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Asymmetric realized volatility...
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491
What do experts know about forecasting journal quality? : a comparison with ISI research impact in Finance
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009711729
Saved in:
492
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
493
In memoriam : Professor Halbert L. White, 1950 - 2012
McAleer, Michael
;
Pérez Amaral, Teodosio
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 551-554
Persistent link: https://www.econbiz.de/10009711929
Saved in:
494
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
495
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1692
Persistent link: https://www.econbiz.de/10009687959
Saved in:
496
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
- In:
Energy economics
34
(
2012
)
6
,
pp. 1990-2002
Persistent link: https://www.econbiz.de/10009688901
Saved in:
497
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
498
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
Saved in:
499
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
Saved in:
500
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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