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Search: person:"McAleer, Michael"
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Volatility
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McAleer, Michael
232
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RePEc
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ECONIS (ZBW)
58
Other ZBW resources
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1
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
2
Special Issue in Honour of Professor Michael McAleer
Allen, David
(
ed.
);
Alghalith, Moawia
(
ed.
); …
-
2023
Persistent link: https://www.econbiz.de/10014442457
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
6
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:
7
Evaluating the efficiency of Vietnam banks using data envelopment analysis
Do Thi Thanh Nhan
;
Pho, Kim-Hung
;
Anh, Dang Thi Van
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012657666
Saved in:
8
Asset investment diversification, bankruptcy risk and the mediating role of business diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
9
Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia
;
Swanson, Norman R.
;
Vasnev, Andrey
; …
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013185326
Saved in:
10
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
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