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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - In: The North American journal of economics and finance : a … 42 (2017), pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
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Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - In: Energy economics 33 (2011) 5, pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
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Practical issues in cointegration analysis : special issue
Oxley, Les (contributor); McAleer, Michael (contributor) - 1998
Persistent link: https://www.econbiz.de/10001400853
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Journal of economic surveys 12 (1998) 5, pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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The significance of testing empirical non-nested models
McAleer, Michael - In: Journal of econometrics 67 (1995) 1, pp. 149-171
Persistent link: https://www.econbiz.de/10001333013
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Factor and personal income distributions and taxation in general equilibrium
Creedy, John - In: Journal of income distribution : an international quarterly 4 (1994) 1, pp. 51-77
Persistent link: https://www.econbiz.de/10001333339
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Comparing tax and transfer systems : poverty, inequality and target efficiency
Creedy, John - In: Economica 63 (1996) 250, pp. 163-174
Persistent link: https://www.econbiz.de/10001334442
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Poverty and inequality comparisons of alternative tax structures
Creedy, John - 1997
Persistent link: https://www.econbiz.de/10001336832
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Measuring the welfare effects of tax changes using the LES : an application to a carbon tax
Cornwell, Antonia - In: Empirical economics : a journal of the Institute for … 22 (1997) 4, pp. 589-613
Persistent link: https://www.econbiz.de/10001337418
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Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs
Barten, Anton P. - In: L' Actualité économique : revue trimest. 73 (1997) 1, pp. 27-45
Persistent link: https://www.econbiz.de/10001337607