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~person:"Gersbach, Hans"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"PI-BETA"
~type_genre:"Aufsatz in Zeitschrift"
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Gersbach, Hans
McAleer, Michael
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97
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91
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82
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73
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Xuan Vinh Vo
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ECONIS (ZBW)
17
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1
Robust ranking of journal quality : an application to
economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
Saved in:
2
Zero-inflated poisson regression models : aplications in the sciences and social sciences
Truong, Buu-chau
;
Pho, Kim-Hung
;
Dinh, Cong-chanh
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012656863
Saved in:
3
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
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
9
Just how good are the top three journals in finance? : an assessment based on quantity and quality citations
Chang, Chia-Lin
;
McAleer, Michael
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010489134
Saved in:
10
What do experts know about forecasting journal quality? : a comparison with ISI research impact in finance
Chang, Chia-Lin
;
McAleer, Michael
- In:
Annals of financial economics
8
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010192082
Saved in:
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