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~institution:"Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics"
~institution:"Economics Department, Queen's University"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"McAleer, Michael"
~person:"Ohashi, Hiroshi"
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Volatility
9
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McAleer, Michael
Ohashi, Hiroshi
Jenkins, Glenn
187
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90
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89
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87
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74
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63
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59
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46
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35
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34
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31
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29
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28
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28
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23
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22
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21
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21
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21
KUO, CHUN-YAN
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Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
Economics Department, Queen's University
University of Canterbury / Dept. of Economics and Finance
Department of Economics and Finance, College of Business and Economics
122
Center for Advanced Research in Finance, Faculty of Economics
34
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
21
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17
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16
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13
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CIRJE F-Series
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RePEc
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ECONIS (ZBW)
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1
"On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand
Economics
Departments"
Macri, Joseph
;
McAleer, Michael
;
Sinha, Dipendra
-
Center for International Research on the Japanese …
-
2009
rankings of Australian and New Zealand
economics
teaching departments for 1988-2002 and 1996-2002 using alternative rankings …
Persistent link: https://www.econbiz.de/10005041991
Saved in:
2
Robust ranking of journal quality : an application to
economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562982
Saved in:
3
What makes a great journal great in
economics
? : the singer not the song
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688840
Saved in:
4
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009413662
Saved in:
8
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
9
How does Zinfluence affect article influence?
Chang, Chia-lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
10
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
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