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Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009412785
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What do experts know about ranking journal quality? : a comparison with ISI research impact in finance
Chang, Chia-Lin; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009413342
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How should journal quality be ranked? : an application to agricultural, energy, environmental and resource economics
Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009413630
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Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.; Amrama, Ron; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009413631
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The rise and fall of S&P 500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009413649
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GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009413652
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Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009413657
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Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto; Chang, Chia-Lin; Jiménez-Martín, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009413659
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Analyzing fixed-event forecast revisions
Franses, Philip Hans; Chang, Chia-Lin; McAleer, Michael - 2011
Persistent link: https://www.econbiz.de/10009413661
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The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat; Sarafrazi, Soodabeh; Chang, Chia-Lin; … - 2011
Persistent link: https://www.econbiz.de/10009413662