul A
  (ReDIF-article, aea:aecrev:v:75:y:1985:i:3:p:293-307)
• Risk Management of Daily Tourist Tax Revenues for the Maldives
  Natural Resources Management Working Papers, Fondazione Eni Enrico Mattei (FEEM) (2005)
  by McAleer, Michael & Shareef, Riaz & da Veiga, Bernardo
  (ReDIF-paper, ags:feemnr:12128)
• A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1979)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
  (ReDIF-paper, ags:queddp:275153)
• Interest Rates and durability in the Linear Expenditure Family
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
  (ReDIF-paper, ags:queddp:275166)
• Principles and Methods in the Testing of Alternative Models
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Fisher, Gordon & McAleer, Michael
  (ReDIF-paper, ags:queddp:275167)
• Two Papers on Linear Models
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Fisher, Gordon & Gregory, Allan W. & McAleer, Michael
  (ReDIF-paper, ags:queddp:275178)
• Two Papers on Model Testing and Discrimination
  Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
  by Fisher, Gordon & McAleer, Michael
  (ReDIF-paper, ags:queddp:275191)
• A One Line Derivation of EGARCH
  LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014)
  by McAleer, Michael & Hafner, Christian
  (ReDIF-paper, aiz:louvar:2014030)
• Structure and asymptotic theory for nonlinear models with GARCH erros
  Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2015)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-article, anp:econom:v:16:y:2015:1:1_21)
• A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis
  Journal of Business & Economic Statistics, American Statistical Association (1989)
  by Hall, A D & McAleer, Michael
  (ReDIF-article, bes:jnlbes:v:7:y:1989:i:1:p:95-106)
• It pays to violate: how effective are the Basel accord penalties in encouraging risk management?
  Accounting and Finance, Accounting and Finance Association of Australia and New Zealand (2012)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
  (ReDIF-article, bla:acctfi:v:52:y:2012:i:1:p:95-116)
• A Note on Identifiability in the Linear Expenditure Family
  Australian Economic Papers, Wiley Blackwell (1982)
  by Fisher, Gordon & McAleer, Michael & Whistler, Diana
  (ReDIF-article, bla:ausecp:v:21:y:1982:i:39:p:416-20)
• Testing Multiple Non‐Nested Factor Demand Systems
  Bulletin of Economic Research, Wiley Blackwell (2005)
  by Matteo Manera & Michael McAleer
  (ReDIF-article, bla:buecrs:v:57:y:2005:i:1:p:37-66)
• Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction
  The Economic Record, The Economic Society of Australia (1988)
  by MICHAEL McALEER & RIC SIMES
  (ReDIF-article, bla:ecorec:v:64:y:1988:i:4:p:275-277)
• Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction
  The Economic Record, The Economic Society of Australia (1989)
  by MICHAEL McALEER & RIC SIMES
  (ReDIF-article, bla:ecorec:v:65:y:1989:i:1:p:51-53)
• Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction
  The Economic Record, The Economic Society of Australia (1989)
  by MICHAEL McALEER & RIC SIMES
  (ReDIF-article, bla:ecorec:v:65:y:1989:i:2:p:150-151)
• Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction
  The Economic Record, The Economic Society of Australia (1989)
  by Michael Mcaleer & Ric Simes
  (ReDIF-article, bla:ecorec:v:65:y:1989:i:3:p:240-242)
• Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares
  The Economic Record, The Economic Society of Australia (1992)
  by MICHAEL McALEER
  (ReDIF-article, bla:ecorec:v:68:y:1992:i:1:p:65-72)
• Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts
  The Economic Record, The Economic Society of Australia (2001)
  by John M. Sequeira & Michael McAleer & Ying‐Foon Chow
  (ReDIF-article, bla:ecorec:v:77:y:2001:i:238:p:270-282)
• Volatility smirk as an externality of agency conflict and growing debt
  International Journal of Economic Theory, The International Society for Economic Theory (2015)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-article, bla:ijethy:v:11:y:2015:i:4:p:389-404)
• On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach
  The Japanese Economic Review, Japanese Economic Association (1997)
  by Colin McKenzie & Michael McAleer
  (ReDIF-article, bla:jecrev:v:48:y:1997:i:4:p:368-389)
• Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models
  The Japanese Economic Review, Japanese Economic Association (1999)
  by Colin R. McKenzie & Michael McAleer & Len Gill
  (ReDIF-article, bla:jecrev:v:50:y:1999:i:3:p:239-252)
• Asymptotic Properties Of The Estimator Of The Long‐Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors
  The Japanese Economic Review, Japanese Economic Association (2003)
  by Zonglu He & Koichi Maekawa & Michael McAleer
  (ReDIF-article, bla:jecrev:v:54:y:2003:i:4:p:420-438)
• Aggregation, Heterogeneous Autoregression And Volatility Of Daily International Tourist Arrivals And Exchange Rates
  The Japanese Economic Review, Japanese Economic Association (2012)
  by Chia-Lin Chang & Michael Mcaleer
  (ReDIF-article, bla:jecrev:v:63:y:2012:i:3:p:397-419)
• Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis
  The Japanese Economic Review, Japanese Economic Association (2016)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-article, bla:jecrev:v:67:y:2016:i:3:p:257-279)
• The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995
  Journal of Economic Surveys, Wiley Blackwell (1996)
  by McAleer, Michael & McKenzie, Colin
  (ReDIF-article, bla:jecsur:v:10:y:1996:i:1:p:105-14)
• The Osaka Econometrics Conference: Osaka, Japan, 1995
  Journal of Economic Surveys, Wiley Blackwell (1996)
  by McAleer, Michael
  (ReDIF-article, bla:jecsur:v:10:y:1996:i:1:p:115-22)
• The Ten Commandments for Organizing a Conference
  Journal of Economic Surveys, Wiley Blackwell (1997)
  by Michael McAleer
  (ReDIF-article, bla:jecsur:v:11:y:1997:i:2:p:231-233)
• Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996
  Journal of Economic Surveys, Wiley Blackwell (1997)
  by Michael McAleer
  (ReDIF-article, bla:jecsur:v:11:y:1997:i:4:p:419-432)
• The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia
  Journal of Economic Surveys, Wiley Blackwell (1998)
  by Michael McAleer & Colin McKenzie & Les Oxley
  (ReDIF-article, bla:jecsur:v:12:y:1998:i:1:p:125-130)
• The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997
  Journal of Economic Surveys, Wiley Blackwell (1998)
  by Michael McAleer & Colin McKenzie & Les Oxley
  (ReDIF-article, bla:jecsur:v:12:y:1998:i:4:p:399-416)
• Cointegration in Practice
  Journal of Economic Surveys, Wiley Blackwell (1998)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:12:y:1998:i:5:p:417-422)
• Cointegration Analysis of Seasonal Time Series
  Journal of Economic Surveys, Wiley Blackwell (1998)
  by Philip Hans Franses & Michael McAleer
  (ReDIF-article, bla:jecsur:v:12:y:1998:i:5:p:651-678)
• Editorial
  Journal of Economic Surveys, Wiley Blackwell (1998)
  by Les Oxley & Michael McAleer
  (ReDIF-article, bla:jecsur:v:12:y:1998:i:5:p:i-i)
• Editorial
  Journal of Economic Surveys, Wiley Blackwell (1999)
  by Les Oxley & Michael McAleer
  (ReDIF-article, bla:jecsur:v:13:y:1999:i:1:p:no-no)
• Pricing of Forward and Futures Contracts
  Journal of Economic Surveys, Wiley Blackwell (2000)
  by Ying‐Foon Chow & Michael McAleer & John Sequeira
  (ReDIF-article, bla:jecsur:v:14:y:2000:i:2:p:215-253)
• The Ten Commandments for Attending a Conference
  Journal of Economic Surveys, Wiley Blackwell (2001)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:15:y:2001:i:5:p:671-678)
• The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999
  Journal of Economic Surveys, Wiley Blackwell (2002)
  by Michael McAleer & Colin McKenzie
  (ReDIF-article, bla:jecsur:v:16:y:2002:i:1:p:111-121)
• The Ten Commandments for Presenting a Conference Paper
  Journal of Economic Surveys, Wiley Blackwell (2002)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:16:y:2002:i:2:p:215-218)
• The Econometrics of Financial Time Series
  Journal of Economic Surveys, Wiley Blackwell (2002)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:16:y:2002:i:3:p:237-243)
• Recent Theoretical Results for Time Series Models with GARCH Errors
  Journal of Economic Surveys, Wiley Blackwell (2002)
  by W. K. Li & Shiqing Ling & Michael McAleer
  (ReDIF-article, bla:jecsur:v:16:y:2002:i:3:p:245-269)
• An Empirical Assessment of Country Risk Ratings and Associated Models
  Journal of Economic Surveys, Wiley Blackwell (2004)
  by Suhejla Hoti & Michael McAleer
  (ReDIF-article, bla:jecsur:v:18:y:2004:i:4:p:539-588)
• Econometric modelling of non‐ferrous metal prices
  Journal of Economic Surveys, Wiley Blackwell (2004)
  by Clinton Watkins & Michael McAleer
  (ReDIF-article, bla:jecsur:v:18:y:2004:i:5:p:651-701)
• The ten commandments for ranking university quality
  Journal of Economic Surveys, Wiley Blackwell (2005)
  by Michael McAleer
  (ReDIF-article, bla:jecsur:v:19:y:2005:i:4:p:649-653)
• The Ten Commandments for Academics
  Journal of Economic Surveys, Wiley Blackwell (2005)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:19:y:2005:i:5:p:823-826)
• Intellectual Property And Economic Incentives
  Journal of Economic Surveys, Wiley Blackwell (2006)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:20:y:2006:i:4:p:483-491)
• How Does Country Risk Affect Innovation? An Application To Foreign Patents Registered In The Usa
  Journal of Economic Surveys, Wiley Blackwell (2006)
  by Suhejla Hoti & Michael McAleer
  (ReDIF-article, bla:jecsur:v:20:y:2006:i:4:p:691-714)
• Intellectual Property Litigation Activity In The Usa
  Journal of Economic Surveys, Wiley Blackwell (2006)
  by Suhejla Hoti & Michael McAleer & Daniel Slottje
  (ReDIF-article, bla:jecsur:v:20:y:2006:i:4:p:715-729)
• Measuring Risk In Environmental Finance
  Journal of Economic Surveys, Wiley Blackwell (2007)
  by Suhejla Hoti & Michael McAleer & Laurent L. Pauwels
  (ReDIF-article, bla:jecsur:v:21:y:2007:i:5:p:970-998)
• In Memoriam
  Journal of Economic Surveys, Wiley Blackwell (2009)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:23:y:2009:i:4:p:613-616)
• The Ten Commandments For Optimizing Value‐At‐Risk And Daily Capital Charges
  Journal of Economic Surveys, Wiley Blackwell (2009)
  by Michael McAleer
  (ReDIF-article, bla:jecsur:v:23:y:2009:i:5:p:831-849)
• The Ten Commandments For Managing Value At Risk Under The Basel Ii Accord
  Journal of Economic Surveys, Wiley Blackwell (2009)
  by Juan‐Ángel Jiménez‐Martín & Michael McAleer & Teodosio Pérez‐Amaral
  (ReDIF-article, bla:jecsur:v:23:y:2009:i:5:p:850-855)
• A Scientific Classification Of Volatility Models
  Journal of Economic Surveys, Wiley Blackwell (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, bla:jecsur:v:24:y:2010:i:1:p:192-195)
• The Ten Commandments For Managing Investments
  Journal of Economic Surveys, Wiley Blackwell (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, bla:jecsur:v:24:y:2010:i:1:p:196-200)
• Ten Things We Should Know About Time Series
  Journal of Economic Surveys, Wiley Blackwell (2011)
  by Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:25:y:2011:i:1:p:185-188)
• Forecasting Realized Volatility With Linear And Nonlinear Univariate Models
  Journal of Economic Surveys, Wiley Blackwell (2011)
  by Michael McAleer & Marcelo C. Medeiros
  (ReDIF-article, bla:jecsur:v:25:y:2011:i:1:p:6-18)
• What Makes A Great Journal Great In Economics? The Singer Not The Song
  Journal of Economic Surveys, Wiley Blackwell (2011)
  by Chia‐Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-article, bla:jecsur:v:25:y:2011:i:2:p:326-361)
• Professor Halbert L. White, 1950–2012
  Journal of Economic Surveys, Wiley Blackwell (2012)
  by Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-article, bla:jecsur:v:26:y:2012:i:4:p:551-554)
• Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models
  Journal of Economic Surveys, Wiley Blackwell (2012)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, bla:jecsur:v:26:y:2012:i:4:p:736-751)
• Evaluating Macroeconomic Forecasts: A Concise Review Of Some Recent Developments
  Journal of Economic Surveys, Wiley Blackwell (2014)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-article, bla:jecsur:v:28:y:2014:i:2:p:195-208)
• Econometric Issues in Macroeconomic Models with Generated Regressors
  Journal of Economic Surveys, Wiley Blackwell (1993)
  by Oxley, Les & McAleer, Michael
  (ReDIF-article, bla:jecsur:v:7:y:1993:i:1:p:1-40)
• Sherlock Holmes and the Search for Truth: A Diagnostic Tale
  Journal of Economic Surveys, Wiley Blackwell (1994)
  by McAleer, Michael
  (ReDIF-article, bla:jecsur:v:8:y:1994:i:4:p:317-70)
• Testing for Unit Roots and Non‐linear Transformations
  Journal of Time Series Analysis, Wiley Blackwell (1998)
  by Philip Hans Franses & Michael McAleer
  (ReDIF-article, bla:jtsera:v:19:y:1998:i:2:p:147-164)
• Testing Separate Time Series Models
  Journal of Time Series Analysis, Wiley Blackwell (1988)
  by Michael McAleer & C. R. McKenzie & A. D. Hall
  (ReDIF-article, bla:jtsera:v:9:y:1988:i:2:p:169-189)
• On The Effects Of Misspecification Errors In Models With Generated Regressors
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1994)
  by C. R. McKenzie & Michael McAleer
  (ReDIF-article, bla:obuest:v:56:y:1994:i:4:p:441-455)
• On the Effects of Misspecification Errors in Models with Generated Regressors
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1994)
  by McKenzie, C R & McAleer, Michael
  (ReDIF-article, bla:obuest:v:56:y:1994:i:4:p:441-55)
• Expert opinion versus expertise in forecasting
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2009)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-article, bla:stanee:v:63:y:2009:i:3:p:334-346)
• A general asymptotic theory for time‐series models
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2010)
  by Shiqing Ling & Michael McAleer
  (ReDIF-article, bla:stanee:v:64:y:2010:i:1:p:97-111)
• Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2011)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, bla:stanee:v:65:y:2011:i:2:p:125-163)
• Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, bla:stanee:v:67:y:2013:i:1:p:27-53)
• Financial dependence analysis: applications of vine copulas
  Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2013)
  by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-article, bla:stanee:v:67:y:2013:i:4:p:403-435)
• Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates
  Journal of Time Series Econometrics, De Gruyter (2020)
  by Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E.
  (ReDIF-article, bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2)
• Multivariate Hyper-Rotated GARCH-BEKK
  Journal of Time Series Econometrics, De Gruyter (2022)
  by Asai Manabu & McAleer Michael
  (ReDIF-article, bpj:jtsmet:v:14:y:2022:i:2:p:175-198:n:3)
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of Us Unemployment
  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
  (ReDIF-paper, cam:camdae:9013)
• Cointegration and Direct Tests of the Rational Expectations Hypothesis
  Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1993)
  by McAleer, M. & McKenzie, C.R. & Pesaren, M.H.
  (ReDIF-paper, cam:camdae:9306)
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/02)
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/03)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/04)
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse
  (ReDIF-paper, cbt:econwp:10/05)
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/06)
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, cbt:econwp:10/09)
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/11)
• Are Forecast Updates Progressive?
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/12)
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/13)
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Chatayan Wiphatthanananthakul
  (ReDIF-paper, cbt:econwp:10/15)
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/16)
• Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cbt:econwp:10/18)
• Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cbt:econwp:10/19)
• A Trinomial Test for Paired Data When There are Many Ties
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cbt:econwp:10/20)
• Modelling and Forecasting Noisy Realized Volatility
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Manuabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cbt:econwp:10/21)
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cbt:econwp:10/22)
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/23)
• Block Structure Multivariate Stochastic Volatility Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/24)
• Realized Volatility Risk
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, cbt:econwp:10/26)
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cbt:econwp:10/27)
• Forecasting Realized Volatility with Linear and Nonlinear Univariate Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cbt:econwp:10/28)
• Value-at-Risk for Country Risk Ratings
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
  (ReDIF-paper, cbt:econwp:10/29)
• Estimating the Impact of Whaling on Global Whale Watching
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/30)
• How Volatile is ENSO?
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by LanFen Chu & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/31)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Massimiliano Caporin
  (ReDIF-paper, cbt:econwp:10/32)
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/33)
• Ranking Multivariate GARCH Models by Problem Dimension
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/34)
• Combining Non-Replicable Forecasts
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/35)
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/36)
• Risk Management of Precious Metals
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/37)
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cbt:econwp:10/38)
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/39)
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
  (ReDIF-paper, cbt:econwp:10/40)
• Ten Things We Should Know About Time Series
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/42)
• What Makes a Great Journal Great in Economics? The Singer Not the Song
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/43)
• Article Influence Score = 5YIF divided by 2
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/44)
• Modeling the Volatility in Global Fertilizer Prices
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/46)
• How does Zinfluence Affect Article Influence?
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/47)
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/54)
• Modeling the Effect of Oil Price on Global Fertilizer Prices
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/55)
• Model Selection and Testing of Conditional and Stochastic Volatility Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/58)
• Asymmetry and Long Memory in Volatility Modelling
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cbt:econwp:10/60)
• GFC-Robust Risk Management Strategies under the Basel Accord
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, cbt:econwp:10/63)
• Moment Restriction-based Econometric Methods: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama
  (ReDIF-paper, cbt:econwp:10/65)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cbt:econwp:10/66)
• Journal Impact Factor Versus Eigenfactor and Article Influence
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/67)
• Alternative Asymmetric Stochastic Volatility Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/70)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/73)
• Evaluating Combined Non-Replicable Forecasts
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/74)
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:10/75)
• Dynamic Conditional Correlations for Asymmetric Processes
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/76)
• Testing the Box-Cox Parameter for an Integrated Process
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/77)
• Asymmetric Adjustments in the Ethanol and Grains Markets
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, cbt:econwp:10/78)
• Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2010)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cbt:econwp:10/79)
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, cbt:econwp:11/05)
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:11/06)
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Isao Ishida & Michael McAleer & Kosuke Oya
  (ReDIF-paper, cbt:econwp:11/11)
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, cbt:econwp:11/12)
• Causality Between Market Liquidity and Depth for Energy and Grains
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/15)
• Evaluating Individual and Mean Non-Replicable Forecasts
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/16)
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/17)
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/22)
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/23)
• The Dynamics of Energy-Grain Prices with Open Interest
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/24)
• Analyzing Fixed-event Forecast Revisions
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/25)
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  (ReDIF-paper, cbt:econwp:11/26)
• Citations and Impact of ISI Tourism and Hospitality Journals
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/27)
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  (ReDIF-paper, cbt:econwp:11/28)
• The Rise and Fall of S&P500 Variance Futures
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  (ReDIF-paper, cbt:econwp:11/32)
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by David E. Allena & Ron Amrama & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/42)
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2011)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:11/43)
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/02)
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/04)
• Robust Ranking of Journal Quality: An Application to Economics
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/05)
• Robust Ranking of Multivariate GARCH Models by Problem Dimension
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/06)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cbt:econwp:12/09)
• Risk Management and Financial Derivatives: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/10)
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:12/11)
• Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, cbt:econwp:12/12)
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:12/13)
• How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy?
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Lau-Fen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, cbt:econwp:12/15)
• Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2012)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
  (ReDIF-paper, cbt:econwp:12/19)
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/04)
• Recent Developments in Financial Economics and Econometrics: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & David Allen & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/06)
• Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/07)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, cbt:econwp:13/08)
• Statistical Modelling of Extreme Rainfall in Taiwan
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
  (ReDIF-paper, cbt:econwp:13/09)
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/10)
• Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, cbt:econwp:13/12)
• Ten Things You Should Know About DCC
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/16)
• Modeling and Simulation: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Michael McAleer & Felix Chan & Les Oxley
  (ReDIF-paper, cbt:econwp:13/18)
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-paper, cbt:econwp:13/20)
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/21)
• Risk Modeling and Management: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
  (ReDIF-paper, cbt:econwp:13/22)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Michael McAleer & Kim Radalj
  (ReDIF-paper, cbt:econwp:13/23)
• International Technology Diffusion of Joint and Cross-border Patents
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Michael McAleer & Chia-Lin Chang & Ju-Ting Tang
  (ReDIF-paper, cbt:econwp:13/24)
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, cbt:econwp:13/27)
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cbt:econwp:13/30)
• A Capital Adequacy Buffer Model
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2013)
  by David Allen & Michael McAleer & Robert Powell & Abhay Singh
  (ReDIF-paper, cbt:econwp:13/35)
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/01)
• The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Kazumitsu Nawata & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/02)
• A Tourism Conditions Index
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/03)
• Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, cbt:econwp:14/04)
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/07)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/08)
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Michael McAleer
  (ReDIF-paper, cbt:econwp:14/09)
• Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/10)
• Risk Measurement and Risk Modelling Using Applications of Vine Copulas
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, cbt:econwp:14/12)
• A Tourism Financial Conditions Index
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/13)
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/14)
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/15)
• A One Line Derivation of EGARCH
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Michael McAleer & Christian M. Hafner
  (ReDIF-paper, cbt:econwp:14/16)
• Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/17)
• A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Christian M. Hafner & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/19)
• Asymmetric Realized Volatility Risk
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, cbt:econwp:14/20)
• On the Invertibility of EGARCH
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/21)
• Volatility Spillovers from Australia's major trading partners across the GFC
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, cbt:econwp:14/23)
• Asymmetry and Leverage in Conditional Volatility Models
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Michael McAleer
  (ReDIF-paper, cbt:econwp:14/24)
• European Market Portfolio Diversifcation Strategies across the GFC
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, cbt:econwp:14/25)
• Hedge Fund Portfolio Diversification Strategies Across the GFC
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
  (ReDIF-paper, cbt:econwp:14/27)
• Econometric Analysis of Financial Derivatives: An Overview
  Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cbt:econwp:14/29)
• What Happened to Risk Management During the 2008-09 Financial Crisis?
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, cfi:fseres:cf155)
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf156)
• Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cfi:fseres:cf157)
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, cfi:fseres:cf158)
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, cfi:fseres:cf159)
• Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cfi:fseres:cf162)
• Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cfi:fseres:cf163)
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer
  (ReDIF-paper, cfi:fseres:cf164)
• Alternative Asymmetric Stochastic Volatility Models
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf166)
• Asymmetry and Leverage in Realized Volatility
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cfi:fseres:cf167)
• Dynamic Conditional Correlations for Asymmetric Processes
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf168)
• Value-at-Risk for Country Risk Ratings
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
  (ReDIF-paper, cfi:fseres:cf169)
• Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf170)
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, cfi:fseres:cf171)
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf172)
• Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chatayan Wiphatthanananthakul & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf173)
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf175)
• VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf178)
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf179)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf183)
• It Pays to Violate: How Effective are the Basel Accord Penalties?
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf186)
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
  (ReDIF-paper, cfi:fseres:cf187)
• A Panel Threshold Model of Tourism Specialization and Economic Development
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf188)
• Forecasting Realized Volatility with Linear and Nonlinear Models
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, cfi:fseres:cf189)
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, cfi:fseres:cf190)
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf192)
• Realized Volatility Risk
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2009)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, cfi:fseres:cf197)
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cfi:fseres:cf201)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf202)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf217)
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf218)
• Ranking Multivariate GARCH Models by Problem Dimension
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, cfi:fseres:cf219)
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
  CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, cfi:fseres:cf220)
• Interest Rates and Durability in the Linear Expenditure Family
  Canadian Journal of Economics, Canadian Economics Association (1981)
  by Gordon Fisher & Michael McAleer & Diana Whistler
  (ReDIF-article, cje:issued:v:14:y:1981:i:2:p:331-41)
• Simultaneity and the Demand for Money in Canada: Comments and Extensions
  Canadian Journal of Economics, Canadian Economics Association (1981)
  by Allan W. Gregory & Michael McAleer
  (ReDIF-article, cje:issued:v:14:y:1981:i:3:p:488-96)
• Testing Non-Nested Specifications of Money Demand for Canada
  Canadian Journal of Economics, Canadian Economics Association (1983)
  by Allan W. Gregory & Michael McAleer
  (ReDIF-article, cje:issued:v:16:y:1983:i:4:p:593-602)
• Some exact tests for model specification
  LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (1983)
  by BERA, Anil K. & McALEER, Michael
  (ReDIF-paper, cor:louvrp:549)
• What Will Take the Con Out of Econometrics?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1985)
  by McAleer, Michael & Pagan, Adrian
  (ReDIF-paper, cpr:ceprdp:39)
• Simplicity, Inference and Modelling
  Cambridge Books, Cambridge University Press (2009)
  by
  (ReDIF-book, cup:cbooks:9780521121354)
• Simplicity, Inference and Modelling
  Cambridge Books, Cambridge University Press (2002)
  by
  (ReDIF-book, cup:cbooks:9780521803618)
• Analytical Power Comparisons Of Nested And Nonnested Tests For Linear And Loglinear Regression Models
  Econometric Theory, Cambridge University Press (1999)
  by Kobayashi, Masahito & McAleer, Michael
  (ReDIF-article, cup:etheor:v:15:y:1999:i:01:p:99-113_15)
• NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
  Econometric Theory, Cambridge University Press (2002)
  by Ling, Shiqing & McAleer, Michael
  (ReDIF-article, cup:etheor:v:18:y:2002:i:03:p:722-729_18)
• Asymptotic Theory For A Vector Arma-Garch Model
  Econometric Theory, Cambridge University Press (2003)
  by Ling, Shiqing & McAleer, Michael
  (ReDIF-article, cup:etheor:v:19:y:2003:i:02:p:280-310_19)
• Automated Inference And Learning In Modeling Financial Volatility
  Econometric Theory, Cambridge University Press (2005)
  by McAleer, Michael
  (ReDIF-article, cup:etheor:v:21:y:2005:i:01:p:232-261_05)
• Generalized Autoregressive Conditional Correlation
  Econometric Theory, Cambridge University Press (2008)
  by McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer
  (ReDIF-article, cup:etheor:v:24:y:2008:i:06:p:1554-1583_08)
• Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses
  Econometric Theory, Cambridge University Press (1989)
  by Dastoor, Naorayex K. & McAleer, Michael
  (ReDIF-article, cup:etheor:v:5:y:1989:i:01:p:83-94_01)
• On The Robustness Of Tests Of Outliers And Functional Form
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1989)
  by Mcaleer, M. & Tse, Y.K.
  (ReDIF-paper, dpr:wpaper:0179)
• The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1989)
  by Bai, J. & Jakeman, J. & Mcaleer, M.
  (ReDIF-paper, dpr:wpaper:0196)
• Joint Tests Of Non-Nested Modls And General Error Specifications
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (1989)
  by Beraq, A.K. & Mcaleer, M. & Pesaran, M.H.
  (ReDIF-paper, dpr:wpaper:0197)
• Regression Quantiles for Unstable Autoregressive Models
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Ling, S. & McAleer, M.
  (ReDIF-paper, dpr:wpaper:0526)
• Modelling the Determinants of International Tourism Demand to Australia
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Christine Lim & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0532)
• Time Series Forecasts of International Tourism Demand for Australia
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Christine Lim & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0533)
• Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0534)
• Stationarity and the Existence of Moments of a Family of GARCH Processes
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0535)
• Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by C. R. McKenzie & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0537)
• Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Koichi Maekawa & Michael McAleer & Zonglu He
  (ReDIF-paper, dpr:wpaper:0538)
• Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Felix Chan & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0539)
• Testing Multiple Non-nested Factor Demand Systems
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Matteo Manera & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0543)
• Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Shiqing Ling & W. K. Li & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0544)
• A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by W. K. Li & Shiqing Ling & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0545)
• On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0548)
• Asymptotic Theory for a Vector ARMA-GARCH Model
  ISER Discussion Paper, Institute of Social and Economic Research, Osaka University (2001)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, dpr:wpaper:0549)
• Multivariate Stochastic Volatility
  Microeconomics Working Papers, East Asian Bureau of Economic Research (2006)
  by Manabu Asai & Michael McAleer & Jun Yu
  (ReDIF-paper, eab:microe:22058)
• Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets
  Economics Bulletin, AccessEcon (2009)
  by Giam Quang Do & Michael Mcaleer & Songsak Sriboonchitta
  (ReDIF-article, ebl:ecbull:eb-09-00065)
• Keynesian and New Classical Models of Unemployment Revisited
  Economic Journal, Royal Economic Society (1991)
  by McAleer, Michael & McKenzie, C R
  (ReDIF-article, ecj:econjl:v:101:y:1991:i:406:p:359-81)
• Simplicity, Scientific Interference and Econometric Modelling
  Economic Journal, Royal Economic Society (1995)
  by Keuzenkamp, Hugo A & McAleer, Michael
  (ReDIF-article, ecj:econjl:v:105:y:1995:i:428:p:1-21)
• Non-trading day effects in asymmetric conditional and stochastic volatility models
  Econometrics Journal, Royal Economic Society (2007)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, ect:emjrnl:v:10:y:2007:i:1:p:113-123)
• Multivariate stochastic volatility, leverage and news impact surfaces
  Econometrics Journal, Royal Economic Society (2009)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, ect:emjrnl:v:12:y:2009:i:2:p:292-309)
• Modelling and forecasting noisy realized volatility
  Computational Statistics & Data Analysis, Elsevier (2012)
  by Asai, Manabu & McAleer, Michael & Medeiros, Marcelo C.
  (ReDIF-article, eee:csdana:v:56:y:2012:i:1:p:217-230)
• Robust ranking of multivariate GARCH models by problem dimension
  Computational Statistics & Data Analysis, Elsevier (2014)
  by Caporin, Massimiliano & McAleer, Michael
  (ReDIF-article, eee:csdana:v:76:y:2014:i:c:p:172-185)
• Testing separate models with stochastic regressors
  Economic Modelling, Elsevier (1985)
  by Dastoor, Naorayex K. & McAleer, Michael
  (ReDIF-article, eee:ecmode:v:2:y:1985:i:4:p:331-338)
• Market integration dynamics and asymptotic price convergence in distribution
  Economic Modelling, Elsevier (2016)
  by García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael
  (ReDIF-article, eee:ecmode:v:52:y:2016:i:pb:p:913-925)
• Risk management and financial derivatives: An overview
  The North American Journal of Economics and Finance, Elsevier (2013)
  by Hammoudeh, Shawkat & McAleer, Michael
  (ReDIF-article, eee:ecofin:v:25:y:2013:i:c:p:109-115)
• Conditional correlations and volatility spillovers between crude oil and stock index returns
  The North American Journal of Economics and Finance, Elsevier (2013)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
  (ReDIF-article, eee:ecofin:v:25:y:2013:i:c:p:116-138)
• The rise and fall of S&P500 variance futures
  The North American Journal of Economics and Finance, Elsevier (2013)
  by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Amaral, Teodosio Perez
  (ReDIF-article, eee:ecofin:v:25:y:2013:i:c:p:151-167)
• Recent developments in financial economics and econometrics: An overview
  The North American Journal of Economics and Finance, Elsevier (2013)
  by Chia-Lin Chang & Allen, David & McAleer, Michael
  (ReDIF-article, eee:ecofin:v:26:y:2013:i:c:p:217-226)
• Has the Basel Accord improved risk management during the global financial crisis?
  The North American Journal of Economics and Finance, Elsevier (2013)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
  (ReDIF-article, eee:ecofin:v:26:y:2013:i:c:p:250-265)
• Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
  The North American Journal of Economics and Finance, Elsevier (2013)
  by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
  (ReDIF-article, eee:ecofin:v:26:y:2013:i:c:p:519-534)
• The impact of China on stock returns and volatility in the Taiwan tourism industry
  The North American Journal of Economics and Finance, Elsevier (2014)
  by Chang, Chia-Lin & Hsu, Hui-Kuang & McAleer, Michael
  (ReDIF-article, eee:ecofin:v:29:y:2014:i:c:p:381-401)
• A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
  The North American Journal of Economics and Finance, Elsevier (2017)
  by Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing
  (ReDIF-article, eee:ecofin:v:42:y:2017:i:c:p:346-358)
• Linear and nonlinear causality between changes in consumption and consumer attitudes
  Economics Letters, Elsevier (2009)
  by Qiao, Zhuo & McAleer, Michael & Wong, Wing-Keung
  (ReDIF-article, eee:ecolet:v:102:y:2009:i:3:p:161-164)
• The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
  Economics Letters, Elsevier (2014)
  by Nawata, Kazumitsu & McAleer, Michael
  (ReDIF-article, eee:ecolet:v:123:y:2014:i:3:p:291-294)
• The correct regularity condition and interpretation of asymmetry in EGARCH
  Economics Letters, Elsevier (2017)
  by Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:ecolet:v:161:y:2017:i:c:p:52-55)
• Recursive estimation and generated regressors
  Economics Letters, Elsevier (1992)
  by McAleer, Michael & McKenzie, C. R.
  (ReDIF-article, eee:ecolet:v:39:y:1992:i:1:p:1-5)
• On the interpretation of the cox test in econometrics
  Economics Letters, Elsevier (1979)
  by Fisher, Gordon & McAleer, Michael
  (ReDIF-article, eee:ecolet:v:4:y:1979:i:2:p:145-150)
• The minimum error variance rule for non-linear regression models
  Economics Letters, Elsevier (1980)
  by McAleer, Michael
  (ReDIF-article, eee:ecolet:v:6:y:1980:i:1:p:17-21)
• A small sample test for non-nested regression models
  Economics Letters, Elsevier (1981)
  by McAleer, Michael
  (ReDIF-article, eee:ecolet:v:7:y:1981:i:4:p:335-338)
• Stationarity and the existence of moments of a family of GARCH processes
  Journal of Econometrics, Elsevier (2002)
  by Ling, Shiqing & McAleer, Michael
  (ReDIF-article, eee:econom:v:106:y:2002:i:1:p:109-117)
• The econometrics of intellectual property: An overview
  Journal of Econometrics, Elsevier (2007)
  by McAleer, Michael
  (ReDIF-article, eee:econom:v:139:y:2007:i:2:p:237-241)
• An econometric analysis of asymmetric volatility: Theory and application to patents
  Journal of Econometrics, Elsevier (2007)
  by McAleer, Michael & Chan, Felix & Marinova, Dora
  (ReDIF-article, eee:econom:v:139:y:2007:i:2:p:259-284)
• Patent activity and technical change
  Journal of Econometrics, Elsevier (2007)
  by Basmann, Robert L. & McAleer, Michael & Slottje, Daniel
  (ReDIF-article, eee:econom:v:139:y:2007:i:2:p:355-375)
• Econometric modelling in finance and risk management: An overview
  Journal of Econometrics, Elsevier (2008)
  by Gao, Jiti & McAleer, Michael & Allen, David E.
  (ReDIF-article, eee:econom:v:147:y:2008:i:1:p:1-4)
• A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
  Journal of Econometrics, Elsevier (2008)
  by McAleer, Michael & Medeiros, Marcelo C.
  (ReDIF-article, eee:econom:v:147:y:2008:i:1:p:104-119)
• Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
  Journal of Econometrics, Elsevier (2008)
  by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton
  (ReDIF-article, eee:econom:v:147:y:2008:i:1:p:163-185)
• A neural network demand system with heteroskedastic errors
  Journal of Econometrics, Elsevier (2008)
  by McAleer, Michael & Medeiros, Marcelo C. & Slottje, Daniel
  (ReDIF-article, eee:econom:v:147:y:2008:i:2:p:359-371)
• An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals
  Journal of Econometrics, Elsevier (2008)
  by Medeiros, Marcelo C. & McAleer, Michael & Slottje, Daniel & Ramos, Vicente & Rey-Maquieira, Javier
  (ReDIF-article, eee:econom:v:147:y:2008:i:2:p:372-383)
• The structure of dynamic correlations in multivariate stochastic volatility models
  Journal of Econometrics, Elsevier (2009)
  by Asai, Manabu & McAleer, Michael
  (ReDIF-article, eee:econom:v:150:y:2009:i:2:p:182-192)
• Moment-based estimation of smooth transition regression models with endogenous variables
  Journal of Econometrics, Elsevier (2011)
  by Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C.
  (ReDIF-article, eee:econom:v:165:y:2011:i:1:p:100-111)
• Alternative procedures and associated tests of significance for non-nested hypotheses
  Journal of Econometrics, Elsevier (1981)
  by Fisher, Gordon R. & McAleer, Michael
  (ReDIF-article, eee:econom:v:16:y:1981:i:1:p:103-119)
• Econometric analysis of financial derivatives: An overview
  Journal of Econometrics, Elsevier (2015)
  by Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:econom:v:187:y:2015:i:2:p:403-407)
• Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
  Journal of Econometrics, Elsevier (2015)
  by Asai, Manabu & McAleer, Michael
  (ReDIF-article, eee:econom:v:187:y:2015:i:2:p:436-446)
• Frontiers in Time Series and Financial Econometrics: An overview
  Journal of Econometrics, Elsevier (2015)
  by Ling, Shiqing & McAleer, Michael & Tong, Howell
  (ReDIF-article, eee:econom:v:189:y:2015:i:2:p:245-250)
• Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
  Journal of Econometrics, Elsevier (2015)
  by Asai, Manabu & McAleer, Michael
  (ReDIF-article, eee:econom:v:189:y:2015:i:2:p:251-262)
• Realized stochastic volatility with general asymmetry and long memory
  Journal of Econometrics, Elsevier (2017)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:econom:v:199:y:2017:i:2:p:202-212)
• Testing separate regression models subject to specification error
  Journal of Econometrics, Elsevier (1982)
  by McAleer, Michael & Fisher, Gordon
  (ReDIF-article, eee:econom:v:19:y:1982:i:1:p:125-145)
• Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
  Journal of Econometrics, Elsevier (2022)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:econom:v:227:y:2022:i:1:p:285-304)
• A further result on the sign of restricted least-squares estimates
  Journal of Econometrics, Elsevier (1986)
  by McAleer, Michael & Pagan, Adrian & Visco, Ignazio
  (ReDIF-article, eee:econom:v:32:y:1986:i:2:p:287-290)
• Properties of ordinary least squares estimators in regression models with nonspherical disturbances
  Journal of Econometrics, Elsevier (1992)
  by Fiebig, Denzil G. & McAleer, Michael & Bartels, Robert
  (ReDIF-article, eee:econom:v:54:y:1992:i:1-3:p:321-334)
• The significance of testing empirical non-nested models
  Journal of Econometrics, Elsevier (1995)
  by McAleer, Michael
  (ReDIF-article, eee:econom:v:67:y:1995:i:1:p:149-171)
• Realized stochastic volatility models with generalized Gegenbauer long memory
  Econometrics and Statistics, Elsevier (2020)
  by Asai, Manabu & McAleer, Michael & Peiris, Shelton
  (ReDIF-article, eee:ecosta:v:16:y:2020:i:c:p:42-54)
• Spurious cross-sectional dependence in credit spread changes
  Econometrics and Statistics, Elsevier (2021)
  by Jaskowski, Marcin & McAleer, Michael
  (ReDIF-article, eee:ecosta:v:18:y:2021:i:c:p:12-27)
• Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
  Econometrics and Statistics, Elsevier (2022)
  by Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael
  (ReDIF-article, eee:ecosta:v:24:y:2022:i:c:p:133-150)
• Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach
  Energy Economics, Elsevier (2010)
  by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
  (ReDIF-article, eee:eneeco:v:32:y:2010:i:5:p:979-986)
• Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
  Energy Economics, Elsevier (2010)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
  (ReDIF-article, eee:eneeco:v:32:y:2010:i:6:p:1445-1455)
• Crude oil hedging strategies using dynamic multivariate GARCH
  Energy Economics, Elsevier (2011)
  by Chang, Chia-Lin & McAleer, Michael & Tansuchat, Roengchai
  (ReDIF-article, eee:eneeco:v:33:y:2011:i:5:p:912-923)
• Causality between market liquidity and depth for energy and grains
  Energy Economics, Elsevier (2012)
  by Sari, Ramazan & Hammoudeh, Shawkat & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:eneeco:v:34:y:2012:i:5:p:1683-1692)
• Asymmetric adjustments in the ethanol and grains markets
  Energy Economics, Elsevier (2012)
  by Chang, Chia-Lin & Chen, Li-Hsueh & Hammoudeh, Shawkat & McAleer, Michael
  (ReDIF-article, eee:eneeco:v:34:y:2012:i:6:p:1990-2002)
• Risk spillovers in oil-related CDS, stock and credit markets
  Energy Economics, Elsevier (2013)
  by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:eneeco:v:36:y:2013:i:c:p:526-535)
• Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
  Energy Economics, Elsevier (2019)
  by Chang, Chia-Lin & Liu, Chia-Ping & McAleer, Michael
  (ReDIF-article, eee:eneeco:v:81:y:2019:i:c:p:779-792)
• Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
  Energy, Elsevier (2018)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yanghuiting
  (ReDIF-article, eee:energy:v:151:y:2018:i:c:p:984-997)
• The fiction of full BEKK: Pricing fossil fuels and carbon emissions
  Finance Research Letters, Elsevier (2019)
  by Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:finlet:v:28:y:2019:i:c:p:11-19)
• Modeling dynamic conditional correlations in WTI oil forward and futures returns
  Finance Research Letters, Elsevier (2006)
  by Lanza, Alessandro & Manera, Matteo & McAleer, Michael
  (ReDIF-article, eee:finlet:v:3:y:2006:i:2:p:114-132)
• Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
  International Journal of Forecasting, Elsevier (2004)
  by Ng, Hock Guan & McAleer, Michael
  (ReDIF-article, eee:intfor:v:20:y:2004:i:1:p:115-129)
• A Portfolio Index GARCH model
  International Journal of Forecasting, Elsevier (2008)
  by Asai, Manabu & McAleer, Michael
  (ReDIF-article, eee:intfor:v:24:y:2008:i:3:p:449-461)
• How accurate are government forecasts of economic fundamentals? The case of Taiwan
  International Journal of Forecasting, Elsevier (2011)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
  (ReDIF-article, eee:intfor:v:27:y:2011:i:4:p:1066-1075)
• Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
  International Journal of Forecasting, Elsevier (2012)
  by Chen, Cathy W.S. & Gerlach, Richard & Hwang, Bruce B.K. & McAleer, Michael
  (ReDIF-article, eee:intfor:v:28:y:2012:i:3:p:557-574)
• Analyzing fixed-event forecast revisions
  International Journal of Forecasting, Elsevier (2013)
  by Chang, Chia-Lin & de Bruijn, Bert & Franses, Philip Hans & McAleer, Michael
  (ReDIF-article, eee:intfor:v:29:y:2013:i:4:p:622-627)
• Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
  International Journal of Forecasting, Elsevier (2020)
  by Asai, Manabu & Gupta, Rangan & McAleer, Michael
  (ReDIF-article, eee:intfor:v:36:y:2020:i:3:p:933-948)
• A note on the unbiasedness test of rationality using survey data
  Journal of Macroeconomics, Elsevier (1994)
  by McAleer, Michael & Smith, Jeremy
  (ReDIF-article, eee:jmacro:v:16:y:1994:i:2:p:369-374)
• Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints
  Journal of Macroeconomics, Elsevier (2000)
  by Madsen, Jakob B. & Mcaleer, Michael
  (ReDIF-article, eee:jmacro:v:22:y:2000:i:2:p:229-252)
• Regression quantiles for unstable autoregressive models
  Journal of Multivariate Analysis, Elsevier (2004)
  by Ling, Shiqing & McAleer, Michael
  (ReDIF-article, eee:jmvana:v:89:y:2004:i:2:p:304-328)
• Consumption, liquidity constraints, uncertainty and temptation: An international comparison
  Journal of Economic Psychology, Elsevier (2001)
  by Madsen, Jakob B. & McAleer, Michael
  (ReDIF-article, eee:joepsy:v:22:y:2001:i:1:p:61-89)
• The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1990)
  by Bai, J. & Jakeman, A.J. & McAleer, M.
  (ReDIF-article, eee:matcom:v:32:y:1990:i:1:p:197-202)
• On the use of extreme value distributions for predicting the upper percentiles of environmental quality data
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1992)
  by Bai, J. & Jakeman, A.J. & McAleer, M.
  (ReDIF-article, eee:matcom:v:33:y:1992:i:5:p:483-488)
• Modelling in econometrics: The deterrent effect of capital punishment
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1992)
  by McAleer, Michael
  (ReDIF-article, eee:matcom:v:33:y:1992:i:5:p:519-532)
• Bootstrap estimates of a new classical model of unemployment
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1992)
  by McAleer, Michael & Smith, Jeremy
  (ReDIF-article, eee:matcom:v:33:y:1992:i:5:p:545-550)
• Empirical models for evaluating errors in fitting extremes of a probability distribution
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1995)
  by Bai, Jun & Jakeman, Anthony J. & McAleer, Michael
  (ReDIF-article, eee:matcom:v:39:y:1995:i:1:p:1-7)
• Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1995)
  by McAleer, M. & Jakeman, A.J. & Henderson-Sellers, B.
  (ReDIF-article, eee:matcom:v:39:y:1995:i:3:p:195-195)
• Data mining and the con in econometrics: the U.S. demand for money revisited
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1995)
  by McAleer, Michael & Veall, Michael R.
  (ReDIF-article, eee:matcom:v:39:y:1995:i:3:p:329-333)
• The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1995)
  by Smith, Jeremy & McAleer, Michael
  (ReDIF-article, eee:matcom:v:39:y:1995:i:3:p:343-346)
• Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1997)
  by Binning, P. & Bridgman, H. & McAleer, M. & Williams, B.
  (ReDIF-article, eee:matcom:v:43:y:1997:i:3:p:241-241)
• Testing periodically integrated autoregressive models
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1997)
  by Franses, Philip Hans & McAleer, Michael
  (ReDIF-article, eee:matcom:v:43:y:1997:i:3:p:457-465)
• A probit analysis of consumer behaviour in rural China
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1997)
  by Hu, Baiding & McAleer, Michael
  (ReDIF-article, eee:matcom:v:43:y:1997:i:3:p:527-534)
• The complexity of simplicity
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1997)
  by Keuzenkamp, Hugo A. & McAleer, Michael
  (ReDIF-article, eee:matcom:v:43:y:1997:i:3:p:553-561)
• Estimation of alternative pricing models for currency futures contracts
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1999)
  by Sequeira, John M. & McAleer, Michael & Chow, Ying-Foon
  (ReDIF-article, eee:matcom:v:48:y:1999:i:4:p:519-530)
• Testing the life-cycle permanent income hypothesis using intra-year data for Sweden
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1999)
  by Leong, Kenneth & McAleer, Michael
  (ReDIF-article, eee:matcom:v:48:y:1999:i:4:p:551-560)
• A seasonal analysis of Malaysian tourist arrivals to Australia
  Mathematics and Computers in Simulation (MATCOM), Elsevier (1999)
  by Lim, Christine & McAleer, Michael
  (ReDIF-article, eee:matcom:v:48:y:1999:i:4:p:573-583)
• Economic growth and technological catching up by Singapore to the USA
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2002)
  by Lim, Lee K & McAleer, Michael
  (ReDIF-article, eee:matcom:v:59:y:2002:i:1:p:133-141)
• A cointegration analysis of annual tourism demand by Malaysia for Australia
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2002)
  by Lim, Christine & McAleer, Michael
  (ReDIF-article, eee:matcom:v:59:y:2002:i:1:p:197-205)
• Cointegration analysis of metals futures
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2002)
  by Watkins, Clinton & McAleer, Michael
  (ReDIF-article, eee:matcom:v:59:y:2002:i:1:p:207-221)
• Non-linear modelling and forecasting of S&P 500 volatility
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2002)
  by Verhoeven, Peter & Pilgram, Berndt & McAleer, Michael & Mees, Alistair
  (ReDIF-article, eee:matcom:v:59:y:2002:i:1:p:233-241)
• First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by McAleer, Michael & Oxley, Les
  (ReDIF-article, eee:matcom:v:64:y:2004:i:1:p:1-2)
• Modelling the asymmetric volatility of electronics patents in the USA
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by Chan, Felix & Marinova, Dora & McAleer, Michael
  (ReDIF-article, eee:matcom:v:64:y:2004:i:1:p:169-184)
• Input–output structure and growth in China
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by Hu, Baiding & McAleer, Michael
  (ReDIF-article, eee:matcom:v:64:y:2004:i:1:p:193-202)
• Volatility models of currency futures in developed and emerging markets
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by Sequeira, John M & Chiat, Pang Chia & McAleer, Michael
  (ReDIF-article, eee:matcom:v:64:y:2004:i:1:p:79-93)
• Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by McAleer, Michael & Oxley, Les
  (ReDIF-article, eee:matcom:v:64:y:2004:i:3:p:305-306)
• Fat tails and asymmetry in financial volatility models
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by Verhoeven, Peter & McAleer, Michael
  (ReDIF-article, eee:matcom:v:64:y:2004:i:3:p:351-361)
• Asian monetary integration: a structural VAR approach
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2004)
  by Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael
  (ReDIF-article, eee:matcom:v:64:y:2004:i:3:p:447-458)
• Modelling the information content in insider trades in the Singapore exchange
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by Ann, Wong Kie & Sequeira, John M. & McAleer, Michael
  (ReDIF-article, eee:matcom:v:68:y:2005:i:5:p:417-428)
• Estimation of Chinese agricultural production efficiencies with panel data
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by Hu, Baiding & McAleer, Michael
  (ReDIF-article, eee:matcom:v:68:y:2005:i:5:p:474-483)
• Testing for contagion in ASEAN exchange rates
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by McAleer, Michael & Nam, Jason Chee Wei
  (ReDIF-article, eee:matcom:v:68:y:2005:i:5:p:517-525)
• Related commodity markets and conditional correlations
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by Watkins, Clinton & McAleer, Michael
  (ReDIF-article, eee:matcom:v:68:y:2005:i:5:p:567-579)
• Speculation and destabilisation
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by Radalj, Kim F. & McAleer, Michael
  (ReDIF-article, eee:matcom:v:69:y:2005:i:1:p:151-161)
• Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2005)
  by Hoti, Suhejla & McAleer, Michael & Chan, Felix
  (ReDIF-article, eee:matcom:v:69:y:2005:i:1:p:46-56)
• Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:155-171)
• Multivariate volatility in environmental finance
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by Hoti, Suhejla & McAleer, Michael & Pauwels, Laurent L.
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:189-199)
• Portfolio single index (PSI) multivariate conditional and stochastic volatility models
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by Asai, Manabu & McAleer, Michael & de Veiga, Bernardo
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:209-214)
• How has volatility in metals markets changed?
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by Watkins, Clinton & McAleer, Michael
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:237-249)
• Is Greater China a currency union?
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:319-327)
• Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2008)
  by Shareef, Riaz & McAleer, Michael
  (ReDIF-article, eee:matcom:v:78:y:2008:i:2:p:459-468)
• Mapping the Presidential Election Cycle in US stock markets
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Wong, Wing-Keung & McAleer, Michael
  (ReDIF-article, eee:matcom:v:79:y:2009:i:11:p:3267-3277)
• Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Huang, Biing-Wen & Chen, Meng-Gu & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:matcom:v:79:y:2009:i:5:p:1472-1487)
• Modelling and managing financial risk: An overview
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Allen, David E. & Gao, Jiti & McAleer, Michael
  (ReDIF-article, eee:matcom:v:79:y:2009:i:8:p:2521-2524)
• Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Allen, David & Lazarov, Zdravetz & McAleer, Michael & Peiris, Shelton
  (ReDIF-article, eee:matcom:v:79:y:2009:i:8:p:2535-2555)
• A risk map of international tourist regions in Spain
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Bartolomé, Ana & McAleer, Michael & Ramos, Vicente & Rey-Maquieira, Javier
  (ReDIF-article, eee:matcom:v:79:y:2009:i:9:p:2741-2758)
• Forecasting conditional correlations in stock, bond and foreign exchange markets
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Hakim, Abdul & McAleer, Michael
  (ReDIF-article, eee:matcom:v:79:y:2009:i:9:p:2830-2846)
• ARMAX modelling of international tourism demand
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2009)
  by Lim, Christine & McAleer, Michael & Min, Jennifer C.H.
  (ReDIF-article, eee:matcom:v:79:y:2009:i:9:p:2879-2888)
• A simple expected volatility (SEV) index: Application to SET50 index options
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2010)
  by McAleer, Michael & Wiphatthanananthakul, Chatayan
  (ReDIF-article, eee:matcom:v:80:y:2010:i:10:p:2079-2090)
• A trinomial test for paired data when there are many ties
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by Bian, Guorui & McAleer, Michael & Wong, Wing-Keung
  (ReDIF-article, eee:matcom:v:81:y:2011:i:6:p:1153-1160)
• Monte Carlo option pricing with asymmetric realized volatility dynamics
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by Allen, David E. & McAleer, Michael & Scharth, Marcel
  (ReDIF-article, eee:matcom:v:81:y:2011:i:7:p:1247-1256)
• Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by Sato, Kiyotaka & Zhang, Zhaoyong & McAleer, Michael
  (ReDIF-article, eee:matcom:v:81:y:2011:i:7:p:1353-1364)
• Value-at-Risk for country risk ratings
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by McAleer, Michael & da Veiga, Bernardo & Hoti, Suhejla
  (ReDIF-article, eee:matcom:v:81:y:2011:i:7:p:1454-1463)
• Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by Chang, Chia-Lin & Khamkaew, Thanchanok & McAleer, Michael & Tansuchat, Roengchai
  (ReDIF-article, eee:matcom:v:81:y:2011:i:7:p:1482-1490)
• Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2011)
  by Chang, Chia-Lin & Huang, Biing-Wen & Chen, Meng-Gu & McAleer, Michael
  (ReDIF-article, eee:matcom:v:81:y:2011:i:7:p:1491-1506)
• Testing for the Box–Cox parameter for an integrated process
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2012)
  by Huang, Jian & Kobayashi, Masahito & McAleer, Michael
  (ReDIF-article, eee:matcom:v:83:y:2012:i:c:p:1-9)
• Coercive journal self citations, impact factor, Journal Influence and Article Influence
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2013)
  by Chang, Chia-Lin & McAleer, Michael & Oxley, Les
  (ReDIF-article, eee:matcom:v:93:y:2013:i:c:p:190-197)
• Are forecast updates progressive?
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2013)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
  (ReDIF-article, eee:matcom:v:93:y:2013:i:c:p:9-18)
• Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2013)
  by Casarin, Roberto & Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio
  (ReDIF-article, eee:matcom:v:94:y:2013:i:c:p:183-204)
• GFC-robust risk management under the Basel Accord using extreme value methodologies
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2013)
  by Jimenez-Martin, Juan-Angel & McAleer, Michael & Pérez-Amaral, Teodosio & Santos, Paulo Araújo
  (ReDIF-article, eee:matcom:v:94:y:2013:i:c:p:223-237)
• Volatility spillovers from the Chinese stock market to economic neighbours
  Mathematics and Computers in Simulation (MATCOM), Elsevier (2013)
  by Allen, David E. & Amram, Ron & McAleer, Michael
  (ReDIF-article, eee:matcom:v:94:y:2013:i:c:p:238-257)
• Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
  Pacific-Basin Finance Journal, Elsevier (2008)
  by da Veiga, Bernardo & Chan, Felix & McAleer, Michael
  (ReDIF-article, eee:pacfin:v:16:y:2008:i:4:p:453-475)
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
  The Quarterly Review of Economics and Finance, Elsevier (2009)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael
  (ReDIF-article, eee:quaeco:v:49:y:2009:i:3:p:829-842)
• Risk management of precious metals
  The Quarterly Review of Economics and Finance, Elsevier (2011)
  by Hammoudeh, Shawkat & Malik, Farooq & McAleer, Michael
  (ReDIF-article, eee:quaeco:v:51:y:2011:i:4:p:435-441)
• Establishing national carbon emission prices for China
  Renewable and Sustainable Energy Reviews, Elsevier (2019)
  by Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael
  (ReDIF-article, eee:rensus:v:106:y:2019:i:c:p:1-16)
• Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19
  Renewable and Sustainable Energy Reviews, Elsevier (2020)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann
  (ReDIF-article, eee:rensus:v:134:y:2020:i:c:s1364032120306377)
• Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China
  Renewable and Sustainable Energy Reviews, Elsevier (2022)
  by Mai, Te-Ke & Foley, Aoife M. & McAleer, Michael & Chang, Chia-Lin
  (ReDIF-article, eee:rensus:v:169:y:2022:i:c:s1364032122007432)
• Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
  Renewable and Sustainable Energy Reviews, Elsevier (2018)
  by Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann
  (ReDIF-article, eee:rensus:v:81:y:2018:i:p1:p:1002-1018)
• Precious metals-exchange rate volatility transmissions and hedging strategies
  International Review of Economics & Finance, Elsevier (2010)
  by Hammoudeh, Shawkat M. & Yuan, Yuan & McAleer, Michael & Thompson, Mark A.
  (ReDIF-article, eee:reveco:v:19:y:2010:i:4:p:633-647)
• GFC-robust risk management strategies under the Basel Accord
  International Review of Economics & Finance, Elsevier (2013)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez-Amaral, Teodosio
  (ReDIF-article, eee:reveco:v:27:y:2013:i:c:p:97-111)
• Advances in financial risk management and economic policy uncertainty: An overview
  International Review of Economics & Finance, Elsevier (2015)
  by Hammoudeh, Shawkat & McAleer, Michael
  (ReDIF-article, eee:reveco:v:40:y:2015:i:c:p:1-7)
• Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
  International Review of Economics & Finance, Elsevier (2015)
  by Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung
  (ReDIF-article, eee:reveco:v:40:y:2015:i:c:p:204-216)
• Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
  International Review of Economics & Finance, Elsevier (2015)
  by Asai, Manabu & Caporin, Massimiliano & McAleer, Michael
  (ReDIF-article, eee:reveco:v:40:y:2015:i:c:p:40-50)
• Volatility Spillovers from Australia's major trading partners across the GFC
  International Review of Economics & Finance, Elsevier (2017)
  by Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K.
  (ReDIF-article, eee:reveco:v:47:y:2017:i:c:p:159-175)
• Theory and application of an economic performance measure of risk
  International Review of Economics & Finance, Elsevier (2018)
  by Niu, Cuizhen & Guo, Xu & McAleer, Michael & Wong, Wing-Keung
  (ReDIF-article, eee:reveco:v:56:y:2018:i:c:p:383-396)
• Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
  International Review of Economics & Finance, Elsevier (2019)
  by Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael
  (ReDIF-article, eee:reveco:v:59:y:2019:i:c:p:50-70)
• Choosing expected shortfall over VaR in Basel III using stochastic dominance
  International Review of Economics & Finance, Elsevier (2019)
  by Chang, Chia-Lin & Jimenez-Martin, Juan-Angel & Maasoumi, Esfandiar & McAleer, Michael & Pérez-Amaral, Teodosio
  (ReDIF-article, eee:reveco:v:60:y:2019:i:c:p:95-113)
• On exact and asymptotic tests of non-nested models
  Statistics & Probability Letters, Elsevier (1987)
  by Bera, Anil K. & McAleer, Michael
  (ReDIF-article, eee:stapro:v:5:y:1987:i:1:p:19-22)
• Modelling and forecasting daily international mass tourism to Peru
  Tourism Management, Elsevier (2010)
  by Divino, Jose Angelo & McAleer, Michael
  (ReDIF-article, eee:touman:v:31:y:2010:i:6:p:846-854)
• Estimating the impact of whaling on global whale-watching
  Tourism Management, Elsevier (2012)
  by Kuo, Hsiao-I. & Chen, Chi-Chung & McAleer, Michael
  (ReDIF-article, eee:touman:v:33:y:2012:i:6:p:1321-1328)
• The Economics of Small Island Tourism
  Books, Edward Elgar Publishing (2008)
  by Riaz Shareef & Suheija Hoti & Michael McAleer
  (ReDIF-book, elg:eebook:12968)
• Introduction
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272005)
• Literature Review
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272006)
• Data Description
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272007)
• Econometric Methodology
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272008)
• Estimation and Empirical Results
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272009)
• Conclusion
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by M. McAleer & Daniel Slottje & Pei Syn Wee
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000272010)
• Introduction
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273004)
• Country Risk Models: An Empirical Critique
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273005)
• Rating Risk Rating Systems
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273006)
• Assessment of Risk Ratings and Risk Returns for 120 Representative Countries
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273007)
• Conditional Volatility Models for Risk Ratings and Risk Returns
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273008)
• Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273009)
• Conclusion
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2005)
  by S. Hoti & Michael McAleer
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2005)0000273010)
• Chapter 5 The GFT Utility Function
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2009)
  by Robert L. Basmann & Kathy Hayes & Michael McAleer & Ian McCarthy & Daniel J. Slottje
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2009)0000288008)
• Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
  Contributions to Economic Analysis, Emerald Group Publishing Limited (2009)
  by Chia-Lin Chang & Michael McAleer & Daniel J. Slottje
  (ReDIF-chapter, eme:ceazzz:s0573-8555(2009)0000288014)
• 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
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Asai, M. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100161)
• You’ve Got Email: a Workflow Management Extraction System
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chaipornkaew, P. & Prexawanprasut, T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100162)
• Re-Opening the Silk Road to Transform Chinese Trade
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Ning, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100163)
• Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100164)
• Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & McAleer, M.J. & Zuo, G.
  (ReDIF-paper, ems:eureir:100331)
• Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100332)
• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:100416)
• Theory and Application of an Economic Performance Measure of Risk
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Niu, C. & Guo, X. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:100417)
• Impact of Psychological Needs on Luxury Consumption
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Mao, N. & McAleer, M.J. & Bai, S.
  (ReDIF-paper, ems:eureir:100853)
• US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Nguyen, D.K.
  (ReDIF-paper, ems:eureir:100854)
• Stationarity and Invertibility of a Dynamic Correlation Matrix
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:101761)
• A Generalized Email Classification System for Workflow Analysis
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chaipornkaew, P. & Prexawanprasut, T. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:101762)
• A Tourism Financial Conditions Index for Tourism Finance
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:101763)
• Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Tan, A.C. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:101765)
• Specification Testing of Production in a Stochastic Frontier Model
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Guo, X. & Li, G.-R. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:102298)
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by McAleer, M.J. & Ryu, H.K. & Slottje, D.J.
  (ReDIF-paper, ems:eureir:102548)
• Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Asai, M. & McAleer, M.J. & Peiris, S.
  (ReDIF-paper, ems:eureir:102576)
• An Event Study of Chinese Tourists to Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:104254)
• A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
  (ReDIF-paper, ems:eureir:104256)
• Pricing Carbon Emissions in China
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Mai, T.K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:104257)
• Management Information, Decision Sciences, and Financial Economics : a connection
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:104258)
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:104259)
• Fake News and Indifference to Truth
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Allen, D.E. & McAleer, M.J. & McHardy Reid, D.
  (ReDIF-paper, ems:eureir:105873)
• Pros and Cons of the Impact Factor in a Rapidly Changing Digital World
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by McAleer, M.J. & Oláh, J. & Popp, J.
  (ReDIF-paper, ems:eureir:105877)
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:105878)
• Establishing National Carbon Emission Prices for China
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Mai, T.K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:105880)
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:105884)
• Simple Market Timing with Moving Averages
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Ilomäki, J. & Laurila, H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:107290)
• Why did Warrant Markets Close in China but not Taiwan?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T.
  (ReDIF-paper, ems:eureir:107291)
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
  (ReDIF-paper, ems:eureir:107292)
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Hsu, S.-H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:107294)
• Financial Credit Risk and Core Enterprise Supply Chains
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:109056)
• Market Timing with Moving Averages
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Ilomäki, J. & Laurila, H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:110015)
• Spurious Cross-Sectional Dependence in Credit Spread Changes
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Jaskowski, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:110016)
• "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Allen, D.E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:110017)
• Cointegrated Dynamics for A Generalized Long Memory Process
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E.
  (ReDIF-paper, ems:eureir:110018)
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:111552)
• Asymptotic Theory for Rotated Multivariate GARCH Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Asai, M. & Chang, C-L. & McAleer, M.J. & Pauwels, L.
  (ReDIF-paper, ems:eureir:111553)
• Long Run Returns Predictability and Volatility with Moving Averages
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:111556)
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:111557)
• Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:111613)
• Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by McAleer, M.J. & Nakamura, T. & Watkins, C.
  (ReDIF-paper, ems:eureir:111614)
• Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Mou, W.M. & Wong, W.-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:111615)
• Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:111616)
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:112499)
• Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Vo, A.T. & Van, L. T.-H. & Vo, D.H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:113132)
• Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115605)
• Energy Consumption and Economic Growth: Evidence from Vietnam
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Nguyen, H.M. & Bui, N.H. & Vo, D.H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115606)
• Rent Seeking for Export Licenses: Application to the Vietnam Rice Market
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Vu, T.N. & Vo, D.H. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115607)
• Modelling the Relationship between Crude Oil and Agricultural Commodity Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
  by Vo, D.H. & Vu, T.N. & Vo, A.T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115608)
• CO2 Emissions, Energy Consumption and Economic Growth
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Vo, D.H. & Nguyen, H.M. & Vo, A.T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115609)
• Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by McAleer, M.J. & Nakamura, T. & Watkins, C.
  (ReDIF-paper, ems:eureir:115610)
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:115611)
• 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
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:115612)
• Corporate Financial Distress of Industry Level Listings in an Emerging Market
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Vo, D.H. & Pham, B.V.-N. & Pham, T.V.-T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115613)
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Asai, M. & Gupta, R. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115614)
• Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Allen, D.E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115615)
• Risk Analysis of Energy in Vietnam
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115616)
• Drawbacks in the 3-Factor Approach of Fama and French (2018)
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2019)
  by Allen, D.E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:115746)
• An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by McAleer, M.J. & Huang, B-W. & Kuo, H-I. & Chen, C-C. & Chang, C-L.
  (ReDIF-paper, ems:eureir:13771)
• Modelling sustainable international tourism demand to the Brazilian Amazon
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Divino, J.A. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:13773)
• Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:13780)
• Expert opinion versus expertise in forecasting
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
  (ReDIF-paper, ems:eureir:13902)
• Asymmetry and leverage in realized volatility
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
  (ReDIF-paper, ems:eureir:13904)
• The ten commandments for optimizing value-at-risk and daily capital charges
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:13910)
• Does the ROMC have expertise, and can it forecast?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
  (ReDIF-paper, ems:eureir:13980)
• A decision rule to minimize daily capital charges in forecasting value-at-risk
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:13986)
• A simple expected volatility (SEV) index
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Wiphatthanananthakul, C. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:13992)
• Moment-bases estimation of smooth transition regression models with endogenous variables
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
  by Areosa, W.D. & McAleer, M.J. & Medeiros, M.C.
  (ReDIF-paper, ems:eureir:14154)
• Modelling conditional correlations for risk diversification in crude oil markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  (ReDIF-paper, ems:eureir:16105)
• Forecasting volatility and spillovers in crude oil spot, forward and future markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  (ReDIF-paper, ems:eureir:16107)
• How Accurate are Government Forecast of Economic Fundamentals?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:16264)
• What Happened to Risk Management During the 2008-09 Financial Crisis?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:16512)
• How Volatile is ENSO?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chu, L. & McAleer, M.J. & Chen, C-C.
  (ReDIF-paper, ems:eureir:16513)
• Estimating the impact of whaling on global whale watching
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Kuo, H-I. & Chen, C-C. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:16708)
• VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Hakim, M.S. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17295)
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Hakim, M.S. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17296)
• Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Khamkaew, T. & Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17297)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17298)
• Interdependence of international tourism demand and volatility in leading ASEAN destinations
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J. & Tansuchat, R.
  (ReDIF-paper, ems:eureir:17299)
• Forecasting Realized Volatility with Linear and Nonlinear Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by McAleer, M.J. & Medeiros, M.C.
  (ReDIF-paper, ems:eureir:17303)
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J. & Thompson, M.A.
  (ReDIF-paper, ems:eureir:17308)
• It Pays to Violate: How Effective are the Basel Accord Penalties?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by da Veiga, B. & Chan, F. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17309)
• A Panel Threshold Model of Tourism Specialization and Economic Development
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17310)
• Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17312)
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17313)
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2009)
  by Sato, K. & Zhang, Z. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:17522)
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Sato, K. & Zhang, Z. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:18032)
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:18036)
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:18038)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Tansuchat, R. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:18043)
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:18252)
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  (ReDIF-paper, ems:eureir:18329)
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:18331)
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chaovanapoonphol, Y. & Lim, C. & McAleer, M.J. & Wiboonpongse, A.
  (ReDIF-paper, ems:eureir:18601)
• Evaluating Macroeconomic Forecast: A Review of Some Recent Developments
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R.
  (ReDIF-paper, ems:eureir:18604)
• Are Forecast Updates Progressive?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19358)
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19362)
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & Khamkaew, T. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19363)
• Ranking multivariate GARCH models by problem dimension
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19447)
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Hammoudeh, S.M. & Yuan, Y. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19449)
• Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:19452)
• Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:19455)
• Article Influence Score = 5YIF divided by 2
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:20148)
• Combining Non-Replicable Forecasts
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F.
  (ReDIF-paper, ems:eureir:20156)
• What Makes a Great Journal Great in Economics? The Singer Not the Song
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:20158)
• Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Lim, C.
  (ReDIF-paper, ems:eureir:20165)
• Risk management of precious metals
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Hammoudeh, S.M. & Malik, F. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:20166)
• Ten Things We Should Know About Time Series
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:20167)
• How does Zinfluence Affect Article Influence?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:20376)
• Modeling the Volatility in Global Fertilizer Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:20377)
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & Chang, S.P. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:20785)
• Modeling the Effect of Oil Price on Global Fertilizer Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chen, P-Y. & Chang, C-L. & Chen, C-C. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:20788)
• Model Selection and Testing of Conditional and Stochastic Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:20940)
• GFC-Robust Risk Management Strategies under the Basel Accord
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:20964)
• Asymmetry and Long Memory in Volatility Modelling
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Asai, M. & McAleer, M.J. & Medeiros, M.C.
  (ReDIF-paper, ems:eureir:20978)
• Moment Restriction-based Econometric Methods: An Overview
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Kunitomo, N. & McAleer, M.J. & Nishiyama, Y.
  (ReDIF-paper, ems:eureir:21106)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:21112)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:21722)
• A Trinomial Test for Paired Data When There are Many Ties
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:21723)
• Journal Impect Factor Versus Eigenfactor and Article Influence
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:21725)
• A Trinomial Test for Paired Data When There are Many Ties
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Bian, G. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:21727)
• Alternative Asymmetric Stochastic Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:21730)
• Evaluating Combined Non-Replicable Forecast
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & Franses, Ph.H.B.F. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:21944)
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:21946)
• Dynamic Conditional Correlations for Asymmetric Processes
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:21949)
• Testing the Box-Cox Parameter for an Integrated Process
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Huang, J. & Kobayashi, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:22150)
• Asymmetric Adjustment in the Ethanol and Grains Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & Chen, L.H. & Hammoudeh, S.M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:22151)
• Structure and Asymptotic theory for Nonlinear Models with GARCH Errors
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chan, F. & McAleer, M.J. & Medeiros, M.C.
  (ReDIF-paper, ems:eureir:22216)
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:22236)
• International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:22237)
• Modelling and Forecasting Noisy Realized Volatility
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Asai, M. & McAleer, M.J. & Medeiros, M.
  (ReDIF-paper, ems:eureir:22284)
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Ishida, I. & McAleer, M.J. & Oya, K.
  (ReDIF-paper, ems:eureir:22806)
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:22807)
• Causality Between Market Liquidity and Depth for Energy and Grains
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Sari, R. & Hammoudeh, S.M. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23115)
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23120)
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23582)
• The Dynamics of Energy-Grain Prices with Open Interest
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Hammoudeh, S.M. & Sarafrazi, S. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23590)
• Analyzing Fixed-event Forecast Revisions
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Franses, Ph.H.B.F. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23785)
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chen, C.W.S. & Gerlach, R. & Hwang, B.B.K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:23795)
• Citations and Impact of ISI Tourism and Hospitality Journals
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:25607)
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Santos, P.A. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:25610)
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & McAleer, M.J. & Lim, C.
  (ReDIF-paper, ems:eureir:25611)
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Casarin, R. & Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:25614)
• The Rise and Fall of S&P500 Variance Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:26880)
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:31230)
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:31599)
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)
  by Allen, D.E. & McAleer, M.J. & Amram, R.
  (ReDIF-paper, ems:eureir:31966)
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Asai, M. & Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:31985)
• Robust Ranking of Journal Quality: An Application to Economics
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & McAleer, M.J. & Maasoumi, E.
  (ReDIF-paper, ems:eureir:32136)
• Robust Ranking of Multivariate GARCH Models by Problem Dimension
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:32526)
• Risk Management and Financial Derivatives: An Overview
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Hammoudeh, S.M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:32527)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & McAleer, M.J. & Tansuchat, R.
  (ReDIF-paper, ems:eureir:32528)
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:32529)
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:37619)
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chu, L. & McAleer, M.J. & Chen, C-C.
  (ReDIF-paper, ems:eureir:37621)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:37622)
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chu, L-F. & McAleer, M.J. & Chen, C-C.
  (ReDIF-paper, ems:eureir:38689)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by McAleer, M.J. & Jiménez-Martín, J.A. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:38690)
• Statistical Modelling of Extreme Rainfall in Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chu, L-F. & McAleer, M.J. & Chang, C-C.
  (ReDIF-paper, ems:eureir:38691)
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chu, L-F. & McAleer, M.J. & Wang, S-H.
  (ReDIF-paper, ems:eureir:38692)
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2012)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:38693)
• Recent Developments in Financial Economics and Econometrics: An Overview
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & Allen, D.E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:38695)
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & Chen, C-C. & McAleer, M.J. & Chen, P-Y.
  (ReDIF-paper, ems:eureir:38697)
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:38715)
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & McAleer, M.J. & Oxley, L.
  (ReDIF-paper, ems:eureir:39179)
• Ten Things You Should Know About DCC
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:39599)
• Modelling and Simulation: An Overview
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by McAleer, M.J. & Chan, F. & Oxley, L.
  (ReDIF-paper, ems:eureir:40237)
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Caporin, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:40377)
• Risk Modelling and Management: An Overview
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & Allen, D.E. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:40777)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by McAleer, M.J. & Radalj, K.
  (ReDIF-paper, ems:eureir:40778)
• International Technology Diffusion of Joint and Cross-border Patents
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
  (ReDIF-paper, ems:eureir:40779)
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:41465)
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Lean, H.H. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:41467)
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:50130)
• The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2013)
  by Nawata, K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:50213)
• A Tourism Conditions Index
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:50640)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:50641)
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:50642)
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:50643)
• A Tourism Financial Conditions Index
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & Hsu, H-K. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:51314)
• A One Line Derivation of EGARCH
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by McAleer, M.J. & Hafner, C.M.
  (ReDIF-paper, ems:eureir:51742)
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & Chen, W. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:51743)
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:51744)
• On the Invertibility of EGARCH
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Martinet, G.G. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:51750)
• Asymmetry and Leverage in Conditional Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:77759)
• Econometric Analysis of Financial Derivatives
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2014)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78064)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78067)
• The Impact of Jumps and Leverage in Forecasting Co-Volatility
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78068)
• Frontiers in Time Series and Financial Econometrics
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Ling, S. & McAleer, M.J. & Tong, H.
  (ReDIF-paper, ems:eureir:78069)
• On the Invertibility of EGARCH(p,q)
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Martinet, G.G. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78126)
• International Technology Diffusion of Joint and Cross-border Patents
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
  (ReDIF-paper, ems:eureir:78143)
• A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & Jiménez-Martín, J.A. & McAleer, M.J. & Pérez-Amaral, T.
  (ReDIF-paper, ems:eureir:78155)
• Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & Li, Y. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78349)
• Multivariate Volatility Impulse Response Analysis of GFC News Events
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:78711)
• Daily Market News Sentiment and Stock Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:78713)
• Industrial Agglomeration and Use of the Internet
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
  (ReDIF-paper, ems:eureir:78714)
• Research Ideas for the Journal of Health & Medical Economics: Opinion
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:78715)
• Research Ideas for the Journal of Informatics and Data Mining: Opinion
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:78716)
• Behavioural, Financial, and Health & Medical Economics: A Connection
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:78718)
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by García-Hiernaux, A. & Guerrero, D.E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79213)
• From Disorder to Order
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Yue, X-G. & Cao, Y. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79214)
• Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:79216)
• Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K.
  (ReDIF-paper, ems:eureir:79217)
• Informatics, Data Mining, Econometrics and Financial Economics: A Connection
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:79219)
• The Fundamental Equation in Tourism Finance
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by McAleer, M.J.
  (ReDIF-paper, ems:eureir:79221)
• Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2015)
  by Chang, C-L. & Jiménez-Martín, J.A. & Maasoumi, E. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79539)
• A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Guo, X. & McAleer, M.J. & Wong, W.-K. & Zhu, L.
  (ReDIF-paper, ems:eureir:79730)
• Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Caporin, M. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79731)
• How are VIX and Stock Index ETF Related?
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79913)
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
  (ReDIF-paper, ems:eureir:79923)
• Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chen, J. & Kobayashi, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:79925)
• Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Bai, Z. & Li, H. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:80106)
• An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:80108)
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Yue, X-G. & Gao, R. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:80109)
• Industrial Penetration and Internet Intensity
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wu, Y-C.
  (ReDIF-paper, ems:eureir:80110)
• A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:93112)
• Management Science, Economics and Finance: A Connection
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wong, W.-K.
  (ReDIF-paper, ems:eureir:93113)
• Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Peiris, S. & Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:93114)
• Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & Liu, C-P. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:93115)
• Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wang, Y.
  (ReDIF-paper, ems:eureir:93116)
• Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Tian, J.
  (ReDIF-paper, ems:eureir:93117)
• An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wang, C-H.
  (ReDIF-paper, ems:eureir:93118)
• A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:93333)
• Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:93334)
• Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:98037)
• A Simple Test for Causality in Volatility
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:98603)
• Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Asai, M. & Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:98648)
• Theravada Buddhism and Thai Luxury Fashion Consumption
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Ning, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:98655)
• Joint and Cross-border Patents as Proxies for International Technology Diffusion
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Tang, J-T.
  (ReDIF-paper, ems:eureir:98656)
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Chang, C-L. & McAleer, M.J. & Wang, Y-A.
  (ReDIF-paper, ems:eureir:98657)
• A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Allen, D.E. & McAleer, M.J. & Singh, A.K.
  (ReDIF-paper, ems:eureir:98658)
• Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016)
  by Zopiatis, A. & Savva, C.S. & Lambertides, N. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:99512)
• The Fiction of Full BEKK
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:99514)
• Connecting VIX and Stock Index ETF
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chang, C-L. & Hsieh, T-L. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:99516)
• Forecasting the Volatility of Nikkei 225 Futures
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Asai, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:99517)
• Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2017)
  by Chen, J. & Kobayashi, M. & McAleer, M.J.
  (ReDIF-paper, ems:eureir:99788)
• Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns
  Working Papers, Fondazione Eni Enrico Mattei (2004)
  by Matteo Manera & Alessandro Lanza & Michael McAleer
  (ReDIF-paper, fem:femwpa:2004.72)
• Risk Management of Daily Tourist Tax Revenues for the Maldives
  Working Papers, Fondazione Eni Enrico Mattei (2005)
  by Michael McAleer & Riaz Shareef & Bernardo da Veiga
  (ReDIF-paper, fem:femwpa:2005.137)
• Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses
  Papers, Australian National University - Department of Economics (1988)
  by McALEER, M. & DASTOOR, N.K.
  (ReDIF-paper, fth:aunaec:168)
• The Effects Of Misspecification In Estimating The Percentiles Of Some Two -And Three-Parameter Distributions
  Papers, Australian National University - Department of Economics (1989)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:185)
• A New Approach To Maximum Likelihood Estimation Of The Three-Paramater Gamma And Weibull Distributions
  Papers, Australian National University - Department of Economics (1989)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:191)
• Estimating The Percentiles Of Some Misspecified Non-Nested Distributions
  Papers, Australian National University - Department of Economics (1989)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:193)
• Discrimination Between Nested Two-And Three-Parameter Distributions: An Application To Models Of Air Pollution
  Papers, Australian National University - Department of Economics (1990)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:197)
• Discrimination Procedures For Fitting Nested And Non-Nested Distributions To Environmental Quality Data
  Papers, Australian National University - Department of Economics (1990)
  by Bai, J. & Jakeman, A. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:200)
• On The Robustness Of Barro'S New Classical Unemployment Model
  Papers, Australian National University - Department of Economics (1990)
  by Smith, J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:206)
• A Mote Carlo Comparison Of Ols,Iv,Fiml And Bootstrap Standard Errors In Linear Models With Generated Regressors
  Papers, Australian National University - Department of Economics (1990)
  by Mcaleer, M. & Smith, J.
  (ReDIF-paper, fth:aunaec:207)
• Estimation And Discrimination Of Alternative Air Pollution Models
  Papers, Australian National University - Department of Economics (1990)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:aunaec:209)
• Simple Procedures For Testing Autoregressive Versus Moving Average Errors In Regression Models
  Papers, Australian National University - Department of Economics (1990)
  by Mckensi, C.R. & Mcaleer, M. & Gill, L.
  (ReDIF-paper, fth:aunaec:210)
• On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach
  Papers, Australian National University - Department of Economics (1990)
  by McKensie, C.R. & McAleer, M.
  (ReDIF-paper, fth:aunaec:211)
• Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing
  Papers, Australian National University - Department of Economics (1990)
  by McAleer, M. & Smith, J.
  (ReDIF-paper, fth:aunaec:219)
• Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment
  Papers, California Los Angeles - Applied Econometrics (1990)
  by Mcaleer, M. & Pesaran, M.H. & Bera, A.K.
  (ReDIF-paper, fth:callaa:10)
• Joint Test Of Non-Nested Models And General Erro Specifications
  Papers, California Los Angeles - Applied Econometrics (1989)
  by Bera, A.K. & Mcaleer, M. & Pesaran, M.H.
  (ReDIF-paper, fth:callaa:3)
• Comparing The Empirical Perfomance Of Alternative Demand Systems
  Papers, Tilburg - Center for Economic Research (1991)
  by Barten, A.P. & Mcaleer, M.
  (ReDIF-paper, fth:tilbur:9002a)
• Keynesian And New Classical Models Of Unemployment Revisited
  Papers, Tilburg - Center for Economic Research (1990)
  by Mcaleer, M. & Mckenzie, C.R.
  (ReDIF-paper, fth:tilbur:9006)
• Discrimination Between Nested Two- And Three-Parameter Distributions: An Application To Models Of Air Pollution
  Papers, Tilburg - Center for Economic Research (1990)
  by Bai, J. & Jakeman, A.J. & Mcaleer, M.
  (ReDIF-paper, fth:tilbur:9028)
• Comparing the Empirical Performance of Alternative Demand Systems
  Papers, Tilburg - Center for Economic Research (1991)
  by Barten, A.P. & McAleer, M.
  (ReDIF-paper, fth:tilbur:9102)
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
  Papers, Tilburg - Center for Economic Research (1995)
  by Franses, P.H. & McAleer, M.
  (ReDIF-paper, fth:tilbur:9510)
• A Tourism Financial Conditions Index for Tourism Finance
  Challenges, MDPI (2017)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-article, gam:jchals:v:8:y:2017:i:2:p:23-:d:111192)
• Ten Things You Should Know about the Dynamic Conditional Correlation Representation
  Econometrics, MDPI (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620)
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
  Econometrics, MDPI (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522)
• A One Line Derivation of EGARCH
  Econometrics, MDPI (2014)
  by Michael McAleer & Christian M. Hafner
  (ReDIF-article, gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414)
• Asymmetry and Leverage in Conditional Volatility Models
  Econometrics, MDPI (2014)
  by Michael McAleer
  (ReDIF-article, gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585)
• A Simple Test for Causality in Volatility
  Econometrics, MDPI (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, gam:jecnmx:v:5:y:2017:i:1:p:15-:d:93545)
• Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
  Econometrics, MDPI (2021)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels
  (ReDIF-article, gam:jecnmx:v:9:y:2021:i:2:p:21-:d:548851)
• Review on Efficiency and Anomalies in Stock Markets
  Economies, MDPI (2020)
  by Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jecomi:v:8:y:2020:i:1:p:20-:d:331591)
• Moving Average Market Timing in European Energy Markets: Production Versus Emissions
  Energies, MDPI (2018)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-article, gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360)
• Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
  Energies, MDPI (2018)
  by Chia-Lin Chang & Yiying Li & Michael McAleer
  (ReDIF-article, gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161)
• Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management
  Energies, MDPI (2018)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jeners:v:11:y:2018:i:7:p:1627-:d:153801)
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
  Energies, MDPI (2019)
  by Manabu Asai & Rangan Gupta & Michael McAleer
  (ReDIF-article, gam:jeners:v:12:y:2019:i:17:p:3379-:d:263215)
• Modeling Latent Carbon Emission Prices for Japan: Theory and Practice
  Energies, MDPI (2019)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913)
• Modeling the Relationship between Crude Oil and Agricultural Commodity Prices
  Energies, MDPI (2019)
  by Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer
  (ReDIF-article, gam:jeners:v:12:y:2019:i:7:p:1344-:d:220919)
• Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
  Energies, MDPI (2019)
  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
  (ReDIF-article, gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091)
• Causality between CO2 Emissions and Stock Markets
  Energies, MDPI (2020)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-article, gam:jeners:v:13:y:2020:i:11:p:2893-:d:367970)
• A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index
  Energies, MDPI (2020)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jeners:v:13:y:2020:i:15:p:4011-:d:394147)
• A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
  Future Internet, MDPI (2018)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
  (ReDIF-article, gam:jftint:v:10:y:2018:i:3:p:31-:d:136725)
• Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality
  IJERPH, MDPI (2019)
  by Zhihui Lv & Amanda M. Y. Chu & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jijerp:v:16:y:2019:i:21:p:4176-:d:281424)
• Alternative Global Health Security Indexes for Risk Analysis of COVID-19
  IJERPH, MDPI (2020)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, gam:jijerp:v:17:y:2020:i:9:p:3161-:d:353114)
• An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
  IJFS, MDPI (2017)
  by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang
  (ReDIF-article, gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175)
• Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
  JRFM, MDPI (2017)
  by Shelton Peiris & Manabu Asai & Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:10:y:2017:i:4:p:23-:d:122610)
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
  JRFM, MDPI (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130)
• Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM)
  JRFM, MDPI (2018)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:11:y:2018:i:2:p:20-:d:143137)
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
  JRFM, MDPI (2018)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906)
• What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
  JRFM, MDPI (2019)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223)
• 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
  JRFM, MDPI (2019)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231)
• Corporate Financial Distress of Industry Level Listings in Vietnam
  JRFM, MDPI (2019)
  by Duc Hong Vo & Binh Ninh Vo Pham & Chi Minh Ho & Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:12:y:2019:i:4:p:155-:d:269614)
• Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020
  JRFM, MDPI (2020)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:12:p:294-:d:450752)
• Risk Management of COVID-19 by Universities in China
  JRFM, MDPI (2020)
  by Chuanyi Wang & Zhe Cheng & Xiao-Guang Yue & Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:2:p:36-:d:322386)
• Prevention Is Better Than the Cure: Risk Management of COVID-19
  JRFM, MDPI (2020)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:3:p:46-:d:327711)
• Is One Diagnostic Test for COVID-19 Enough?
  JRFM, MDPI (2020)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:4:p:77-:d:346796)
• Risk and Financial Management of COVID-19 in Business, Economics and Finance
  JRFM, MDPI (2020)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:5:p:102-:d:360522)
• Review Papers for Journal of Risk and Financial Management ( JRFM )
  JRFM, MDPI (2020)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:13:y:2020:i:8:p:185-:d:400340)
• Spurious Relationships for Nearly Non-Stationary Series
  JRFM, MDPI (2021)
  by Yushan Cheng & Yongchang Hui & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jjrfmx:v:14:y:2021:i:8:p:366-:d:610705)
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  JRFM, MDPI (2012)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410)
• The Journal of Risk and Financial Management in Open Access
  JRFM, MDPI (2013)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:6:y:2013:i:1:p:1-3:d:29274)
• A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
  JRFM, MDPI (2013)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-article, gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740)
• Asymmetric Realized Volatility Risk
  JRFM, MDPI (2014)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-article, gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458)
• Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa
  JRFM, MDPI (2014)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:7:y:2014:i:3:p:110-112:d:40459)
• The Fundamental Equation in Tourism Finance
  JRFM, MDPI (2015)
  by Michael McAleer
  (ReDIF-article, gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108)
• Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
  JRFM, MDPI (2016)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-article, gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448)
• Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
  Risks, MDPI (2016)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
  (ReDIF-article, gam:jrisks:v:4:y:2016:i:1:p:7-:d:65863)
• Long Run Returns Predictability and Volatility with Moving Averages
  Risks, MDPI (2018)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-article, gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554)
• Market Risk Analysis of Energy in Vietnam
  Risks, MDPI (2019)
  by Ngoc Phu Tran & Thang Cong Nguyen & Duc Hong Vo & Michael McAleer
  (ReDIF-article, gam:jrisks:v:7:y:2019:i:4:p:112-:d:283415)
• Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE
  Risks, MDPI (2020)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jrisks:v:8:y:2020:i:1:p:12-:d:315296)
• Systematic Risk at the Industry Level: A Case Study of Australia
  Risks, MDPI (2020)
  by Thang Cong Nguyen & Tan Ngoc Vu & Duc Hong Vo & Michael McAleer
  (ReDIF-article, gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914)
• Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets
  Risks, MDPI (2020)
  by Duc Hong Vo & Ha Minh Nguyen & Tan Manh Vo & Michael McAleer
  (ReDIF-article, gam:jrisks:v:8:y:2020:i:2:p:38-:d:348054)
• A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes
  Risks, MDPI (2021)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jrisks:v:9:y:2021:i:11:p:195-:d:671113)
• Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains
  Sustainability, MDPI (2018)
  by WeiMing Mou & Wing-Keung Wong & Michael McAleer
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:10:p:3699-:d:175769)
• Why Are Warrant Markets Sustained in Taiwan but Not in China?
  Sustainability, MDPI (2018)
  by Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380)
• An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan
  Sustainability, MDPI (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:11:p:4307-:d:184277)
• Confucius and Herding Behaviour in the Stock Markets in China and Taiwan
  Sustainability, MDPI (2018)
  by Batmunkh John Munkh-Ulzii & Michael McAleer & Massoud Moslehpour & Wing-Keung Wong
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:12:p:4413-:d:185584)
• Market Timing with Moving Averages
  Sustainability, MDPI (2018)
  by Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:7:p:2125-:d:153797)
• President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †
  Sustainability, MDPI (2018)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:7:p:2310-:d:156124)
• Specification Testing of Production in a Stochastic Frontier Model
  Sustainability, MDPI (2018)
  by Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, gam:jsusta:v:10:y:2018:i:9:p:3082-:d:166556)
• Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany
  Sustainability, MDPI (2019)
  by David E. Allen & Michael McAleer
  (ReDIF-article, gam:jsusta:v:11:y:2019:i:19:p:5181-:d:269414)
• Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan
  Sustainability, MDPI (2019)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
  (ReDIF-article, gam:jsusta:v:11:y:2019:i:5:p:1366-:d:211118)
• A Charter for Sustainable Tourism after COVID-19
  Sustainability, MDPI (2020)
  by Chia-Lin Chang & Michael McAleer & Vicente Ramos
  (ReDIF-article, gam:jsusta:v:12:y:2020:i:9:p:3671-:d:353186)
• Risk Measurement and Risk Modelling Using Applications of Vine Copulas
  Sustainability, MDPI (2017)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-article, gam:jsusta:v:9:y:2017:i:10:p:1762-:d:113713)
• Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
  Sustainability, MDPI (2017)
  by Chia-Lin Chang & Michael McAleer & Guangdong Zuo
  (ReDIF-article, gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954)
• Modelling Environmental Risk
  IHEID Working Papers, Economics Section, The Graduate Institute of International Studies (2004)
  by Suhejla Hoti & Michael McAleer & Laurent L. Pauwels
  (ReDIF-paper, gii:giihei:heiwp08-2004)
• Switching Orthogonality
  International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1998)
  by Morimune, Kimio & McAleer, Michael
  (ReDIF-article, ier:iecrev:v:39:y:1998:i:1:p:171-82)
• Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1995)
  by Smith, Jeremy & McAleer, Michael
  (ReDIF-article, jae:japmet:v:10:y:1995:i:2:p:165-85)
• Revisiting Tobin's 1950 Study of Food Expenditure: Comments
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
  by McAleer, Michael
  (ReDIF-article, jae:japmet:v:12:y:1997:i:5:p:553-57)
• Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
  by McAleer, Michael
  (ReDIF-article, jae:japmet:v:12:y:1997:i:5:p:587-89)
• Statistical Demand Functions for Food in the USA and the Netherlands: Comments
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1997)
  by McAleer, Michael
  (ReDIF-article, jae:japmet:v:12:y:1997:i:5:p:640-42)
• Financial volatility: an introduction
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002)
  by Philip Hans Franses & Michael McAleer
  (ReDIF-article, jae:japmet:v:17:y:2002:i:5:p:419-424)
• Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence
  Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2002)
  by Felix Chan & Michael McAleer
  (ReDIF-article, jae:japmet:v:17:y:2002:i:5:p:509-534)
• Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
  Journal of Forecasting, John Wiley & Sons, Ltd. (2008)
  by Michael Mcaleer & Bernardo da Veiga
  (ReDIF-article, jof:jforec:v:27:y:2008:i:1:p:1-19)
• Single-index and portfolio models for forecasting value-at-risk thresholds
  Journal of Forecasting, John Wiley & Sons, Ltd. (2008)
  by Michael McAleer & Bernardo da Veiga
  (ReDIF-article, jof:jforec:v:27:y:2008:i:3:p:217-235)
• Scalar BEKK and indirect DCC
  Journal of Forecasting, John Wiley & Sons, Ltd. (2008)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, jof:jforec:v:27:y:2008:i:6:p:537-549)
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models
  Computational Economics, Springer;Society for Computational Economics (2022)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10074-6)
• Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan
  Korean Economic Review, Korean Economic Association (2009)
  by Chia-Lin Chang & Michael Mcaleer
  (ReDIF-article, kea:keappr:ker-20091231-25-2-03)
• Modeling the Volatility in Global Fertilizer Prices
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:705)
• What Makes a Great Journal Great in Economics? The Singer Not the Song
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:706)
• How does Zinfluence Affect Article Influence?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:707)
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, kyo:wpaper:708)
• Ten Things We Should Know About Time Series
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:710)
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:712)
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:714)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:715)
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:717)
• Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, kyo:wpaper:718)
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:719)
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, kyo:wpaper:720)
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:721)
• Modeling the Effect of Oil Price on Global Fertilizer Prices
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:722)
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:723)
• Model Selection and Testing of Conditional and Stochastic Volatility Models
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, kyo:wpaper:724)
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, kyo:wpaper:725)
• Asymmetry and Long Memory in Volatility Modelling
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, kyo:wpaper:726)
• GFC-Robust Risk Management Strategies under the Basel Accord
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:727)
• Estimating the Impact of Whaling on Global Whale Watching
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:728)
• How Volatile is ENSO?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, kyo:wpaper:729)
• Moment Restriction-based Econometric Methods: An Overview
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama
  (ReDIF-paper, kyo:wpaper:734)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, kyo:wpaper:735)
• A Trinomial Test for Paired Data When There are Many Ties
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, kyo:wpaper:736)
• Journal Impact Factor Versus Eigenfactor and Article Influence
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:737)
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, kyo:wpaper:738)
• Alternative Asymmetric Stochastic Volatility Models
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, kyo:wpaper:739)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, kyo:wpaper:741)
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:743)
• Evaluating Combined Non-Replicable Forecasts
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, kyo:wpaper:744)
• What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:746)
• Dynamic Conditional Correlations for Asymmetric Processes
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, kyo:wpaper:747)
• Testing the Box-Cox Parameter for an Integrated Process
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, kyo:wpaper:750)
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, kyo:wpaper:751)
• Asymmetric Adjustments in the Ethanol and Grains Markets
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, kyo:wpaper:752)
• Realized Volatility Risk
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, kyo:wpaper:753)
• Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
  KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
  by Felix Chan & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, kyo:wpaper:754)
• Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, kyo:wpaper:755)
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:756)
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:757)
• Modelling and Forecasting Noisy Realized Volatility
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, kyo:wpaper:758)
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Isao Ishida & Michael McAleer & Kosuke Oya
  (ReDIF-paper, kyo:wpaper:759)
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:761)
• Are Forecast Updates Progressive?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, kyo:wpaper:762)
• Risk Management of Precious Metals
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
  (ReDIF-paper, kyo:wpaper:765)
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:767)
• Causality Between Market Liquidity and Depth for Energy and Grains
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:769)
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, kyo:wpaper:771)
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:772)
• Evaluating Individual and Mean Non-Replicable Forecasts
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, kyo:wpaper:773)
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:775)
• The Dynamics of Energy-Grain Prices with Open Interest
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:776)
• Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Massimiliano Caporin
  (ReDIF-paper, kyo:wpaper:778)
• Analyzing Fixed-event Forecast Revisions
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Philip Hans Franses & Chia-Lin Chang
  (ReDIF-paper, kyo:wpaper:779)
• Citations and Impact of ISI Tourism and Hospitality Journals
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Chia-Lin Chang
  (ReDIF-paper, kyo:wpaper:781)
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-Martín & Teodosio Pérez Amaral
  (ReDIF-paper, kyo:wpaper:782)
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Chia-Lin Chang & Christine Lim
  (ReDIF-paper, kyo:wpaper:783)
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:784)
• The Rise and Fall of S&P500 Variance Futures
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Chia-Lin Chang & Juan-à ngel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, kyo:wpaper:795)
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
  KIER Working Papers, Kyoto University, Institute of Economic Research (2011)
  by Michael McAleer & David Allen & Ron Amram
  (ReDIF-paper, kyo:wpaper:805)
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Chia-Lin Chang
  (ReDIF-paper, kyo:wpaper:806)
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Chia-Lin Chang
  (ReDIF-paper, kyo:wpaper:808)
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Manabu Asai & Massimiliano Caporin
  (ReDIF-paper, kyo:wpaper:812)
• Robust Ranking of Journal Quality:An Application to Economics
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Chia-Lin Chang & Esfandiar Maasoumi
  (ReDIF-paper, kyo:wpaper:813)
• Robust Ranking of Multivariate GARCH Models by Problem Dimension
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Massimiliano Caporin
  (ReDIF-paper, kyo:wpaper:815)
• Risk Management and Financial Derivatives:An Overview
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Shawkat Hammoudeh
  (ReDIF-paper, kyo:wpaper:816)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Return
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat
  (ReDIF-paper, kyo:wpaper:817)
• Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Chia-Lin Chang
  (ReDIF-paper, kyo:wpaper:819)
• Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, kyo:wpaper:820)
• Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, kyo:wpaper:821)
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:822)
• A non-parametric and entropy based analysis of the relationship between the VIX and S&P500
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh
  (ReDIF-paper, kyo:wpaper:827)
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Lan-Fen Chu & M. McAleer & Chi-Chung Chen
  (ReDIF-paper, kyo:wpaper:829)
• The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas
  (ReDIF-paper, kyo:wpaper:831)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, kyo:wpaper:832)
• Statistical Modelling of Extreme Rainfall in Taiwan
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
  (ReDIF-paper, kyo:wpaper:835)
• Estimating implied recovery rates from the term structure of CDS spreads
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, kyo:wpaper:836)
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
  (ReDIF-paper, kyo:wpaper:837)
• Volatility spillovers from the US to Australia and China across the GFC
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh
  (ReDIF-paper, kyo:wpaper:838)
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
  KIER Working Papers, Kyoto University, Institute of Economic Research (2012)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, kyo:wpaper:839)
• Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, kyo:wpaper:840)
• Recent Developments in Financial Economics and Econometrics:An Overview
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Chia-Lin Chang & David E Allen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:842)
• Financial Dependence Analysis: Applications of Vine Copulae
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh
  (ReDIF-paper, kyo:wpaper:843)
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, kyo:wpaper:844)
• A Fractionally Integrated Wishart Stochastic Volatility Model
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, kyo:wpaper:848)
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, kyo:wpaper:851)
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, kyo:wpaper:852)
• Ten Things You Should Know About DCC
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, kyo:wpaper:854)
• Modelling and Simulation: An Overview
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Michael McAleer & Felix Chan & Les Oxley
  (ReDIF-paper, kyo:wpaper:865)
• Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh
  (ReDIF-paper, kyo:wpaper:866)
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-paper, kyo:wpaper:869)
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, kyo:wpaper:870)
• Risk Modelling and Management: An Overview
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
  (ReDIF-paper, kyo:wpaper:872)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  KIER Working Papers, Kyoto University, Institute of Economic Research (2013)
  by Michael McAleer & Kim Radalj
  (ReDIF-paper, kyo:wpaper:873)
• Journal of Reviews on Global Economics (RePEc:repec:lif:jrgelg)
  from Lifescience Global as editor
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  Journal of Reviews on Global Economics, Lifescience Global (2012)
  by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-article, lif:jrgelg:v:1:y:2012:p:1-12)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  Journal of Reviews on Global Economics, Lifescience Global (2013)
  by Michael McAleer & Kim Radalj
  (ReDIF-article, lif:jrgelg:v:2:y:2013:p:307-329)
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
  Journal of Reviews on Global Economics, Lifescience Global (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, lif:jrgelg:v:3:y:2014:p:33-47)
• Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
  Journal of Reviews on Global Economics, Lifescience Global (2015)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-article, lif:jrgelg:v:4:y:2015:p:120-125)
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm
  Journal of Reviews on Global Economics, Lifescience Global (2017)
  by Michael McAleer & Xiao-Guang Yue
  (ReDIF-article, lif:jrgelg:v:6:y:2017:p:154-162)
• Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview
  Journal of Reviews on Global Economics, Lifescience Global (2017)
  by Michael McAleer & Chia-Lin Chang
  (ReDIF-article, lif:jrgelg:v:6:y:2017:p:218-224)
• Re-Opening the Silk Road to Transform Chinese Trade
  Journal of Reviews on Global Economics, Lifescience Global (2017)
  by Michael McAleer & Ning Mao
  (ReDIF-article, lif:jrgelg:v:6:y:2017:p:225-232)
• You’ve Got Email: A Workflow Management Extraction System
  Journal of Reviews on Global Economics, Lifescience Global (2017)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer
  (ReDIF-article, lif:jrgelg:v:6:y:2017:p:342-349)
• Theravada Buddhism and Thai Luxury Fashion Consumption
  Journal of Reviews on Global Economics, Lifescience Global (2017)
  by Michael McAleer & Ning Mao
  (ReDIF-article, lif:jrgelg:v:6:y:2017:p:58-67)
• Energy Consumption and Economic Growth: Evidence from Vietnam
  Journal of Reviews on Global Economics, Lifescience Global (2019)
  by Michael McAleer & Ha Minh Nguyen & Ngoc Hoang Bui & Duc Hong Vo
  (ReDIF-article, lif:jrgelg:v:8:y:2019:p:350-361)
• Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms
  Journal of Reviews on Global Economics, Lifescience Global (2019)
  by Michael McAleer & Lan Le-Phuong Pham & Duc Hong Vo & Thang Cong Nguyen
  (ReDIF-article, lif:jrgelg:v:8:y:2019:p:803-814)
• Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam
  Journal of Reviews on Global Economics, Lifescience Global (2019)
  by Kim-Hung Pho & Bui Anh Tuan & Michael McAleer & Nguyen Thi Tieu Dang
  (ReDIF-article, lif:jrgelg:v:8:y:2019:p:815-837)
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
  Review of Economics, De Gruyter (2014)
  by Chang Chia-Lin & McAleer Michael
  (ReDIF-article, lus:reveco:v:65:y:2014:i:1:p:35-52)
• A Note on Identifiability in the Linear Expenditure Family
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1982)
  by Fisher, G. & Mcaleer, M. & Whistler, D.
  (ReDIF-paper, mtl:montde:8215)
• Testing Separate Regression Models Subject to Specification Error
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1982)
  by Mcaleer, M. & Fisher, G.
  (ReDIF-paper, mtl:montde:8216)
• Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function
  Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1982)
  by Mcaleer, M. & Fisher, G. & Volker, P.
  (ReDIF-paper, mtl:montde:8217)
• Asymmetry and Long Memory in Volatility Modeling
  The Journal of Financial Econometrics, Society for Financial Econometrics (2012)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-article, oup:jfinec:v:10:y:2012:i:3:p:495-512)
• Dynamic Asymmetric GARCH
  The Journal of Financial Econometrics, Society for Financial Econometrics (2006)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-article, oup:jfinec:v:4:y:2006:i:3:p:385-412)
• Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model
  Review of Economic Studies, Oxford University Press (1987)
  by Maxwell L. King & Michael McAleer
  (ReDIF-article, oup:restud:v:54:y:1987:i:4:p:649-663.)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2008)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, pad:wpaper:0064)
• Modeling Exchange Rate and Industrial Commodity Volatility Transmissions
  "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2009)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, pad:wpaper:0096)
• Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
  "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2009)
  by Chia-Lin Chang & Michael McAleer & Dan Slottje
  (ReDIF-paper, pad:wpaper:0097)
• Ranking Multivariate GARCH Models by Problem Dimension
  "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, pad:wpaper:0124)
• Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S
  PLOS ONE, Public Library of Science (2021)
  by Wing Wah Tham & Elvira Sojli & Richard Bryant & Michael McAleer
  (ReDIF-article, plo:pone00:0260726)
• Econometric modelling in finance and risk management: An overview
  MPRA Paper, University Library of Munich, Germany (2006)
  by Gao, Jiti & McAleer, Michael & Allen, Dave
  (ReDIF-paper, pra:mprapa:11978)
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
  MPRA Paper, University Library of Munich, Germany (2009)
  by McAleer, Michael & Jimenez-Martin, Juan-Angel & Perez Amaral, Teodosio
  (ReDIF-paper, pra:mprapa:20975)
• On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002
  MPRA Paper, University Library of Munich, Germany (2007)
  by Sinha, Dipendra & Macri, Joseph & McAleer, Michael
  (ReDIF-paper, pra:mprapa:2881)
• Are Forecast Updates Progressive?
  MPRA Paper, University Library of Munich, Germany (2013)
  by Chang, Chia-Lin & Franses, Philip Hans & McAleer, Michael
  (ReDIF-paper, pra:mprapa:46387)
• The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures
  Working Papers, University of Pretoria, Department of Economics (2019)
  by Manabu Asai & Rangan Gupta & Michael McAleer
  (ReDIF-paper, pre:wpaper:201925)
• Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks
  Working Papers, University of Pretoria, Department of Economics (2019)
  by Manabu Asai & Rangan Gupta & Michael McAleer
  (ReDIF-paper, pre:wpaper:201951)
• Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada
  Working Paper, Economics Department, Queen's University (1978)
  by Alan Gregory & Michael McAleer
  (ReDIF-paper, qed:wpaper:316)
• Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal
  Working Paper, Economics Department, Queen's University (1979)
  by Michael McAleer & Ian E. Gorman
  (ReDIF-paper, qed:wpaper:333)
• Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables
  Working Paper, Economics Department, Queen's University (1979)
  by Michael McAleer & Alan A. Powell & Peter Dixon & Tony Lawson
  (ReDIF-paper, qed:wpaper:349)
• Problems of Estimating the Linear Expenditure System and its Related Forms
  Working Paper, Economics Department, Queen's University (1979)
  by Michael McAleer & Gordon Fisher & Diana Whistler
  (ReDIF-paper, qed:wpaper:355)
• Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case
  Working Paper, Economics Department, Queen's University (1979)
  by Gordon Fisher & Michael McAleer
  (ReDIF-paper, qed:wpaper:367)
• The Interpretation of the Cox Test in Econometrics
  Working Paper, Economics Department, Queen's University (1980)
  by Gordon Fisher & Michael McAleer
  (ReDIF-paper, qed:wpaper:371)
• Interest Rates and Durability in the Linear Expenditure Family
  Working Paper, Economics Department, Queen's University (1980)
  by Gordon Fisher & Michael McAleer & Diana Whistler
  (ReDIF-paper, qed:wpaper:399)
• Principles and Methods in the Testing of Alternative Models
  Working Paper, Economics Department, Queen's University (1980)
  by Gordon Fisher & Michael McAleer
  (ReDIF-paper, qed:wpaper:400)
• Exogeneity and Money Demand in a Small Open Economy: The Canadian Case
  Working Paper, Economics Department, Queen's University (1980)
  by Allan W. Gregory & Michael McAleer
  (ReDIF-paper, qed:wpaper:401)
• Two Papers on Linear Models
  Working Paper, Economics Department, Queen's University (1980)
  by Gordon Fisher & Allan W. Gregory & Michael McAleer
  (ReDIF-paper, qed:wpaper:411)
• Two Papers on Model Testing and Discrimination
  Working Paper, Economics Department, Queen's University (1980)
  by Gordon Fisher & Michael McAleer
  (ReDIF-paper, qed:wpaper:416)
• Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses
  Working Paper, Economics Department, Queen's University (1981)
  by Gordon Fisher & Michael McAleer
  (ReDIF-paper, qed:wpaper:420)
• Separate Misspecified Regressions
  Working Paper, Economics Department, Queen's University (1981)
  by Michael McAleer & Gordon Fisher
  (ReDIF-paper, qed:wpaper:424)
• Exact Tests of a Model Against Non-Nested Alternatives
  Working Paper, Economics Department, Queen's University (1981)
  by Michael McAleer
  (ReDIF-paper, qed:wpaper:431)
• Testing Separate Regression Models Subject to Specification Error
  Working Paper, Economics Department, Queen's University (1981)
  by Michael McAleer & Gordon Fisher
  (ReDIF-paper, qed:wpaper:441)
• On the Consistency of Joint and Paired Tests for Non-Nested Regression Models
  Working Paper, Economics Department, Queen's University (1985)
  by Naorayex K. Dastoor & Michael McAleer
  (ReDIF-paper, qed:wpaper:614)
• Realized volatility: a review
  Textos para discussão, Department of Economics PUC-Rio (Brazil) (2006)
  by Michael McAleer & Marcelo Cunha Medeiros
  (ReDIF-paper, rio:texdis:531)
• Forecasting Realized Volatility with Linear and Nonlinear Models
  Textos para discussão, Department of Economics PUC-Rio (Brazil) (2010)
  by Michael McAleer & Marcelo Cunha Medeiros
  (ReDIF-paper, rio:texdis:568)
• Moment-based estimation of smooth transition regression models with endogenous variables
  Textos para discussão, Department of Economics PUC-Rio (Brazil) (2010)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo Cunha Medeiros
  (ReDIF-paper, rio:texdis:571)
• Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs
  L'Actualité Economique, Société Canadienne de Science Economique (1997)
  by Barten, Anton P. & McAleer, Michael
  (ReDIF-article, ris:actuec:v:73:y:1997:i:1:p:27-45)
• Evaluating Individual and Mean Non-Replicable Forecasts
  Journal for Economic Forecasting, Institute for Economic Forecasting (2012)
  by Chang, Chia Lin & Franses, Philip Hans & Mcaleer, Michael
  (ReDIF-article, rjr:romjef:v::y:2012:i:3:p:22-43)
• Modelling Country Risk and Uncertainty in Small Island Tourism Economies
  Tourism Economics, (2005)
  by Suhejla Hoti & Michael McAleer & Riaz Shareef
  (ReDIF-article, sae:toueco:v:11:y:2005:i:2:p:159-183)
• Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain
  Tourism Economics, (2009)
  by Ana Bartolomé & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
  (ReDIF-article, sae:toueco:v:15:y:2009:i:3:p:481-500)
• Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data
  Tourism Economics, (2009)
  by Hsiao-I Kuo & Chia-Lin Chang & Bing-Wen Huang & Chi-Chung Chen & Michael McAleer
  (ReDIF-article, sae:toueco:v:15:y:2009:i:3:p:501-511)
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
  Tourism Economics, (2011)
  by Chia-Lin Chang & Thanchanok Khamkaew & Roengchai Tansuchat & Michael McAleer
  (ReDIF-article, sae:toueco:v:17:y:2011:i:3:p:481-507)
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  Tourism Economics, (2012)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-article, sae:toueco:v:18:y:2012:i:1:p:5-41)
• Volatility of a Market Index and its Components: An Application to Commodity Markets
  Computing in Economics and Finance 2002, Society for Computational Economics (2002)
  by Clinton WATKINS & Michael McALEER
  (ReDIF-paper, sce:scecf2:18)
• Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis
  The Japanese Economic Review, Springer (2016)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-article, spr:jecrev:v:67:y:2016:i:3:d:10.1111_jere.12084)
• Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather
  Scientometrics, Springer;Akadémiai Kiadó (2018)
  by David E. Allen & Michael McAleer
  (ReDIF-article, spr:scient:v:117:y:2018:i:1:d:10.1007_s11192-018-2847-y)
• Trump’s COVID-19 tweets and Dr. Fauci’s emails
  Scientometrics, Springer;Akadémiai Kiadó (2022)
  by David E. Allen & Michael McAleer
  (ReDIF-article, spr:scient:v:127:y:2022:i:3:d:10.1007_s11192-021-04243-z)
• Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries
  Scientometrics, Springer;Akadémiai Kiadó (2002)
  by Dora Marinova & Michael McAleer
  (ReDIF-article, spr:scient:v:55:y:2002:i:2:d:10.1023_a:1019611623033)
• Modelling the asymmetric volatility of anti-pollution patents in the USA
  Scientometrics, Springer;Akadémiai Kiadó (2004)
  by Felix Chan & Dora Marinova & Michael McAleer
  (ReDIF-article, spr:scient:v:59:y:2004:i:2:d:10.1023_b:scie.0000018527.22276.10)
• A new measure of innovation: The patent success ratio
  Scientometrics, Springer;Akadémiai Kiadó (2005)
  by Michael McAleer & Daniel Slottje
  (ReDIF-article, spr:scient:v:63:y:2005:i:3:d:10.1007_s11192-005-0222-2)
• Antitrust environment and innovation
  Scientometrics, Springer;Akadémiai Kiadó (2005)
  by Dora Marinova & Michael McAleer & Daniel Slottje
  (ReDIF-article, spr:scient:v:64:y:2005:i:3:d:10.1007_s11192-005-0252-9)
• What makes a great journal great in the sciences? Which came first, the chicken or the egg?
  Scientometrics, Springer;Akadémiai Kiadó (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-article, spr:scient:v:87:y:2011:i:1:d:10.1007_s11192-010-0335-0)
• Asymptotic Theory for Rotated Multivariate GARCH Models
  Working Papers, University of Sydney Business School, Discipline of Business Analytics (2019)
  by Asai, Manabu & Chang, Chia-Lin & McAleer, Michael & Pauwels, Laurent
  (ReDIF-paper, syb:wpbsba:2123/20178)
• A capital adequacy buffer model
  Applied Economics Letters, Taylor & Francis Journals (2016)
  by D. E. Allen & M. McAleer & R. J. Powell & A. K. Singh
  (ReDIF-article, taf:apeclt:v:23:y:2016:i:3:p:175-179)
• Unknown item RePEc:taf:apfiec:v:10:y:2000:i:3:p:277-289 (article)
• Unknown item RePEc:taf:apfiec:v:10:y:2000:i:5:p:543-552 (article)
• Unknown item RePEc:taf:apfiec:v:13:y:2003:i:8:p:581-592 (article)
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:13:p:953-962 (article)
• Unknown item RePEc:taf:apfiec:v:16:y:2006:i:12:p:853-880 (article)
• Unknown item RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533 (article)
• Testing long-run neutrality using intra-year data
  Applied Economics, Taylor & Francis Journals (2000)
  by Kenneth Leong & Michael McAleer
  (ReDIF-article, taf:applec:v:32:y:2000:i:1:p:25-37)
• A seasonal analysis of Asian tourist arrivals to Australia
  Applied Economics, Taylor & Francis Journals (2000)
  by Christine Lim & Michael McAleer
  (ReDIF-article, taf:applec:v:32:y:2000:i:4:p:499-509)
• Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
  Applied Economics, Taylor & Francis Journals (2001)
  by Christine Lim & Michael McAleer
  (ReDIF-article, taf:applec:v:33:y:2001:i:12:p:1599-1619)
• Is a monetary union feasible for East Asia?
  Applied Economics, Taylor & Francis Journals (2004)
  by Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer
  (ReDIF-article, taf:applec:v:36:y:2004:i:10:p:1031-1043)
• Convergence and catching up in ASEAN: a comparative analysis
  Applied Economics, Taylor & Francis Journals (2004)
  by Lee Kian Lim & Michael McAleer
  (ReDIF-article, taf:applec:v:36:y:2004:i:2:p:137-153)
• Trends and volatilities in foreign patents registered in the USA
  Applied Economics, Taylor & Francis Journals (2004)
  by Felix Chan & Dora Marinova & Michael McAleer
  (ReDIF-article, taf:applec:v:36:y:2004:i:6:p:585-592)
• On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002
  Applied Economics, Taylor & Francis Journals (2010)
  by Joseph Macri & Michael McAleer & Dipendra Sinha
  (ReDIF-article, taf:applec:v:42:y:2010:i:10:p:1257-1268)
• Modelling the interactions across international stock, bond and foreign exchange markets
  Applied Economics, Taylor & Francis Journals (2010)
  by Abdul Hakim & Michael McAleer
  (ReDIF-article, taf:applec:v:42:y:2010:i:7:p:825-850)
• Volatility spillover and multivariate volatility impulse response analysis of GFC news events
  Applied Economics, Taylor & Francis Journals (2017)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-article, taf:applec:v:49:y:2017:i:33:p:3246-3262)
• An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
  Applied Economics, Taylor & Francis Journals (2017)
  by David E Allen & Michael McAleer & Abhay K Singh
  (ReDIF-article, taf:applec:v:49:y:2017:i:7:p:677-692)
• A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
  Applied Economics, Taylor & Francis Journals (2018)
  by David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh
  (ReDIF-article, taf:applec:v:50:y:2018:i:7:p:804-823)
• Daily market news sentiment and stock prices
  Applied Economics, Taylor & Francis Journals (2019)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-article, taf:applec:v:51:y:2019:i:30:p:3212-3235)
• Globalization and knowledge spillover: international direct investment, exports and patents
  Economics of Innovation and New Technology, Taylor & Francis Journals (2013)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
  (ReDIF-article, taf:ecinnt:v:22:y:2013:i:4:p:329-352)
• Size Characteristics Of Tests For Sample Selection Bias: A Monte Carlo Comparison And Empirical Example
  Econometric Reviews, Taylor & Francis Journals (2001)
  by Kazumitsu Nawata & Michael McAleer
  (ReDIF-article, taf:emetrv:v:20:y:2001:i:1:p:105-112)
• Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
  Econometric Reviews, Taylor & Francis Journals (2003)
  by Shiqing Ling & W. K. Li & Michael McAleer
  (ReDIF-article, taf:emetrv:v:22:y:2003:i:2:p:179-202)
• Dynamic Asymmetric Leverage in Stochastic Volatility Models
  Econometric Reviews, Taylor & Francis Journals (2005)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, taf:emetrv:v:24:y:2005:i:3:p:317-332)
• Multivariate Stochastic Volatility: An Overview
  Econometric Reviews, Taylor & Francis Journals (2006)
  by Esfandiar Maasoumi & Michael McAleer
  (ReDIF-article, taf:emetrv:v:25:y:2006:i:2-3:p:139-144)
• Multivariate Stochastic Volatility: A Review
  Econometric Reviews, Taylor & Francis Journals (2006)
  by Manabu Asai & Michael McAleer & Jun Yu
  (ReDIF-article, taf:emetrv:v:25:y:2006:i:2-3:p:145-175)
• Asymmetric Multivariate Stochastic Volatility
  Econometric Reviews, Taylor & Francis Journals (2006)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, taf:emetrv:v:25:y:2006:i:2-3:p:453-473)
• Realized Volatility and Long Memory: An Overview
  Econometric Reviews, Taylor & Francis Journals (2008)
  by Esfandiar Maasoumi & Michael McAleer
  (ReDIF-article, taf:emetrv:v:27:y:2008:i:1-3:p:1-9)
• Realized Volatility: A Review
  Econometric Reviews, Taylor & Francis Journals (2008)
  by Michael McAleer & Marcelo Medeiros
  (ReDIF-article, taf:emetrv:v:27:y:2008:i:1-3:p:10-45)
• Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility
  Econometric Reviews, Taylor & Francis Journals (2009)
  by Michael McAleer & Suhejla Hoti & Felix Chan
  (ReDIF-article, taf:emetrv:v:28:y:2009:i:5:p:422-440)
• Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
  Econometric Reviews, Taylor & Francis Journals (2009)
  by Suhejla Hoti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje
  (ReDIF-article, taf:emetrv:v:28:y:2009:i:6:p:522-554)
• Alternative Asymmetric Stochastic Volatility Models
  Econometric Reviews, Taylor & Francis Journals (2011)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, taf:emetrv:v:30:y:2011:i:5:p:548-564)
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics
  Econometric Reviews, Taylor & Francis Journals (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-article, taf:emetrv:v:30:y:2011:i:6:p:583-619)
• Robust Ranking of Journal Quality: An Application to Economics
  Econometric Reviews, Taylor & Francis Journals (2016)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
  (ReDIF-article, taf:emetrv:v:35:y:2016:i:1:p:50-97)
• A fractionally integrated Wishart stochastic volatility model
  Econometric Reviews, Taylor & Francis Journals (2017)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, taf:emetrv:v:36:y:2017:i:1-3:p:42-59)
• The impact of jumps and leverage in forecasting covolatility
  Econometric Reviews, Taylor & Francis Journals (2017)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, taf:emetrv:v:36:y:2017:i:6-9:p:638-650)
• On the invertibility of EGARCH(p, q)
  Econometric Reviews, Taylor & Francis Journals (2018)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-article, taf:emetrv:v:37:y:2018:i:8:p:824-849)
• How are journal impact, prestige and article influence related? An application to neuroscience
  Journal of Applied Statistics, Taylor & Francis Journals (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-article, taf:japsta:v:38:y:2011:i:11:p:2563-2573)
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality
  Journal of the American Statistical Association, Taylor & Francis Journals (2022)
  by David E. Allen & Michael McAleer
  (ReDIF-article, taf:jnlasa:v:117:y:2022:i:537:p:214-224)
• Comment
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
  by Michael McAleer
  (ReDIF-article, taf:jnlbes:v:32:y:2014:i:2:p:174-175)
• Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
  Quantitative Finance, Taylor & Francis Journals (2015)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-article, taf:quantf:v:15:y:2015:i:5:p:889-900)
• Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (0000)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Pérez-Amaral
  (ReDIF-paper, tin:wpaper:20090039)
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, tin:wpaper:20130002)
• Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130003)
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2012)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
  (ReDIF-paper, tin:wpaper:20130004)
• Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130005)
• Statistical Modelling of Extreme Rainfall in Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
  (ReDIF-paper, tin:wpaper:20130006)
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, tin:wpaper:20130007)
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130008)
• Volatility Spillovers from the US to Australia and China across the GFC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Michael McAleer & R.J. Powell & A.K. Singh
  (ReDIF-paper, tin:wpaper:20130009)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, tin:wpaper:20130010)
• A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20130018)
• Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas
  (ReDIF-paper, tin:wpaper:20130020)
• Recent Developments in Financial Economics and Econometrics: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & David Allen & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130021)
• Financial Dependence Analysis: Applications of Vine Copulae
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20130022)
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130024)
• A Fractionally Integrated Wishart Stochastic Volatility Model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130025)
• What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130029)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20130036)
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, tin:wpaper:20130040)
• Ten Things you should know about DCC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130048)
• Are Forecast Updates Progressive?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130049)
• Analyzing Fixed-Event Forecast Revisions
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130057)
• Modelling and Simulation: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Michael McAleer & Felix Chan & Les Oxley
  (ReDIF-paper, tin:wpaper:20130069)
• GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Perez Amaral & Paulo Araujo Santos
  (ReDIF-paper, tin:wpaper:20130070)
• Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20130072)
• Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130073)
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-paper, tin:wpaper:20130077)
• Ten Things you should know about the Dynamic Conditional Correlation Representation
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130078)
• Robust Ranking of Journal Quality: An Application to Economics
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130081)
• Risk Modelling and Management: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral
  (ReDIF-paper, tin:wpaper:20130085)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Michael McAleer & Kim Radalj
  (ReDIF-paper, tin:wpaper:20130086)
• Realized Volatility Risk
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, tin:wpaper:20130092)
• International Technology Diffusion of Joint and Cross-border Patents
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-paper, tin:wpaper:20130098)
• Volatility Smirk as an Externality of Agency Conflict and Growing Debt
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130114)
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130118)
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Alfredo García-Hiernaux & David E. Guerrero & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130128)
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Hooi Hooi Lean & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130132)
• A Capital Adequacy Buffer Model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by David Allen & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130168)
• Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130173)
• The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2013)
  by Kazumitsu Nawata & Michael McAleer
  (ReDIF-paper, tin:wpaper:20130197)
• A Tourism Conditions Index
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140007)
• Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20140014)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140023)
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Michael McAleer
  (ReDIF-paper, tin:wpaper:20140025)
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140026)
• Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140037)
• Risk Measurement and Risk Modelling using Applications of Vine Copulas
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20140054)
• A Tourism Financial Conditions Index
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140060)
• Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140062)
• Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chialin Chang & Wei-Chen Chen & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140068)
• A One Line Derivation of EGARCH
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Michael McAleer & Christian M. Hafner
  (ReDIF-paper, tin:wpaper:20140069)
• Asymmetric Realized Volatility Risk
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, tin:wpaper:20140075)
• Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140076)
• A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Christian M. Hafner & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140087)
• On the Invertibility of EGARCH
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140096)
• Volatility Spillovers from Australia's Major Trading Partners across the GFC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20140106)
• Asymmetry and Leverage in Conditional Volatility Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Michael McAleer
  (ReDIF-paper, tin:wpaper:20140125)
• European Market Portfolio Diversification Strategies across the GFC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20140134)
• Hedge Fund Portfolio Diversification Strategies across the GFC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20140151)
• Econometric Analysis of Financial Derivatives: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20140153)
• Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150005)
• The Impact of Jumps and Leverage in Forecasting Co-Volatility
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150018)
• On the Invertibility of EGARCH(p,q)
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150022)
• Frontiers in Time Series and Financial Econometrics: An Overview
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Shiqing Ling & Michael McAleer & Howell Tong
  (ReDIF-paper, tin:wpaper:20150026)
• Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150044)
• Joint and Cross-border Patents as Proxies for International Technology Diffusion
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-paper, tin:wpaper:20150053)
• A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, tin:wpaper:20150056)
• Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Yiying Li & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150077)
• Multivariate Volatility Impulse Response Analysis of GFC News Events
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20150089)
• Daily Market News Sentiment and Stock Prices
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20150090)
• Industrial Agglomeration and Use of the Internet
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
  (ReDIF-paper, tin:wpaper:20150098)
• The Endowment Effect in Games
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Michalis Drouvelis & Joep Sonnemans
  (ReDIF-paper, tin:wpaper:20150114)
• Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Thomas Peeters & Steven Salaga & Matthew Juravich
  (ReDIF-paper, tin:wpaper:20150115)
• From Disorder to Order
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Xiao-Guang Yue & Yong Cao & Michael McAleer
  (ReDIF-paper, tin:wpaper:20150119)
• Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh
  (ReDIF-paper, tin:wpaper:20150122)
• Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20150125)
• The Fundamental Equation in Tourism Finance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Michael McAleer
  (ReDIF-paper, tin:wpaper:20150129)
• Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, tin:wpaper:20150133)
• A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Xu Guo & Michael McAleer & Wing-Keung Wong & Lixing Zhu
  (ReDIF-paper, tin:wpaper:20160003)
• Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160006)
• Connecting VIX and Stock Index ETF
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160010)
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
  (ReDIF-paper, tin:wpaper:20160014)
• Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160015)
• Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20160025)
• An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20160026)
• Prediction of Gas Concentration based on the Opposite Degree Algorithm
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Xiao-Guang Yue & Rui Gao & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160027)
• A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
  (ReDIF-paper, tin:wpaper:20160031)
• A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by David E. Allen & Chialin Chang & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20160038)
• Management Science, Economics and Finance: A Connection
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20160040)
• Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Shelton Peiris & Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160044)
• Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Chia-Ping Liu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160046)
• Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang
  (ReDIF-paper, tin:wpaper:20160047)
• An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang
  (ReDIF-paper, tin:wpaper:20160052)
• Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
  (ReDIF-paper, tin:wpaper:20160053)
• A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160065)
• Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160071)
• Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160076)
• US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen
  (ReDIF-paper, tin:wpaper:20160083)
• Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20160084)
• A Simple Test for Causality in Volatility
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160094)
• Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2016)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
  (ReDIF-paper, tin:wpaper:20160104)
• A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, tin:wpaper:20170013)
• Theravada Buddhism and Thai Luxury Fashion Consumption
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Mao Ning & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170014)
• The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170015)
• Forecasting the Volatility of Nikkei 225 Futures
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170017)
• Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170022)
• Realized Stochastic Volatility with General Asymmetry and Long Memory
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170038)
• Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170046)
• Re-Opening the Silk Road to Transform Chinese Trade
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Ning Mao & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170047)
• You've Got Email: A Workflow Management Extraction System
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170048)
• Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Chia-Lin Chang & Michael McAleer & Guangdong Zuo
  (ReDIF-paper, tin:wpaper:20170051)
• Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170052)
• Theory and Application of an Economic Performance Measure of Risk
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Cuizhen Niu & Xu Guo & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20170055)
• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170056)
• Impact of Psychological Needs on Luxury Consumption
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Ning Mao & Michael McAleer & Shuyu Bai
  (ReDIF-paper, tin:wpaper:20170063)
• A Generalized Email Classification System for Workflow Analysis
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170066)
• Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by David Allen & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170069)
• A Tourism Financial Conditions Index for Tourism Finance
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20170071)
• Stationarity and Invertibility of a Dynamic Correlation Matrix
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Michael mcAleer
  (ReDIF-paper, tin:wpaper:20170082)
• Specification Testing of Production in a Stochastic Frontier Model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Xu Guo & Gao-Rong Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20170097)
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Michael McAler & Hang K. Ryu & Daniel J. Slottje
  (ReDIF-paper, tin:wpaper:20170102)
• Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2017)
  by Manabu Asai & Michael McAleer & Shelton Peiris
  (ReDIF-paper, tin:wpaper:20170105)
• Pricing Carbon Emissions in China
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Te-Ke Mai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180001)
• An Event Study of Chinese Tourists to Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180003)
• Management Information, Decision Sciences, and Financial Economics: A Connection
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20180004)
• Bayesian Analysis of Realized Matrix-Exponential GARCH Models
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180005)
• Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Michael McALeer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20180011)
• Pros and Cons of the Impact Factor in a Rapidly Changing Digital World
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Michael McAleer & Judit Olah & Jozsef Popp
  (ReDIF-paper, tin:wpaper:20180014)
• Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by David E. Allen & Michael McAleer & David M. Reid
  (ReDIF-paper, tin:wpaper:20180020)
• Earnings responses to disability benefit cuts
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Silvia Garcia Mandico & Pilar (P.) Garcia-Gomez & Anne (A.C.) Gielen & Owen (O.A.) O'Donnell
  (ReDIF-paper, tin:wpaper:20180023)
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tin:wpaper:20180024)
• Establishing National Carbon Emission Prices for China
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Te-Ke Mai & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180028)
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180031)
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180047)
• Simple Market Timing with Moving Averages
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Jukka Ilomaki & Hannu Laurila & Michael McAleer
  (ReDIF-paper, tin:wpaper:20180048)
• Why did Warrant Markets Close in China but not Taiwan?
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai
  (ReDIF-paper, tin:wpaper:20180051)
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
  (ReDIF-paper, tin:wpaper:20180052)
• Carpooling with heterogeneous users in the bottleneck model
  Tinbergen Institute Discussion Papers, Tinbergen Institute (2018)
  by Xiaojuan Yu & Vincent van den Berg & Erik Verhoef
  (ReDIF-paper, tin:wpaper:20180054)
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment
  Discussion Paper, Tilburg University, Center for Economic Research (1990)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
  (ReDIF-paper, tiu:tiucen:1db235af-e3ae-45a5-861d-82ac21aec012)
• Keynesian and new classical models of unemployment revisited
  Discussion Paper, Tilburg University, Center for Economic Research (1990)
  by McAleer, M. & McKenzie, C.R.
  (ReDIF-paper, tiu:tiucen:ae56a8af-df6f-4af9-b68c-e3650e81faa2)
• Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution
  Discussion Paper, Tilburg University, Center for Economic Research (1990)
  by Bai, J. & Jakeman, A. & McAleer, M.
  (ReDIF-paper, tiu:tiucen:d4671303-9e91-469a-b1ae-b5ad8a4ea87f)
• Comparing the Empirical Performance of Alternative Demand Systems
  Discussion Paper, Tilburg University, Center for Economic Research (1991)
  by Barten, A.P. & McAleer, M.
  (ReDIF-paper, tiu:tiucen:d782d792-fc44-4a2d-8ac0-f9335cd163fe)
• Simplicity, scientific inference and econometric modelling
  Discussion Paper, Tilburg University, Center for Economic Research (1994)
  by Keuzenkamp, H.A. & McAleer, M.
  (ReDIF-paper, tiu:tiucen:dabcc476-15d7-4177-a2f5-b29499801d7f)
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
  Discussion Paper, Tilburg University, Center for Economic Research (1995)
  by Franses, P.H. & McAleer, M.
  (ReDIF-paper, tiu:tiucen:f6ea7d00-daeb-413b-a279-e471b0a0e997)
• Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment
  Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
  by McAleer, M. & Pesaran, M.H. & Bera, A.K.
  (ReDIF-paper, tiu:tiutis:1db235af-e3ae-45a5-861d-82ac21aec012)
• Keynesian and new classical models of unemployment revisited
  Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
  by McAleer, M. & McKenzie, C.R.
  (ReDIF-paper, tiu:tiutis:ae56a8af-df6f-4af9-b68c-e3650e81faa2)
• Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution
  Other publications TiSEM, Tilburg University, School of Economics and Management (1990)
  by Bai, J. & Jakeman, A. & McAleer, M.
  (ReDIF-paper, tiu:tiutis:d4671303-9e91-469a-b1ae-b5ad8a4ea87f)
• Comparing the Empirical Performance of Alternative Demand Systems
  Other publications TiSEM, Tilburg University, School of Economics and Management (1991)
  by Barten, A.P. & McAleer, M.
  (ReDIF-paper, tiu:tiutis:d782d792-fc44-4a2d-8ac0-f9335cd163fe)
• Simplicity, scientific inference and econometric modelling
  Other publications TiSEM, Tilburg University, School of Economics and Management (1994)
  by Keuzenkamp, H.A. & McAleer, M.
  (ReDIF-paper, tiu:tiutis:dabcc476-15d7-4177-a2f5-b29499801d7f)
• Keynesian and new classical models of unemployment revisited
  Other publications TiSEM, Tilburg University, School of Economics and Management (1991)
  by McAleer, M. & McKenzie, C.R.
  (ReDIF-paper, tiu:tiutis:dfee2b9c-b152-474b-ba8d-cba736ab4bd1)
• Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
  Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
  by Franses, P.H. & McAleer, M.
  (ReDIF-paper, tiu:tiutis:f6ea7d00-daeb-413b-a279-e471b0a0e997)
• Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Suhejla Hoti & Felix Chan & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf203)
• Environmental Technology Strengths: International Rankings Based on US Patent Data
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Dora Marinova & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf204)
• Regression Quantiles for Unstable Autoregressive Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf205)
• Ecologically Sustainable Tourism Management
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Christine Lim & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf206)
• Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Shiqing Ling & W. K. Li & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf207)
• Modelling the Asymmetric Volatility of Electronics Patents in the USA
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Felix Chan & Dora Marinova & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf208)
• Input-output Structure and Growth in China
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Baiding Hu & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf209)
• Volatility Models of Currency Futures in Developed and Emerging Markets
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by John M. Sequeira & Pang Chia Chiat & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf210)
• Fat Tails and Asymmetry in Financial Volatility Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Peter Verhoeven & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf211)
• Asian Monetary Integration: A Structural VAR Approach
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf212)
• Pricing of Non-ferrous Metals Futures on the London Metal Exchange
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Clinton Watkins & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf213)
• Modelling International Travel Demand from Singapore to Australia
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Christine Lim & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf214)
• Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Zonglu He & Koichi Maekawa & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf215)
• On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Felix Chan & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf216)
• Patent Activity and Technical Change
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Robert L. Basmann & Michael McAleer & Daniel Slottje
  (ReDIF-paper, tky:fseres:2003cf217)
• Convergence and Catching Up in ASEAN: A Comparative Analysis
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2003)
  by Lee Kian Lim & Michael McAleer
  (ReDIF-paper, tky:fseres:2003cf218)
• Estimating the Impact of Whaling on Global Whale Watching
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf634)
• How Volatile is ENSO?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, tky:fseres:2009cf635)
• What Happened to Risk Management During the 2008-09 Financial Crisis?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, tky:fseres:2009cf636)
• How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf637)
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf638)
• Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, tky:fseres:2009cf639)
• Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, tky:fseres:2009cf640)
• Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, tky:fseres:2009cf641)
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf642)
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, tky:fseres:2009cf643)
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, tky:fseres:2009cf644)
• Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
  (ReDIF-paper, tky:fseres:2009cf647)
• Does the FOMC Have Expertise, and Can It Forecast?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, tky:fseres:2009cf648)
• An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang
  (ReDIF-paper, tky:fseres:2009cf649)
• Modelling Sustainable International Tourism Demand to the Brazilian Amazon
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Jose Angelo Divino & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf650)
• Modelling and Forecasting Daily International Mass Tourism to Peru
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Jose Angelo Divino & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf651)
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf652)
• Alternative Asymmetric Stochastic Volatility Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf655)
• Asymmetry and Leverage in Realized Volatility
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, tky:fseres:2009cf656)
• Dynamic Conditional Correlations for Asymmetric Processes
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf657)
• Value-at-Risk for Country Risk Ratings
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Bernardo da Veiga & Suhejla Hoti
  (ReDIF-paper, tky:fseres:2009cf659)
• On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Joseph Macri & Michael McAleer & Dipendra Sinha
  (ReDIF-paper, tky:fseres:2009cf660)
• Testing the Box-Cox Parameter in an Integrated Process
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf661)
• A Trinomial Test for Paired Data When There are Many Ties
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tky:fseres:2009cf662)
• Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf663)
• Cruising is Risky Business
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
  (ReDIF-paper, tky:fseres:2009cf664)
• Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira
  (ReDIF-paper, tky:fseres:2009cf665)
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral
  (ReDIF-paper, tky:fseres:2009cf667)
• Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf668)
• Modelling and Forecasting Noisy Realized Volatility
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, tky:fseres:2009cf669)
• A General Asymptotic Theory for Time Series Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Shiqing Ling & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf670)
• Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, tky:fseres:2009cf671)
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chatayan Wiphatthanananthakul & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf672)
• Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf675)
• VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf676)
• Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Abdul Hakim & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf677)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf680)
• It Pays to Violate: How Effective are the Basel Accord Penalties?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Bernardo da Veiga & Felix Chan & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf683)
• Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson
  (ReDIF-paper, tky:fseres:2009cf684)
• A Panel Threshold Model of Tourism Specialization and Economic Development
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf685)
• Forecasting Realized Volatility with Linear and Nonlinear Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, tky:fseres:2009cf686)
• Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, tky:fseres:2009cf687)
• Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf691)
• Realized Volatility Risk
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, tky:fseres:2009cf693)
• Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf694)
• Block Structure Multivariate Stochastic Volatility Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tky:fseres:2009cf699)
• Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf704)
• Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tky:fseres:2010cf705)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf706)
• Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf713)
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf716)
• Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Chialin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, tky:fseres:2010cf718)
• Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse
  (ReDIF-paper, tky:fseres:2010cf722)
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, tky:fseres:2010cf729)
• IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf732)
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf735)
• Are Forecast Updates Progressive?
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf736)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf740)
• Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf741)
• Ranking Multivariate GARCH Models by Problem Dimension
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, tky:fseres:2010cf742)
• Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, tky:fseres:2010cf744)
• Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function
  The Review of Economics and Statistics, MIT Press (1982)
  by McAleer, Michael & Fisher, Gordon & Volker, Paul
  (ReDIF-article, tpr:restat:v:64:y:1982:i:4:p:572-83)
• Some Exact Tests for Model Specification
  The Review of Economics and Statistics, MIT Press (1983)
  by Bera, Anvil K & McAleer, Michael
  (ReDIF-article, tpr:restat:v:65:y:1983:i:2:p:351-54)
• Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models
  The Review of Economics and Statistics, MIT Press (1988)
  by Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R
  (ReDIF-article, tpr:restat:v:70:y:1988:i:3:p:492-503)
• How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment
  The Review of Economics and Statistics, MIT Press (1989)
  by McAleer, Michael & Veall, Michael R
  (ReDIF-article, tpr:restat:v:71:y:1989:i:1:p:99-106)
• Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives
  DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2005)
  by Michael McAleer & Riaz Shareef & Bernardo da Veiga
  (ReDIF-paper, ubi:deawps:11)
• Asymmetric Multivariate Stochastic Volatility
  DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2005)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ubi:deawps:12)
• Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
  DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2005)
  by Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje
  (ReDIF-paper, ubi:deawps:14)
• Patent Activity and Technical Change
  DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada (2007)
  by Robert L. Basmann & Michael McAleer & Daniel Slottje
  (ReDIF-paper, ubi:deawps:27)
• Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:0904)
• A Scientific Classification of Volatility Models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:0905)
• Modelling International Tourist Arrivals and Volatility: An Application to Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Chia-Lin Chang & Michael McAleer & Dan Slottje
  (ReDIF-paper, ucm:doicae:0906)
• A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:0907)
• The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Michael McAleer
  (ReDIF-paper, ucm:doicae:0910)
• Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:0911)
• The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:0912)
• Modelling Sustainable International Tourism Demand to the Brazilian Amazon
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Jose Angelo Divino & Michael McAleer
  (ReDIF-paper, ucm:doicae:0913)
• Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Chia-Lin Chang & Michael McAleer & Biing-Wen Huang & Meng-Gu Chen
  (ReDIF-paper, ucm:doicae:0914)
• Modelling the Growth and Volatility in Daily International Mass Tourism to Peru
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Jose Angelo Divino & Michael McAleer
  (ReDIF-paper, ucm:doicae:0915)
• A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Chatayan Wiphatthanananthakul & Michael McAleer
  (ReDIF-paper, ucm:doicae:0916)
• Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:0918)
• What Happened to Risk Management During the 2008-09 Financial Crisis?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:0919)
• Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2009)
  by Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:0920)
• GFC-Robust Risk Management Strategies under the Basel Accord
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2010)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:1001)
• International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:1101)
• Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:1102)
• Are Forecast Updates Progressive?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, ucm:doicae:1103)
• Risk Management of Precious Metals
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
  (ReDIF-paper, ucm:doicae:1104)
• Modelling and Forecasting Noisy Realized Volatility
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, ucm:doicae:1109)
• Causality Between Market Liquidity and Depth for Energy and Grains
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1110)
• Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee:
  (ReDIF-paper, ucm:doicae:1111)
• Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1112)
• Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1113)
• Great Expectatrics: Great Papers, Great Journals, Great Econometrics
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, ucm:doicae:1114)
• Evaluating Individual and Mean Non-Replicable Forecasts
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, ucm:doicae:1115)
• Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1116)
• Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Isao Ishida & Michael McAleer & Kosuke Oya
  (ReDIF-paper, ucm:doicae:1117)
• The Dynamics of Energy-Grain Prices with Open Interest
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1118)
• Testing the Box-Cox Parameter for an Integrated Process
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Jian Huang & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, ucm:doicae:1119)
• Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:1120)
• How Volatile is ENSO?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by LanFen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, ucm:doicae:1121)
• Estimating the Impact of Whaling on Global Whale Watching
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1123)
• Analyzing Fixed-event Forecast Revisions
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Philip Hans Franses & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1124)
• How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, ucm:doicae:1125)
• Citations and Impact of ISI Tourism and Hospitality Journals
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1126)
• GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  (ReDIF-paper, ucm:doicae:1127)
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
  (ReDIF-paper, ucm:doicae:1128)
• Asymmetry and Long Memory in Volatility Modelling
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
  (ReDIF-paper, ucm:doicae:1129)
• Dynamic Conditional Correlations for Asymmetric Processes
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1130)
• Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer & Christine Lim
  (ReDIF-paper, ucm:doicae:1131)
• Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral
  (ReDIF-paper, ucm:doicae:1132)
• Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, ucm:doicae:1134)
• The Rise and Fall of S&P500 Variance Futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Juan-Angel Jimenez-Martin & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:1135)
• Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by David E. Allen & Ron Amram & Michael McAleer
  (ReDIF-paper, ucm:doicae:1138)
• How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1139)
• What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1201)
• Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
  (ReDIF-paper, ucm:doicae:1202)
• Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Manabu Asai & Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:1203)
• Robust Ranking of Journal Quality: An Application to Economics
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer
  (ReDIF-paper, ucm:doicae:1205)
• Robust Ranking of Multivariate GARCH Models by Problem Dimension
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:1206)
• Risk Management and Financial Derivatives: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1208)
• Robust Estimation and Forecasting of the Capital Asset Pricing Model
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Guorui Bian & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1209)
• Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
  (ReDIF-paper, ucm:doicae:1210)
• Asymmetric Adjustments in the Ethanol and Grains Markets
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1211)
• Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1212)
• Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1213)
• Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Philip Hans Franses & Michael McAleer & Rianne Legerstee
  (ReDIF-paper, ucm:doicae:1214)
• Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, ucm:doicae:1215)
• Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1216)
• A non-parametric and entropy based analysis of the relationship between the VIX and S&P500
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by D.E. Allen & A. Kramadibrata & Michael McAleer & R. Powell & A. K. Singh
  (ReDIF-paper, ucm:doicae:1219)
• How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Lan-Fen Chu & Michael McAleer & Chi-Chung Chen
  (ReDIF-paper, ucm:doicae:1220)
• The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by D.E. Allen & Abhay K Singh & R. Powell & Michael McAleer & James Taylor & Lyn Thomas
  (ReDIF-paper, ucm:doicae:1224)
• Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez Amaral
  (ReDIF-paper, ucm:doicae:1226)
• Statistical Modelling of Extreme Rainfall in Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang
  (ReDIF-paper, ucm:doicae:1227)
• Estimating Implied Recovery Rates from the Term Structure of CDS Spreads
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, ucm:doicae:1228)
• Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang
  (ReDIF-paper, ucm:doicae:1229)
• Volatility Spillovers from the US to Australia and China across the GFC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2012)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1230)
• Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1301)
• Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1302)
• Recent Developments in Financial Economics and Econometrics: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & David Allen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1303)
• Financial Dependence Analysis: Applications of Vine Copulae
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1305)
• Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1306)
• A Fractionally Integrated Wishart Stochastic Volatility Model
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1307)
• What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1309)
• Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Michael McAleer & Les Oxley
  (ReDIF-paper, ucm:doicae:1310)
• Ten Things You Should Know About DCC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:1312)
• Analyzing Fixed-event Forecast Revisions
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Bert de Bruijn & Philip Hans Franses & Michael McAleer
  (ReDIF-paper, ucm:doicae:1314)
• Modelling and Simulation: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Michael McAleer & Les Oxley & Felix Chan
  (ReDIF-paper, ucm:doicae:1316)
• Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1317)
• Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Michael McAleer & John Suen & Wing Keung Wong
  (ReDIF-paper, ucm:doicae:1318)
• Ten Things You Should Know About the Dynamic Conditional Correlation Representation
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Massimiliano Caporin & Michael McAleer
  (ReDIF-paper, ucm:doicae:1321)
• Risk Modelling and Management: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & David E. Allen & Michael McAleer & Ju-Ting Tang & Teodosio Pérez Amaral
  (ReDIF-paper, ucm:doicae:1322)
• Herding, Information Cascades and Volatility Spillovers in Futures Markets
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Michael McAleer & Kim Radalj
  (ReDIF-paper, ucm:doicae:1325)
• Realized volatility risk
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, ucm:doicae:1326)
• International Technology Diffusion of Joint and Cross-border Patents
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-paper, ucm:doicae:1327)
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Alfredo García Hiernaux & Guerrero David E. & Michael McAleer
  (ReDIF-paper, ucm:doicae:1328)
• Volatility Smirk as an Externality of Agency Conict and Growing Debt
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, ucm:doicae:1329)
• The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1330)
• Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1331)
• A Capital Adequacy Buffer Model
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1333)
• Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1334)
• The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)
  by Kazumitsu Nawata & Michael McAleer
  (ReDIF-paper, ucm:doicae:1339)
• A Tourism Conditions Index
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1401)
• Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1402)
• Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1403)
• Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1405)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1406)
• Risk Measurement and risk modelling using applications of Vine Copulas
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1409)
• Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1410)
• A One Line Derivation of EGARCH
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Michael McAleer & Christian M. Hafner
  (ReDIF-paper, ucm:doicae:1415)
• Asymmetric Realized Volatility Risk
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Marcel Scharth
  (ReDIF-paper, ucm:doicae:1416)
• Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Shawkat Hammoudeh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1417)
• Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Michael McAleer
  (ReDIF-paper, ucm:doicae:1418)
• A Tourism Financial Conditions Index
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1420)
• Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1421)
• Volatility Spillovers from Australia's major trading partners across the GFC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1426)
• European Market Portfolio Diversification Strategies across the GFC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1427)
• On the Invertibility of EGARCH
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-paper, ucm:doicae:1428)
• A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Christian M. Hafner & Michael McAleer
  (ReDIF-paper, ucm:doicae:1429)
• Econometric Analysis of Financial Derivatives: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1431)
• Hedge Fund Portfolio Diversification Strategies Across the GFC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2014)
  by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1432)
• Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico ()
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1501)
• The Impact of Jumps and Leverage in Forecasting Co-Volatility
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1502)
• On the Invertibility of EGARCH(p,q)
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Guillaume Gaetan Martinet & Michael McAleer
  (ReDIF-paper, ucm:doicae:1503)
• Frontiers in Time Series and Financial Econometrics: An Overview
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Shiqing Ling & Michael McAleer & Howell Tong
  (ReDIF-paper, ucm:doicae:1504)
• International Technology Diffusion of Joint and Cross-border Patents (Revised version)
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico ()
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-paper, ucm:doicae:1506)
• Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Yiying Li & Michael McAleer
  (ReDIF-paper, ucm:doicae:1508)
• Industrial Agglomeration and Use of the Internet
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
  (ReDIF-paper, ucm:doicae:1509)
• Multivariate Volatility Impulse Response Analysis of GFC News Events
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1510)
• Daily Market News Sentiment and Stock Prices
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1511)
• Research Ideas for the Journal of Health & Medical Economics: Opinion
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1512)
• Research Ideas for the Journal of Informatics and Data Mining: Opinion
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Michael McAleer
  (ReDIF-paper, ucm:doicae:1513)
• Behavioural, Financial, and Health & Medical Economics: A Connection
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1514)
• Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1515)
• A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral
  (ReDIF-paper, ucm:doicae:1516)
• From Disorder to Order
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Xiao-Guang Yue & Yong Cao & Michael McAleer
  (ReDIF-paper, ucm:doicae:1517)
• Market Integration Dynamics and Asymptotic Price Convergence in Distribution
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer
  (ReDIF-paper, ucm:doicae:1518)
• Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2015)
  by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1519)
• Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1601)
• How are VIX and Stock Index ETF Related?
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1602)
• Modelling volatility spillovers for bio-ethanol, sugarcane and corn
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
  (ReDIF-paper, ucm:doicae:1603)
• Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, ucm:doicae:1604)
• Prediction of Gas Concentration Based on the Opposite Degree Algorithm
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Xiao-Guang Yue & Rui Gao & Michael McAleer
  (ReDIF-paper, ucm:doicae:1605)
• Industrial penetration and internet intensity
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
  (ReDIF-paper, ucm:doicae:1606)
• Management science, economics and finance: A connection
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1607)
• Estimating and forecasting generalized fractional Long memory stochastic volatility models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Shelton Peiris & Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1608)
• Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Jiarong Tian
  (ReDIF-paper, ucm:doicae:1609)
• Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang
  (ReDIF-paper, ucm:doicae:1610)
• Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Chia-Ping Liu
  (ReDIF-paper, ucm:doicae:1611)
• An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang
  (ReDIF-paper, ucm:doicae:1612)
• Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1614)
• Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1615)
• Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1616)
• US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen
  (ReDIF-paper, ucm:doicae:1617)
• Tourism stocks in times of crises: An econometric investigation of non-macro factors
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
  (ReDIF-paper, ucm:doicae:1618)
• An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1701)
• Joint and Cross-border Patents as Proxies for International Technology Diffusion
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-paper, ucm:doicae:1702)
• A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1703)
• Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
  (ReDIF-paper, ucm:doicae:1704)
• Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016)
  by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1705)
• The Fiction of Full BEKK
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1706)
• Forecasting the volatility of Nikkei 225 futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1707)
• Connecting VIX and Stock Index ETF
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1708)
• Testing for volatility co-movement in bivariate stochastic volatility models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Jinghui Chen & Masahito Kobayashi & Michael McAleer
  (ReDIF-paper, ucm:doicae:1710)
• Recent topical research on global, energy, health & medical, and tourism economics, and global software
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1712)
• Re-opening the silk road to transform chinese trade
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Ning Mao & Michael McAleer
  (ReDIF-paper, ucm:doicae:1713)
• You’ve Got Email: A Workflow Management Extraction System
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer
  (ReDIF-paper, ucm:doicae:1714)
• Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Michael McAleer & Guangdong Zuo
  (ReDIF-paper, ucm:doicae:1715)
• Tourism stocks in times of crises: An econometric investigation of non-macro factors
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer
  (ReDIF-paper, ucm:doicae:1716)
• The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1717)
• Theory and Application of an Economic Performance Measure of Risk
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer
  (ReDIF-paper, ucm:doicae:1718)
• Impact of Psychological Needs on Luxury Consumption
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Ning Mao & Michael McAleer & Shuyu Bai
  (ReDIF-paper, ucm:doicae:1719)
• A Tourism Financial Conditions Index for Tourism Finance
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1720)
• A Generalized Email Classification System for Workflow Analysis
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1721)
• Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by David E. Allen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1722)
• Specification Testing of Production in a Stochastic Frontier Model
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer
  (ReDIF-paper, ucm:doicae:1723)
• A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Hang K. Ryu & Daniel J. Slottje & Michael McAleer
  (ReDIF-paper, ucm:doicae:1725)
• Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2017)
  by Manabu Asai & Shelton Peiris & Michael McAleer
  (ReDIF-paper, ucm:doicae:1726)
• An event study of chinese tourists to Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1801)
• A statistical analysis of industrial penetration and internet intensity in Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Yu-Chieh Wu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1802)
• Pricing carbon emissions in China
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Te-Ke Mai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1803)
• Bayesian analysis of realized matrix-exponential GARCH models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Manabu Asai & Michael McAleer
  (ReDIF-paper, ucm:doicae:1804)
• Big data, computational science, economics, finance, marketing, management, and psychology: connections
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Wing-Keung Wong & Michael McAleer
  (ReDIF-paper, ucm:doicae:1805)
• Pros and cons of the impact factor in a rapidly changing digital world
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Michael McAleer & Judit Oláh & József Popp
  (ReDIF-paper, ucm:doicae:1806)
• Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by David E. Allen & Michael McAleer & David McHardy Reid
  (ReDIF-paper, ucm:doicae:1807)
• The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Michael McAleer
  (ReDIF-paper, ucm:doicae:1808)
• Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1809)
• Establishing National Carbon Emission Prices for China
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Michael McAleer & Te-Ke Mai
  (ReDIF-paper, ucm:doicae:1810)
• Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Michael McAleer & Shu-Han Hsu
  (ReDIF-paper, ucm:doicae:1811)
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
  (ReDIF-paper, ucm:doicae:1813)
• Asymmetric Risk Impacts of Chinese Tourists to Taiwan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-paper, ucm:doicae:1814)
• Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang
  (ReDIF-paper, ucm:doicae:1815)
• Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by David E. Allen & Michael McAleer & David McHardy Reid
  (ReDIF-paper, ucm:doicae:1817)
• A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by David E. Allen & Michael McAleer & Abhay K. Singh
  (ReDIF-paper, ucm:doicae:1818)
• Spurious Cross-Sectional Dependence in Credit Spread Changes
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Marcin Jaskowski & Michael McAleer
  (ReDIF-paper, ucm:doicae:1821)
• Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen
  (ReDIF-paper, ucm:doicae:1822)
• “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by David E. Allen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1823)
• Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-paper, ucm:doicae:1824)
• Long Run Returns Predictability and Volatility with Moving Averages
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-paper, ucm:doicae:1825)
• Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer
  (ReDIF-paper, ucm:doicae:1826)
• Asymptotic Theory for Rotated Multivariate GARCH Models
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2018)
  by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels
  (ReDIF-paper, ucm:doicae:1827)
• Financial inclusion and macroeconomic stability in emerging and frontier markets
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael McAleer
  (ReDIF-paper, ucm:doicae:1901)
• Drawbacks in the 3-factor approach of Fama and French
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by David E. Allen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1902)
• Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1903)
• Financial credit risk evaluation based on core enterprise supply chains
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by WeiMing Mou & Wing-Keung Wong & Michael McAleer
  (ReDIF-paper, ucm:doicae:1904)
• Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong
  (ReDIF-paper, ucm:doicae:1905)
• Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
  (ReDIF-paper, ucm:doicae:1906)
• Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer
  (ReDIF-paper, ucm:doicae:1907)
• CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Duc Hong Vo & Ha Minh Nguyen & Anh The Vo & Michael McAleer
  (ReDIF-paper, ucm:doicae:1908)
• Corporate Financial Distress of Industry Level Listings in an Emerging Market
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Duc Hong Vo & Binh Vo-Ninh Pham & Trung Vu-Thanh Pham & Michael McAleer
  (ReDIF-paper, ucm:doicae:1909)
• Energy consumption and economic growth: Evidence from Vietnam
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Ha Minh Nguyen & Ngoc Hoang Bui & Duc Hong Vo & Michael McAleer
  (ReDIF-paper, ucm:doicae:1910)
• Modelling the relationship between crude oil and agricultural commodity prices
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer
  (ReDIF-paper, ucm:doicae:1911)
• The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Manabu Asai & Rangan Gupta & Michael McAleer
  (ReDIF-paper, ucm:doicae:1912)
• Rent seeking for export licenses: Application to the Vietnam rice market
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Tan Ngoc Vu & Duc Hong Vo & Michael McAleer
  (ReDIF-paper, ucm:doicae:1913)
• Risk analysis of energy in Vietnam
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer
  (ReDIF-paper, ucm:doicae:1914)
• Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Michael McAleer & Tamotsu Nakamura & Clinton Watkins
  (ReDIF-paper, ucm:doicae:1915)
• Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by David E. Allen & Michael McAleer
  (ReDIF-paper, ucm:doicae:1916)
• What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Michael McAleer
  (ReDIF-paper, ucm:doicae:1917)
• 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
  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2019)
  by Michael McAleer
  (ReDIF-paper, ucm:doicae:1918)
• International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord
  Journal of Forecasting, John Wiley & Sons, Ltd. (2013)
  by Michael McAleer & Juan‐Ángel Jiménez‐Martín & Teodosio Pérez‐Amaral
  (ReDIF-article, wly:jforec:v:32:y:2013:i:3:p:267-288)
• Forecasting the volatility of Nikkei 225 futures
  Journal of Futures Markets, John Wiley & Sons, Ltd. (2017)
  by Manabu Asai & Michael McAleer
  (ReDIF-article, wly:jfutmk:v:37:y:2017:i:11:p:1141-1152)
• Annals of Financial Economics (AFE) (RePEc:repec:wsi:afexxx)
  from World Scientific Publishing Co. Pte. Ltd. as editor
• Modelling Long Memory Volatility In Agricultural Commodity Futures Returns
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2012)
  by CHIA-LIN CHANG & MICHAEL McALEER & ROENGCHAI TANSUCHAT
  (ReDIF-article, wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108)
• What Do Experts Know About Forecasting Journal Quality? A Comparison With Isi Research Impact In Finance
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2013)
  by Chia-Lin Chang & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:08:y:2013:i:01:n:s201049521350005x)
• EDITORIAL NOTE — Statement of Intent
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2013)
  by Michael McAleer
  (ReDIF-article, wsi:afexxx:v:08:y:2013:i:02:n:s2010495213010021)
• Robust Estimation And Forecasting Of The Capital Asset Pricing Model
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2013)
  by GUORUI BIAN & MICHAEL McALEER & WING-KEUNG WONG
  (ReDIF-article, wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073)
• Just How Good Are The Top Three Journals In Finance? An Assessment Based On Quantity And Quality Citations
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014)
  by Chia-Lin Chang & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500055)
• Editorial Note: Introduction To The Inaugural Special Issue
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2014)
  by Michael McAleer
  (ReDIF-article, wsi:afexxx:v:09:y:2014:i:02:n:s2010495214020011)
• Editorial Note: Special Issues Of Annals Of Financial Economics (Afe)
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2017)
  by MICHAEL McALEER
  (ReDIF-article, wsi:afexxx:v:12:y:2017:i:04:n:s2010495217020018)
• Editorial Note: Review Papers For Annals Of Financial Economics
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2018)
  by MICHAEL McALEER
  (ReDIF-article, wsi:afexxx:v:13:y:2018:i:01:n:s2010495218010017)
• Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2018)
  by DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH
  (ReDIF-article, wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500082)
• Pricing Carbon Emissions In China
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2018)
  by Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148)
• Financial Inclusion And Macroeconomic Stability In Emerging And Frontier Markets
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2019)
  by Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088)
• Financial Integration, Energy Consumption And Economic Growth In Vietnam
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2020)
  by Nguyen Minh Ha & Bui Hoang Ngoc & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:15:y:2020:i:03:n:s2010495220500104)
• Flattening The Curve In Risk Management Of Covid-19: Do Lockdowns Work?
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2020)
  by David E. Allen & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500116)
• Predicting Cases And Deaths In Europe From Covid-19 Tests And Country Populations
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2020)
  by David E. Allen & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:15:y:2020:i:04:n:s2010495220500177)
• Submissions And Acceptances For The Annals Of Financial Economics (Afe)
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2021)
  by Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:16:y:2021:i:01:n:s2010495221010016)
• Asset Investment Diversification, Bankruptcy Risk And The Mediating Role Of Business Diversification
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2021)
  by Vu Huu Thanh & Nguyen Minh Ha & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500019)
• Zero-Inflated Poisson Regression Models: Applications In The Sciences And Social Sciences
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2021)
  by BUU-CHAU TRUONG & KIM-HUNG PHO & CONG-CHANH DINH & MICHAEL McALEER
  (ReDIF-article, wsi:afexxx:v:16:y:2021:i:02:n:s2010495221500068)
• Evaluating The Efficiency Of Vietnam Banks Using Data Envelopment Analysis
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2021)
  by Do Thi Thanh Nhan & Kim-Hung Pho & Dang Thi Van Anh & Michael Mcaleer
  (ReDIF-article, wsi:afexxx:v:16:y:2021:i:02:n:s201049522150010x)
• Drawbacks in the 3-Factor Approach of Fama and French (2018)
  Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2023)
  by David E. Allen & Michael McAleer
  (ReDIF-article, wsi:afexxx:v:18:y:2023:i:01:n:s2010495222400012)
• Joint and Cross-Border Patents as Proxies for International Technology Diffusion
  International Journal of Innovation and Technology Management (IJITM), World Scientific Publishing Co. Pte. Ltd. (2018)
  by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
  (ReDIF-article, wsi:ijitmx:v:15:y:2018:i:02:n:s0219877018500104)