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~isPartOf:"Applied economics"
~person:"Bruhn, Manfred"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~source:"econis"
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Bruhn, Manfred
Fabozzi, Frank J.
McAleer, Michael
Moosa, Imad A.
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An alternative approach for portfolio performance evaluation : enabling fund evaluation relative to peer group via Malkiel’s monkey
Lee, Yongjae
;
Kwon, Do-Gyun
;
Kim, Woo Chang
;
Fabozzi, …
- In:
Applied economics
50
(
2018
)
40
,
pp. 4318-4327
Persistent link: https://www.econbiz.de/10012060850
Saved in:
2
A flexible approach to estimate the equity premium
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics
49
(
2017
)
59
,
pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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3
MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
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4
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:
5
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
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6
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:
7
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
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8
Newey-West covariance matrix estimates for models with generated regressors
Smith, Jeremy
- In:
Applied economics
26
(
1994
)
6
,
pp. 635-640
Persistent link: https://www.econbiz.de/10001165561
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9
On the robustness of Barro's new classical unemployment model
Smith, Jeremy
- In:
Applied economics
25
(
1993
)
3
,
pp. 349-360
Persistent link: https://www.econbiz.de/10001143510
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10
Optimal corporate strategy under uncertainty
Chen, Andrew H.
;
Fabozzi, Frank J.
;
Huang, Dashan
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 2877-2882
Persistent link: https://www.econbiz.de/10010192369
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