được thành lập với mục đích chia sẻ các kiến thức liên quan về tài chính ngân hàng. Nhằm mang tới những thông tin bổ ích nhất để bạn đọc có thể hiểu rõ hơn về các dịch vụ tiện ích cũng như các vấn đề liên quan.
30511
Scholar Citations
85
Scholar h-index
403
Scholar i10-index
RECENT SCHOLAR PUBLICATIONS
ΑΔΣ M McAleer, CL Chang, AWK Wong, AK Tiwari, M Van Wart, VSH Pan 2025
Drawbacks in the 3-factor approach of Fama and French (2018) DE Allen, M McAleer Annals of Financial Economics 18 (01), 2240001 , 2023 2023 Citations: 16
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China TK Mai, AM Foley, M McAleer, CL Chang Renewable and Sustainable Energy Reviews 169, 112861 , 2022 2022 Citations: 20
Influence of input costs and levelised cost of energy on wind power growth B Johnston, A Foley, J Doran, T Littler, M McAleer Journal of Cleaner Production 373, 133407 , 2022 2022 Citations: 14
Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization H Li, Z Bai, WK Wong, M McAleer Econometrics and Statistics 24, 133-150 , 2022 2022 Citations: 24
Market efficiency, behavioural finance, and anomalies WK Wong, KY Woo, WK Au, TY Hon, M McAleer EconSciences Books , 2022 2022 Citations: 1
Multivariate hyper-rotated GARCH-BEKK M Asai, M McAleer Journal of Time Series Econometrics 14 (2), 175-198 , 2022 2022 Citations: 3
A new structural multivariate GARCH-BEKK model: causality of green, sustainable and fossil energy ETFs M Asai, CL Chang, M McAleer, L Pauwels Communications in Statistics: Case Studies, Data Analysis and Applications 8 … , 2022 2022 Citations: 4
Trump’s COVID-19 tweets and Dr. Fauci’s emails DE Allen, M McAleer Scientometrics 127 (3), 1643-1655 , 2022 2022 Citations: 8
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers M Asai, CL Chang, M McAleer Journal of Econometrics 227 (1), 285-304 , 2022 2022 Citations: 18
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality DE Allen, M McAleer Journal of the American Statistical Association 117 (537), 214-224 , 2022 2022 Citations: 10
Review on market efficiency and anomalies W Wong, WOOK Yin, AUW Kwong, M McAleer, K HON Tai Yuen 2022
Bayesian analysis of realized matrix-exponential GARCH models M Asai, M McAleer Computational Economics 59 (1), 103-123 , 2022 2022 Citations: 9
Common mental disorders and economic uncertainty: evidence from the COVID-19 pandemic in the US WW Tham, E Sojli, R Bryant, M McAleer PLoS One 16 (12), e0260726 , 2021 2021 Citations: 45
A nonlinear autoregressive distributed lag (NARDL) analysis of the FTSE and S&P500 indexes DE Allen, M McAleer Risks 9 (11), 195 , 2021 2021 Citations: 41
CARF Working Paper H Chen, M Shintani 2021
Perspectives on Topical Medical Research in the COVID-19 Era M McAleer Sci 3 (4), 38 , 2021 2021 Citations: 1
Spurious relationships for nearly non-stationary series Y Cheng, Y Hui, M McAleer, WK Wong Journal of Risk and Financial Management 14 (8), 366 , 2021 2021 Citations: 54
COVID-19 restrictions and age-specific mental health—US probability-based panel evidence E Sojli, WW Tham, R Bryant, M McAleer Translational Psychiatry 11 (1), 418 , 2021 2021 Citations: 79
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks (vol 36, pg 933, 2021) M Asai, R Gupta, M McAleer INTERNATIONAL JOURNAL OF FORECASTING 37 (3), 1326-1326 , 2021 2021
MOST CITED SCHOLAR PUBLICATIONS
Asymptotic theory for a vector ARMA-GARCH model S Ling, M McAleer Econometric theory 19 (2), 280-310 , 2003 2003 Citations: 1264
Risk management of COVID-19 by universities in China C Wang, Z Cheng, XG Yue, M McAleer Journal of Risk and Financial Management 13 (2), 36 , 2020 2020 Citations: 803
Realized volatility: A review M McAleer, MC Medeiros Econometric reviews 27 (1-3), 10-45 , 2008 2008 Citations: 734
Crude oil hedging strategies using dynamic multivariate GARCH CL Chang, M McAleer, R Tansuchat Energy Economics 33 (5), 912-923 , 2011 2011 Citations: 532
Time series forecasts of international travel demand for Australia C Lim, M McAleer Tourism management 23 (4), 389-396 , 2002 2002 Citations: 518
Multivariate stochastic volatility: a review M Asai, M McAleer, J Yu Econometric Reviews 25 (2-3), 145-175 , 2006 2006 Citations: 486
A charter for sustainable tourism after COVID-19 CL Chang, M McAleer, V Ramos Sustainability (Switzerland) 12 (9) , 2020 2020 Citations: 483
Automated inference and learning in modeling financial volatility M McAleer Econometric Theory 21 (1), 232-261 , 2005 2005 Citations: 453
Stationarity and the existence of moments of a family of GARCH processes S Ling, M McAleer Journal of Econometrics 106 (1), 109-117 , 2002 2002 Citations: 437
Recent theoretical results for time series models with GARCH errors WK Li, S Ling, M McAleer Journal of Economic Surveys 16 (3), 245-269 , 2002 2002 Citations: 400
Necessary and sufficient moment conditions for the GARCH (r, s) and asymmetric power GARCH (r, s) models S Ling, M McAleer Econometric theory 18 (3), 722-729 , 2002 2002 Citations: 387
Modelling multivariate international tourism demand and volatility F Chan, C Lim, M McAleer Tourism Management 26 (3), 459-471 , 2005 2005 Citations: 376
Alternative procedures and associated tests of significance for non-nested hypotheses GR Fisher, M McAleer Journal of Econometrics 16 (1), 103-119 , 1981 1981 Citations: 355
Conditional correlations and volatility spillovers between crude oil and stock index returns CL Chang, M McAleer, R Tansuchat The North American Journal of Economics and Finance 25, 116-138 , 2013 2013 Citations: 354
What will take the con out of econometrics? M McAleer, AR Pagan, PA Volker The American Economic Review 75 (3), 293-307 , 1985 1985 Citations: 344
Do we really need both BEKK and DCC? A tale of two multivariate GARCH models M Caporin, M McAleer Journal of Economic Surveys 26 (4), 736-751 , 2012 2012 Citations: 341
Monthly seasonal variations: Asian tourism to Australia C Lim, M McAleer Annals of Tourism Research 28 (1), 68-82 , 2001 2001 Citations: 310
Precious metals–exchange rate volatility transmissions and hedging strategies SM Hammoudeh, Y Yuan, M McAleer, MA Thompson International Review of Economics & Finance 19 (4), 633-647 , 2010 2010 Citations: 307
Structure and asymptotic theory for multivariate asymmetric conditional volatility M McAleer, S Hoti, F Chan Econometric Reviews 28 (5), 422-440 , 2009 2009 Citations: 300
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19 CL Chang, M McAleer, YA Wang Renewable and Sustainable Energy Reviews 134, 110349 , 2020 2020 Citations: 273
