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How volatile is ENSO?
Chu, LanFen; McAleer, Michael; Chen, Chi-chung - 2009
Persistent link: https://www.econbiz.de/10003877146
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A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910507
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GFC-robust risk management strategies under the basel accord
McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez … - 2010
Persistent link: https://www.econbiz.de/10008664042
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987343
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IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987662
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Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877105
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Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877109
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GFC-robust risk management under the Basel accord using extreme value methodologies
Santos, Paulo Araújo; Jiménez-Martín, Juan-Ángel; … - 2011
Persistent link: https://www.econbiz.de/10009619356
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619551
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Coercive journal self citations, impact factor, journal influence and article influence
Chang, Chia-Lin; McAleer, Michael; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10010354359