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Asset investment diversification, bankruptcy risk and the mediating role of business diversification
Vu Huu Thanh; Nguyen Minh Ha; McAleer, Michael - In: Annals of financial economics 16 (2021) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
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Corporate financial distress of industry level listings in an emerging market
Duc Hong Vo; Binh Vo-Ninh Pham; Trung Vu-Thanh Pham; … - 2019
Persistent link: https://www.econbiz.de/10011987030
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Corporate financial distress of industry level listings in Vietnam
Duc Hong Vo; Binh Ninh Vo Pham; Chi Minh Ho; McAleer, … - In: Journal of risk and financial management : JRFM 12 (2019) 4/155, pp. 1-17
Any critical analysis of the corporate financial distress of listed firms in international exchange would be incomplete without a serious dissection at the industry level, because of the different levels of risks concerned. This paper considers the financial distress of listed firms at the...
Persistent link: https://www.econbiz.de/10012173012
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Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin; McAleer, Michael; Gill, Len - 1990 - Rev
Persistent link: https://www.econbiz.de/10000799442
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A note on the unbiasedness test of rationality using survey data
McAleer, Michael; Smith, Jeremy - 1993
Persistent link: https://www.econbiz.de/10000871952
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Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.; McAleer, Michael; Gill, Len - 1990
Persistent link: https://www.econbiz.de/10000129167
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Realized volatility uncertainty
Allen, David E. (contributor); McAleer, Michael (contributor) - 2008
Persistent link: https://www.econbiz.de/10003760022
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Asymmetric multivariate stochastic volatility
Asai, Manabu; McAleer, Michael - In: Econometric reviews 25 (2006) 2/3, pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan; McAleer, Michael - 2008
Persistent link: https://www.econbiz.de/10003893426