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Allen, David
109
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Econometric modelling in finance and risk management: An overview
Gao, Jiti
;
Mcaleer, Michael
;
Allen, David E.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10008143209
Saved in:
2
Econometric modelling in finance and risk management: An overview
Gao, Jiti
;
McAleer, Michael
;
Allen, David E.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10008898210
Saved in:
3
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
Mcaleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
Saved in:
4
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
McAleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10008898196
Saved in:
5
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-lin
;
McAleer, Michael
- In:
Tourism management perspectives : TMP
1
(
2012
),
pp. 2-8
Persistent link: https://www.econbiz.de/10010081743
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10010083784
Saved in:
7
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
- In:
Energy economics
34
(
2012
)
5
,
pp. 1683-1693
Persistent link: https://www.econbiz.de/10010002890
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8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10010134045
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10010134047
Saved in:
10
Globalization and knowledge spillover: international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-Po
;
McAleer, Michael
- In:
Economics of innovation and new technology
22
(
2013
)
4
,
pp. 329-352
Persistent link: https://www.econbiz.de/10010135889
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