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Statistical modelling of extreme rainfall in Taiwan
Lan Fen Chu; McAleer, Michael; Chang, Ching-chung - 2013
Persistent link: https://www.econbiz.de/10009754956
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How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2013
Persistent link: https://www.econbiz.de/10009754970
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Journal impact factor, Eigenfactor, journal influence and article influence
Chang, Chia-Lin; McAleer, Michael; Oxley, Les - 2012 - Rev. June 2012
Persistent link: https://www.econbiz.de/10009754974
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Ten things you should know about the dynamic conditional correaltion representation
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009754989
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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
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009755013
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A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - In: Econometrics : open access journal 2 (2014) 2, pp. 92-97
One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH (or EGARCH) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative effects of equal magnitude, EGARCH can also...
Persistent link: https://www.econbiz.de/10010392823
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Ranking economics and econometrics ISI journals by quality weighted citations
Chang, Chia-Lin; McAleer, Michael - In: Review of economics 65 (2014) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10010392992
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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 - In: Economics letters 123 (2014) 3, pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - In: The North American journal of economics and finance : a … 26 (2013), pp. 519-534
Persistent link: https://www.econbiz.de/10010367563