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~isPartOf:"Applied economics"
~isPartOf:"Physica A: Statistical Mechanics and its Applications"
~person:"McAleer, Michael"
~source:"econis"
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Time series analysis
4
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2
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McAleer, Michael
Gil-Alaña, Luis A.
27
Barros, Carlos Pestana
20
Gupta, Rangan
18
Moosa, Imad A.
17
Chang, Tsangyao
16
Bahmani-Oskooee, Mohsen
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Narayan, Paresh Kumar
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Hatemi-J, Abdulnasser
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Salim, Ruhul A.
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8
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Zhu, Huiming
8
Dong, Kangyin
7
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7
Kumar, Saten
7
Smyth, Russell
7
Wohar, Mark E.
7
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6
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6
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5
Dong, Xiucheng
5
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5
Hammoudeh, Shawkat
5
Herzer, Dierk
5
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Applied economics
Physica A: Statistical Mechanics and its Applications
Econometric Institute research papers
88
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58
Working paper
51
Econometric reviews
10
Journal of economic surveys
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Journal of econometrics
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1
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:
2
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:
3
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:
4
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:
5
Convergence and catching up in ASEAN : a comparative
analysis
Lim, Lee K.
;
McAleer, Michael
- In:
Applied economics
36
(
2004
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
Saved in:
6
Cointegration
analysis
of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine
;
McAleer, Michael
- In:
Applied economics
33
(
2001
)
12
,
pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
Saved in:
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