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~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
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ECONIS (ZBW)
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41
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
42
Size, internationalization and university rankings : evaluating Times Higher Education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2018
Persistent link: https://www.econbiz.de/10011920676
Saved in:
43
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
44
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
45
Central bank intervention, bubbles and risk in Walrasian financial markets
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2019
Persistent link: https://www.econbiz.de/10011986943
Saved in:
46
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
47
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
-
2016
Persistent link: https://www.econbiz.de/10011432790
Saved in:
48
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
49
Industrial penetration and internet intensity
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
-
2016
-
Revised: April, 2016
Persistent link: https://www.econbiz.de/10011500268
Saved in:
50
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
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