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On economic growth, FDI and exports in China

Yao, Shujie - In: Applied economics 38 (2006) 3, pp. 339-351

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An econometric analysis of asymmetric volatility : theory and application to patents

McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284

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The effects of governance changes on bank efficiency in China : a stochastic distance function approach

Jiang, Chunxia; Yao, Shujie; Zhang, Zongyi - In: China economic review : an international journal 20 (2009) 4, pp. 717-731

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Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents

Chang, Chia-Lin; Chen, Sung-Po; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010

direct investment, inward direct investment (IDI) and exports. The number of Triadic patents serves as a proxy for innovation … 1994 to 2005. The empirical results show that increased exports and outward direct investment are able to stimulate an …

Persistent link: https://www.econbiz.de/10008506267

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262

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Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446

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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

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Testing long-run neutrality using intra-year data

Leong, Kenneth; McAleer, Michael - In: Applied economics 32 (2000) 1, pp. 25-37

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Volatility analysis with realized GARCH-Itô models

Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; … - In: Journal of econometrics 222 (2021) 1,2, pp. 393-410

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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