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Search: "University of Canterbury / Dept. of Economics and Finance"
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McAleer, Michael
26
Chang, Chia-Lin
12
Oxley, Les
7
Reed, W. Robert
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5
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Lan Fen Chu
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2
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
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:
3
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
5
Information asymmetry, market segmentation and cross-listing : implications for event study methodology
Gu, Lulu
;
Reed, W. Robert
-
2012
Persistent link: https://www.econbiz.de/10009562961
Saved in:
6
Chinese overseas M&A performance and the go global policy
Gu, Lulu
;
Reed, W. Robert
-
2012
Persistent link: https://www.econbiz.de/10009562964
Saved in:
7
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
8
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:
9
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:
10
An examination of the effect of messages on cooperation under double-blind and single-blind payoff procedures
Deck, Cary A.
;
Servátka, Maros̆
;
Tucker, Steven James
-
2012
Persistent link: https://www.econbiz.de/10009663494
Saved in:
11
Group identity and relation-specific investment : an experimental investigation
Morita, Hodaka
;
Servátka, Maros̆
-
2012
-
Rev. ed.
Persistent link: https://www.econbiz.de/10009663500
Saved in:
12
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
13
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:
14
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:
15
An examination of Frank Wolak's model of market power and its application to the New Zealand electricty market
Evans, Lewis T.
;
Guthrie, Graeme A.
-
2011
Persistent link: https://www.econbiz.de/10009012216
Saved in:
16
A critique of Wolak's evaluation of the NZ electricity market : the incentive to exercise market power with elastic demand and transmission loss
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012218
Saved in:
17
A critique of Wolak's evaluation of the NZ electricity market : introduction and overview
Evans, Lewis T.
;
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012224
Saved in:
18
An experimental study of bubble formation in asset markets using the Tâtonnement Trading Institution
Lugovskyy, Volodymyr
;
Puzzello, Daniela
;
Tucker, Steven …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012228
Saved in:
19
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
20
More evidence on the use of constructed-response questions in principles of economic classes
Hickson, Stephen
;
Reed, W. Robert
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012240
Saved in:
21
Group identity and relation-specific investment : an experimental investigation
Morita, Hodaka
;
Servátka, Maros̆
-
2011
Persistent link: https://www.econbiz.de/10009012245
Saved in:
22
The fixed price offer mechanism in Trade Me online auctions
Hogan, Seamus D.
;
Kidd, Hamish
;
Meriluoto, Laura
; …
-
2010
Persistent link: https://www.econbiz.de/10008688795
Saved in:
23
Boundary algebra : a simpler approach to boolean algebra and the sentential connectives
Meguire, Philip
-
2010
Persistent link: https://www.econbiz.de/10008688805
Saved in:
24
Does tenure review in New Zealand's South Island give rise to rents?
Brower, Ann
;
Meguire, Philip
-
2010
Persistent link: https://www.econbiz.de/10008688808
Saved in:
25
A note on the probability of winning a lottery when the number of competitors is a binomial random variable
Hogan, Seamus D.
;
Meriluoto, Laura
-
2010
Persistent link: https://www.econbiz.de/10008688813
Saved in:
26
How does Zinfluence affect article influence?
Chang, Chia-lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
27
Wolves in the hen-house? : the consequences of formal CEO involvement in the executive pay-setting process
Boyle, Glenn W.
;
Roberts, Helen Mary
-
2010
Persistent link: https://www.econbiz.de/10008688828
Saved in:
28
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
Saved in:
29
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:
30
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
31
The impact of agricultural technology adoption on income inequality in rural China
Ding, Shijun
;
Meriluoto, Laura
;
Reed, W. Robert
;
Tao, Dayun
-
2010
-
Rev. ed
Persistent link: https://www.econbiz.de/10008688847
Saved in:
32
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689061
Saved in:
33
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
34
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
35
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008689065
Saved in:
36
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
37
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
38
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
39
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
40
Estimating the impact of whaling on global whale watching
Kuo, Hsiao-i
;
Chen, Chi-chung
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689071
Saved in:
41
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
42
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
43
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
44
Cliometrics and time series econometrics : some theory and applications
Greasley, David
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008695600
Saved in:
45
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
46
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695602
Saved in:
47
The PCSE estimator is good : just not as good as you think
Reed, W. Robert
;
Webb, Rachel S.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695603
Saved in:
48
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
49
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2009
Persistent link: https://www.econbiz.de/10008667753
Saved in:
50
Sharing a risky cake
Baqaee, David
-
2009
Persistent link: https://www.econbiz.de/10008669705
Saved in:
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