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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2013
Persistent link: https://www.econbiz.de/10009784942
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Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael; Radalj, Kim - 2013
Persistent link: https://www.econbiz.de/10009784945
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International technology diffusion of joint and cross-border patents
Chang, Chia-Lin; McAleer, Michael; Tang, Ju-ting - 2013
Persistent link: https://www.econbiz.de/10009787936
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Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - In: Economics of innovation and new technology 22 (2013) 3/4, pp. 329-352
Persistent link: https://www.econbiz.de/10009791551
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Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010242810
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A tourism conditions index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010242831
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The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010242832
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Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010242834
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Quality weighted citations versus total citations in the sciences and social sciences
Chang, Chia-Lin; McAleer, Michael - 2014
The paper analyses academic journal quality and research impact using quality weighted citations versus total citations, based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A new Index of Citations Quality (ICQ) is presented, based on quality weighted citations....
Persistent link: https://www.econbiz.de/10010246747
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Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - In: Annals of financial economics 8 (2013) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010250276