Browsing by Author Michael McAleer

Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)Text
-An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to TaiwanChia-Lin Chang; 張嘉玲; Shu-Han Hsu; Michael McAleer
-Analyzing fixed-event forecast revisions-
-Are forecast updates progressive?-
-Coercive journal self citations, impact factor, Journal Influence and Article Influence-
-Conditional correlations and volatility spillovers between crude oil and stock index returns-
-Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism-
-Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures pricesChia-Lin Chang; 張嘉玲; Michael McAleer; Yu-Ann Wang
-Moving Average Market Timing in European Energy Markets: Production Versus EmissionsChia-Lin Chang; 張嘉玲; Jukka Ilomäki; Hannu Laurila; Michael McAleer
-Ranking journal quality by harmonic mean ofranks: an application to ISI statistics &probability-
-The rise and fall of S&P500 variance futures-
-Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures-
-Risk spillovers in oil-related CDS, stock and credit markets-
-Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariancesChia-Lin Chang; 張嘉玲; Michael McAleer; Yanghuiting Wang-
-Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and PracticeChia-Lin Chang; 張嘉玲; Yiying Li; Michael McAleer