2,242 results on '"McAleer, Michael"'
Search Results
2. Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China
3. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization
4. Trump’s COVID-19 tweets and Dr. Fauci’s emails
5. Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
6. Bayesian Analysis of Realized Matrix-Exponential GARCH Models
7. Review Papers for Journal of Risk and Financial Management (JRFM)
8. Spurious cross-sectional dependence in credit spread changes
9. Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*
10. Market timing with moving averages for fossil fuel and renewable energy stocks
11. Realized stochastic volatility models with generalized Gegenbauer long memory
12. Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
13. COVID-19 restrictions and age-specific mental health—U.S. probability-based panel evidence
14. Evaluation of Concrete Penetration Resistance Using Small Caliber Bullets
15. Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
16. Establishing national carbon emission prices for China
17. The fiction of full BEKK: Pricing fossil fuels and carbon emissions
18. Choosing expected shortfall over VaR in Basel III using stochastic dominance
19. Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
20. Theory and application of an economic performance measure of risk
21. Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
22. Risk Measures with Applications in Finance and Economics
23. Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
24. A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
25. Automated Inference and Learning in Modeling Financial Volatility
26. On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors
27. Asymptotic Theory for a Vector ARMA-GARCH Model
28. Realized stochastic volatility with general asymmetry and long memory
29. Maximum Likelihood Estimation of Star and Star-Garch Models: Theory and Monte Carlo Evidence
30. Financial Volatility: An Introduction
31. Necessary and Sufficient Moment Conditions for the GARCH(r, s) and Asymmetric Power GARCH(r, s) Models
32. Volatility Spillovers from Australia's major trading partners across the GFC
33. Tests of Linear and Logarithmic Transformations for Integrated Processes
34. Analytical Power Comparisons of Nested and Nonnested Tests for Linear and Loglinear Regression Models
35. Microfit 4.0 for Windows
36. Microfit 4.0 - DOS Version
37. Switching Orthogonality
38. Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather
39. Comments by Professor Michael McAleer
40. Market integration dynamics and asymptotic price convergence in distribution
41. Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
42. Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
43. Forecasting Value-at-Risk using block structure multivariate stochastic volatility models
44. Advances in financial risk management and economic policy uncertainty: An overview
45. Specification tests for separate models: a survey
46. Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
47. Structure and asymptotic theory for nonlinear models with GARCH errors
48. Economics Is Based on Scientific Methods
49. Robust ranking of multivariate GARCH models by problem dimension
50. The impact of China on stock returns and volatility in the Taiwan tourism industry
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.