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Patent activity and technical change in US industries
McAleer, Michael; Slottje, Daniel Jonathan - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10003023530
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Patent activity and technical change in US industries
McAleer, Michael (contributor);  … - 2005
/ Pei Syn Wee -- Estimation and empirical results / Pei Syn Wee -- Literature review / Pei Syn Wee. - Description innovation …Description innovation is universally recognized as an important source of economic growth. Patents may be considered … as a potential measure of innovation. As such, patents may alter isoquant maps, and measuring their elasticities is both …
Persistent link: https://www.econbiz.de/10009633597
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok; Tansuchat, Roengchai; Chang, Chia-Lin - 2009
Persistent link: https://www.econbiz.de/10003908711
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689063
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Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
Khamkaew, Thanchanok - 2009
Asia is presently the most important market for the production and consumption of natural rubber. World prices of …
Persistent link: https://www.econbiz.de/10013155216
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Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010
Persistent link: https://www.econbiz.de/10008689074
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Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877105
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Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai - 2009
Persistent link: https://www.econbiz.de/10003877109
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A Tourism Conditions Index
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2014
This paper uses monthly data from April 2005 to August 2013 for Taiwan to propose a novel tourism indicator, namely the Tourism Conditions Index (TCI). TCI accounts for the spillover weights based on the Granger causality test and estimates of the multivariate BEKK model for four TCI indicators...
Persistent link: https://www.econbiz.de/10010227695
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Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael - 2016 - Revised: February 2016
The paper considers the problem as to whether financial returns have a common volatility process in the framework of stochastic volatility models that were suggested by Harvey et al. (1994). We propose a stochastic volatility version of the ARCH test proposed by Engle and Susmel (1993), who...
Persistent link: https://www.econbiz.de/10011441709