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10 Most Recent Publications
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Analyzing Fixed-Event Forecast
Revisions
(Research Paper)
Chang, C.L. Bruijn, B. de Franses, Ph.H.B.F. McAleer, M.J. |
2013-04-11
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Recent developments in financial economics and econometrics: An overview
(Article)
Chang, C.L. Allen, D. McAleer, M.J. |
2013-04-08
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Has the Basel Accord improved risk management during the global financial crisis?
(Article)
McAleer, M.J. Jiménez-Martín, J.A. Pérez-Amaral, T. |
2013-04-01
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Are Forecast Updates Progressive?
(Research Paper)
Chang, C.L. Franses, Ph.H.B.F. McAleer, M.J. |
2013-03-25
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Ten Things you should know about DCC
(Research Paper)
Caporin, M. McAleer, M.J. |
2013-03-21
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Robust Estimation and Forecasting of
the Capital Asset Pricing Model
(Research Paper)
Bian, G. McAleer, M.J. Wong, W-K. |
2013-03-04
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Coercive Journal Self Citations, Impact
Factor, Journal Influence and Article
Influence
(Research Paper)
Chang, C.L. McAleer, M.J. |
2013-03-04
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Risk spillovers in oil-related CDS, stock and credit markets
(Article)
Hammoudeh, S.M. Liu, T. Chang, C.L. McAleer, M.J. |
2013-03-01
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What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
(Research Paper)
Chang, C.L. McAleer, M.J. |
2013-02-18
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A Fractionally Integrated Wishart Stochastic Volatility Model
(Research Paper)
Asai, M. McAleer, M.J. |
2013-01-31
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