Browsing by Author Michael McAleer

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 14 of 14
DateTitleAuthor(s)File
20-Nov-2018An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to TaiwanChia-Lin Chang; 張嘉玲; Shu-Han Hsu; Michael McAleer
Dec-2013Analyzing fixed-event forecast revisions-
Jul-2013Are forecast updates progressive?-
Jul-2013Coercive journal self citations, impact factor, Journal Influence and Article Influence-
Aug-2013Conditional correlations and volatility spillovers between crude oil and stock index returns-
Dec-2013Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism-
31-Aug-2017Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures pricesChia-Lin Chang; 張嘉玲; Michael McAleer; Yu-Ann Wang
25-Nov-2018Moving Average Market Timing in European Energy Markets: Production Versus EmissionsChia-Lin Chang; 張嘉玲; Jukka Ilomäki; Hannu Laurila; Michael McAleer
2-Jul-2012Ranking journal quality by harmonic mean ofranks: an application to ISI statistics &probability-
Sep-2013The rise and fall of S&P500 variance futures-
Sep-2013Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures-
Mar-2013Risk spillovers in oil-related CDS, stock and credit markets-
6-Apr-2018Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariancesChia-Lin Chang; 張嘉玲; Michael McAleer; Yanghuiting Wang-
19-Jun-2018Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and PracticeChia-Lin Chang; 張嘉玲; Yiying Li; Michael McAleer