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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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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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The strength of weak ties in crime
Patacchini, Eleonora; Zenou, Yves - In: European economic review : EER 52 (2008) 2, pp. 209-236
Persistent link: https://www.econbiz.de/10003713003
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Job search and mobility in developing countries : theory and policy implications
Zenou, Yves - In: Journal of development economics 86 (2008) 2, pp. 336-355
Persistent link: https://www.econbiz.de/10003717809
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A Portfolio Index GARCH model
Asai, Manabu; McAleer, Michael - In: International journal of forecasting 24 (2008) 3, pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
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Are shirking and leisure substitutable? : an empirical test of efficiency wages based on urban economic theory
Ross, Stephen L.; Zenou, Yves - In: Regional science & urban economics 38 (2008) 5, pp. 498-517
Persistent link: https://www.econbiz.de/10003766541
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A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael; Medeiros, Marcelo C. - In: Journal of econometrics 147 (2008) 1, pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Ethnic diversity, market structure and risk sharing in developing countries
Jellal, Mohammed; Zenou, Yves - 2006
Persistent link: https://www.econbiz.de/10003346071
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A neural network demand system with heteroskedastic errors
McAleer, Michael; Medeiros, Marcelo C.; Slottje, Daniel … - In: Journal of econometrics 147 (2008) 2, pp. 359-371
Persistent link: https://www.econbiz.de/10003809381