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~isPartOf:"Econometric Institute research papers"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Welt"
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Koopman, Siem Jan
McAleer, Michael
Chang, Chia-Lin
24
Asai, Manabu
6
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Globalization and knowledge spillover : international direct investment,
exports
and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664062
Saved in:
2
International technology diffusion of joint and cross-border patents
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2015
Persistent link: https://www.econbiz.de/10011346210
Saved in:
3
Joint and cross-border patents as proxies for international technology diffusion
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631778
Saved in:
4
Shock and
volatility
spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
5
Asymmetry and leverage in realized
volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
6
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
7
Modelling long memory
volatility
in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
8
Interdependence of international tourism demand and
volatility
in leading ASEAN destinations
Chang, Chia-Ling
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003909585
Saved in:
9
It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
Saved in:
10
Daily tourist arrivals, exchange rates and
volatility
for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
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