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How does Zinfluence affect article influence?

Chang, Chia-lin; McAleer, Michael; Oxley, Les - 2010

Persistent link: https://www.econbiz.de/10008688818

How does Zinfluence affect article influence?

Chang, Chia-Lin; McAleer, Michael; Oxley, Les - 2010

Persistent link: https://www.econbiz.de/10003995686

A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - 2013

This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from both the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily continuously compounded...

Persistent link: https://www.econbiz.de/10010326508

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

Allen, David E.; Singh, Abhay K.; Powell, Robert J.; … - 2013

associated extreme quantile dependence usinglinear and non linear quantile regression approach. Our goal in this paper is … todemonstrate that the relationship between the volatility and market return as quantifiedby Ordinary Least Square (OLS) regression … between price and volatility. In the empiricalanalysis we compare the results from linear quantile regression (LQR) and …

Persistent link: https://www.econbiz.de/10010326227

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

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

Variable addition and Lagrange multiplier tests for linear and logarithmic regression models : theory and Monte Carlo evidence

Godfrey, L. G.; McAleer, Michael; MacKenzie, Colin R. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10000709154

Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models

Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113

Persistent link: https://www.econbiz.de/10001381815

Industrial agglomeration and use of the internet

Chang, Chia-Lin; McAleer, Michael; Wu, Yu-Chieh - 2015

Persistent link: https://www.econbiz.de/10011432617

A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500

Allen, David E.; McAleer, Michael; Powell, Robert; … - In: Journal of risk and financial management : JRFM 6 (2013) 1, pp. 6-30

This paper features an analysis of the relationship between the S&P 500 Index and the VIX using daily data obtained from the CBOE website and SIRCA (The Securities Industry Research Centre of the Asia Pacific). We explore the relationship between the S&P 500 daily return series and a similar...

Persistent link: https://www.econbiz.de/10011555743