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~isPartOf:"Applied economics"
~isPartOf:"CIRJE F-Series"
~isPartOf:"Energy economics"
~person:"McAleer, Michael"
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Volatility
6
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McAleer, Michael
Narayan, Paresh Kumar
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Su, Bin
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33
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32
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32
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32
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31
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RePEc
77
ECONIS (ZBW)
20
OLC EcoSci
7
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104
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1
On the robustness of alternative rankings methodologies : Australian and New Zealand
economics
departments, 1988 to 2002
Macri, Joseph
;
McAleer, Michael
;
Sinha, Dipendra
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1257-1268
Persistent link: https://www.econbiz.de/10008658511
Saved in:
2
"On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand
Economics
Departments"
Macri, Joseph
;
McAleer, Michael
;
Sinha, Dipendra
-
Center for International Research on the Japanese …
-
2009
rankings of Australian and New Zealand
economics
teaching departments for 1988-2002 and 1996-2002 using alternative rankings …
Persistent link: https://www.econbiz.de/10005041991
Saved in:
3
On the robustness of alternative rankings methodologies: Australian and New Zealand
economics
departments, 1988 to 2002
Macri, Joseph
;
McAleer, Michael
;
Sinha, Dipendra
- In:
Applied economics
42
(
2010
)
10
,
pp. 1257-1269
Persistent link: https://www.econbiz.de/10008419340
Saved in:
4
"Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan"
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
Center for International Research on the Japanese …
-
2009
seem to be similar to a wide range of financial stock market prices, so that the models used in financial
economics
, and …
Persistent link: https://www.econbiz.de/10005041999
Saved in:
5
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
6
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
Saved in:
7
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
8
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
9
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
10
"On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models"
Chan, Felix
;
McAleer, Michael
-
Center for International Research on the Japanese …
-
2003
Non-linear time series models, especially regime-switching models, have become increasingly popular in the
economics
…
Persistent link: https://www.econbiz.de/10005121090
Saved in:
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