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~accessRights:"restricted"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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McAleer, Michael
Gupta, Rangan
392
Tiwari, Aviral Kumar
207
Lee, Chien-chiang
205
Cheng, T. C. E.
189
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187
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127
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ECONIS (ZBW)
54
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1
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
2
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:
3
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
4
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:
5
Asset investment diversification, bankruptcy risk and the mediating role of business diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
6
Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia
;
Swanson, Norman R.
;
Vasnev, Andrey
; …
- In:
Annals of financial economics
16
(
2021
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013185326
Saved in:
7
Evaluating the efficiency of Vietnam banks using data envelopment analysis
Do Thi Thanh Nhan
;
Pho, Kim-Hung
;
Anh, Dang Thi Van
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012657666
Saved in:
8
Zero-inflated poisson regression models : aplications in the sciences and social sciences
Truong, Buu-chau
;
Pho, Kim-Hung
;
Dinh, Cong-chanh
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012656863
Saved in:
9
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
10
Financial integration, energy consumtion and economic growth in Vietnam
Nguyen Minh Hai
;
Bui Hoang Ngoc
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012642983
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