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Asymmetric realized volatility...
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791
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
792
Size, internationalization and university rankings : evaluating Times Higher Education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2018
Persistent link: https://www.econbiz.de/10011920676
Saved in:
793
Editorial statement of intent for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011920681
Saved in:
794
Research ideas for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011920689
Saved in:
795
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
796
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
797
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
798
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
799
Spurious cross-sectional dependence in credit spread changes
Jaskowski, Marcin
;
McAleer, Michael
-
2018
-
Revised: August 2018
Persistent link: https://www.econbiz.de/10011898052
Saved in:
800
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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