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Management science, economics and finance : a connection

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2016

This paper provides a brief review of the connecting literature in management science, economics and finance, and discusses some research that is related to the three disciplines. Academics could develop theoretical models and subsequent econometric models to estimate the parameters in the...

Persistent link: https://www.econbiz.de/10011479822

Big Data, computational science, economics, finance, marketing, management, and psychology : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018

The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology, and discusses some research that is related to the seven disciplines. Academics could develop theoretical models and subsequent econometric and...

Persistent link: https://www.econbiz.de/10011794391

Decision sciences, economics, finance, business, computing, and big data : connections

Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - 2018

This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business, Computing, and Big Data. We then discuss some research that is related to the six cognate disciplines. Academics could develop theoretical models and subsequent econometric and...

Persistent link: https://www.econbiz.de/10011807780

May AI revolution be labour-friendly? : some micro evidence from the supply side

Damioli, Giacomo; Van Roy, Vincent; Vertesy, Daniel; … - 2021

innovation in the AI supply industries. However, this effect is small in magnitude and limited to service sectors and younger …

Persistent link: https://www.econbiz.de/10012517502

Innovation and the labor market : theory, evidence and challenges

Corrocher, Nicoletta; Moschella, Daniele; Staccioli, Jacopo - 2023

This paper deals with the complex relationship between innovation and the labor market, analyzing the impact of new …

Persistent link: https://www.econbiz.de/10014286647

Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers

Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2016

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized …. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions … from returns to volatility and co-volatility. …

Persistent link: https://www.econbiz.de/10011536626

The correct regularity condition and interpretation of asymmetry in EGARCH

Chang, Chia-Lin; McAleer, Michael - 2017

In the class of univariate conditional volatility models, the three most popular are the generalized autoregressive … effects on conditional volatility of positive and negative effects of equal magnitude, and possibly also leverage, which is … the negative correlation between returns shocks and subsequent shocks to volatility (see Black 1979). McAleer (2014 …

Persistent link: https://www.econbiz.de/10011688332

Conditional correlations and volatility spillovers between crude oil and stock index returns

Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008669344

Crude oil hedging strategies using dynamic multivariate GARCH

Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008669351

How volatile is ENSO?

Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010

Persistent link: https://www.econbiz.de/10008689070