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~accessRights:"restricted"
~language:"ara"
~language:"eng"
~language:"rus"
~person:"McAleer, Michael"
~subject:"China"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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34
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
Saved in:
4
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
5
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
6
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
- In:
Journal of travel research : a quarterly publication of …
59
(
2020
)
2
,
pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
Saved in:
7
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
8
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
9
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Saved in:
10
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
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