Narrow search
Showing 1 - 10 of 23
Cover Image
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
Cover Image
Theory and application of an economic performance measure of risk
Niu, Cuizhen; Guo, Xu; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011668139
Cover Image
Specification testing of production in a stochastic frontier model
Guo, Xu; Li, Gao-Rong; McAleer, Michael; Wong, Wing Keung - 2017
Persistent link: https://www.econbiz.de/10011734817
Cover Image
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008666909
Cover Image
Market efficiency of oil spot and futures : a stochastic dominance approach
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987327
Cover Image
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10003987669
Cover Image
Risk-averse and risk-seeking investor preferences for oil spot and futurues
Hooi Hooi Lean; McAleer, Michael; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10010198257
Cover Image
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - 2013
Persistent link: https://www.econbiz.de/10009754991
Cover Image
A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://www.econbiz.de/10008839889
Cover Image
A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the...
Persistent link: https://www.econbiz.de/10008839897