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McAleer, Michael


 SSRN Author Rank: 183 by Downloads
 Professor of Quantitative Finance
 

Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute


 Rotterdam
 Netherlands
 email address
 Research Fellow
 

Tinbergen Institute


 Rotterdam
 Netherlands
 Visiting Professor
 

University of Tokyo - Centre for International Research on the Japanese Economy (CIRJE), Faculty of Economics


 Tokyo
 Japan

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. McAleer, Michael's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
42,326
Total
Citations
226
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
30 Apr 09
Last Revised:
27 Jan 10
2,470
(2,522)
9

2.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Posted:
12 May 09
1,080
(10,267)
1

3.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
03 Aug 09
1,029
(11,065)
2

4.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Posted:
22 May 09
1,008
(11,441)
1

5.  
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
11 Mar 09
Last Revised:
09 Aug 09
1,007
(11,459)
8

6.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Yuan, Yuan
Drexel University - Bennett S. LeBow College of Business
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
16 Sep 09
1,003
(11,537)
 

7.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
14 Sep 09
979
(11,950)
2

8.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Feb 09
Last Revised:
24 Jun 09
924
(13,072)
17

9.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Yuan, Yuan
affiliation not provided to SSRN
Thompson, Mark A.
Texas Tech University - Rawls College of Business
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
31 Oct 09
918
(13,190)
1

10.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Posted:
10 May 09
914
(13,283)
2

11.   Incl. Electronic Paper
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
06 Mar 09
Last Revised:
28 Nov 09
863
(14,476)
18

12.  
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Jan 10
845
(14,974)
4

13.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
21 Feb 11
843
(15,034)
 

14.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
07 Jul 09
823
(15,574)
 

15.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
da Veiga, Bernardo
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Hoti, Suhejla
Government of Western Australia - Treasury
Posted:
06 Sep 09
814
(15,824)
 

16.  
Chen, Ping-Yu
affiliation not provided to SSRN
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Chi-Chung
National Chung Hsing University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
17 Sep 10
810
(15,951)
 

17.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Posted:
26 Feb 09
805
(16,109)
11

18.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
09 Oct 10
779
(16,902)
3

19.  
Kuo, Hsiao-I
Chaoyang University of Technology
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Chi-Chung
National Chung Hsing University
Huang, Biing-Wen
National Chung Hsing University - Department of Applied Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
19 Mar 09
755
(17,694)
 

20.   Incl. Electronic Paper
da Veiga, Bernardo
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Chan, Felix
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
12 Jan 10
Last Revised:
30 Jan 12
727
(18,643)
1

21.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Li-Hsueh
affiliation not provided to SSRN
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
21 Dec 10
710
(19,312)
 

22.  
Ishida, Isao
Konan University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oya, Kosuke
Osaka University
Posted:
07 Feb 11
Last Revised:
19 Oct 11
703
(19,612)
1

23.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Maejo University- Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
702
(19,665)
 

24.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
da Veiga, Bernardo
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Aug 06
700
(19,743)
 

25.  
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
26 Nov 08
699
(19,773)
5

26.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Huang, Biing-Wen
National Chung Hsing University - Department of Applied Economics
Kuo, Hsiao-I
Chaoyang University of Technology
Chen, Chi-Chung
National Chung Hsing University
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Posted:
08 Mar 09
Last Revised:
18 May 09
670
(21,004)
1

27.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Jiménez-Martin, Juan-Angel
Complutense University of Madrid
Perez Amaral, Teodosio
Complutense University of Madrid - Facultad de Económicas y Empresariales
Posted:
16 Jan 11
635
(22,618)
2

28.  
Manera, Matteo
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
Lanza, Alessandro
Fondazione Eni Enrico Mattei (FEEM), Milan
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
11 Jun 04
602
(24,353)
3

29.  
Lean, Hooi Hooi
Universiti Sains Malaysia
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
17 Jul 06
521
(29,686)
1

30.  
Sari, Ramazan
Middle East Technical University (METU)
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 May 11
519
(29,851)
 

31.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Sarafrazi, Soodabeh
Drexel University - Bennett S. LeBow College of Business
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
29 May 11
509
(30,613)
 

32.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Slottje, Daniel J.
Southern Methodist University (SMU) - Department of Economics
Posted:
09 Mar 09
Last Revised:
18 Mar 09
508
(30,704)
3

33.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
06 Aug 08
Last Revised:
24 Jun 09
506
(30,893)
2

34.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Posted:
01 Nov 09
504
(31,081)
1

35.  
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Oct 09
499
(31,457)
 

36.  
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
11 Jan 10
492
(32,036)
2

37.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
472
(33,841)
5

38.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Lim, Christine
University of Waikato
Posted:
11 Mar 09
455
(35,449)
1

39.   Incl. Electronic Paper
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Feb 09
Last Revised:
06 Jan 10
449
(36,010)
9

40.  
Kuo, Hsiao-I
Chaoyang University of Technology
Chen, Chi Chung
National Chung Hsing University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Aug 09
432
(37,840)
 

41.  
Hammoudeh, Shawkat M.
Drexel University - Lebow College of Business
Liu, Tengdong
Drexel University - Bennett S. LeBow College of Business
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
29 May 11
429
(38,196)
 

42.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
14 Apr 10
428
(38,297)
 

43.   Incl. Electronic Paper
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
07 Feb 10
Last Revised:
10 Aug 12
412
(40,116)
17

44.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
408
(40,584)
 

45.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Shareef, Riaz
University of Western Australia - School of Economics and Commerce
da Veiga, Bernardo
University of Western Australia - School of Economics and Commerce
Posted:
29 Nov 05
407
(40,723)
1

46.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Chen, Meng-Gu
National Chung Hsing University
Huang, Biing-Wen
National Chung Hsing University - Department of Applied Economics
Posted:
11 Mar 09
406
(40,855)
 

47.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
01 Jun 10
405
(40,982)
 

48.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Posted:
02 Sep 09
403
(41,222)
 

49.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
03 Jun 10
400
(41,629)
 

50.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
378
(44,597)
4

51.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Medeiros, Marcelo C.
Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Posted:
21 Sep 09
377
(44,731)
1

52.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Maejo University- Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Posted:
02 Nov 09
371
(45,612)
 

53.  
Lean, Hooi Hooi
Universiti Sains Malaysia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
Posted:
18 Jan 10
367
(46,201)
12

54.   Incl. Electronic Paper
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
10 Dec 08
Last Revised:
06 Jan 10
345
(49,810)
 

55.  
Ling, Shiqing
Hong Kong University of Science & Technology
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
335
(51,557)
 

56.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
14 Nov 09
334
(51,755)
1

57.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
332
(52,110)
9

58.  
Khamkaew, Thanchanok
Maejo University- Faculty of Economics
Tansuchat, Roengchai
Maejo University - Faculty of Economics
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
311
(56,397)
 

59.   Incl. Electronic Paper
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Les
University of Canterbury - Economics and Finance
Posted:
08 Jul 10
Last Revised:
08 Mar 11
308
(57,010)
2

60.  
Wiphatthanananthakul, Chatayan
Chulachomklao Royal Military Academy
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
302
(58,296)
1

61.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Chen, Sung-Po
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
16 Sep 10
300
(58,756)
 

62.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
09 May 10
Last Revised:
16 Oct 10
300
(58,756)
3

63.  
Asai, Manabu
Soka University - Faculty of Economics
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Dec 09
271
(65,900)
6

64.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Scharth, Marcel
Australian School of Business, University of New South Wales
Posted:
11 Dec 09
Last Revised:
25 Jan 10
267
(67,022)
1

65.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
16 Feb 10
235
(76,663)
 

66.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Maejo University- Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Apr 10
232
(77,706)
 

67.  
Chu, Lan-Fen
The Institute of Economics, Academia Sinica
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Chen, Chi-Chung
National Chung Hsing University
Posted:
02 Aug 09
Last Revised:
04 Sep 09
232
(77,706)
 

68.  
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
14 Sep 10
225
(80,293)
4

69.  
Allen, David E.
University of South Australia
Amram, Ron
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Dec 11
211
(85,708)
 

70.  
Huang, Jian
affiliation not provided to SSRN
Kobayashi, Masahito
Yokohama National University - Department of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
06 Sep 09
197
(91,771)
 

71.  
Lazarov, Zdravetz
Edith Cowan University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
13 Jun 07
197
(91,771)
 

72.  
Bian, Guorui
East China Normal University (ECNU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
Posted:
11 Aug 10
Last Revised:
17 Nov 10
194
(93,142)
 

73.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Maejo University- Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
11 Apr 10
191
(94,553)
1

74.   Incl. Electronic Paper
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
17 Sep 10
Last Revised:
25 Jan 11
186
(96,966)
 

75.  
Allen, David E.
University of South Australia
Singh, Abhay Kumar
Edith Cowan University
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Taylor, James W.
University of Oxford - Said Business School
Thomas, Lyn C.
University of Southampton - School of Management
Posted:
18 Apr 13
175
(102,585)
 

76.  
Bian, Guorui
East China Normal University (ECNU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
Posted:
27 May 09
Last Revised:
12 Feb 10
152
(116,503)
 

77.  
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 | Show Abstract | Download |
25th Australasian Finance and Banking Conference 2012
Working Paper Series
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
19 Aug 12
142
(123,478)
 

78.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
27 May 13
106
(155,019)
 

79.  
Macri, Joseph
Macquarie University - Department of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Sinha, Dipendra
Ritsumeikan Asia Pacific University, Japan
Posted:
07 Sep 09
80
(186,574)
 

80.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Powell, Robert J.
Edith Cowan University - School of Accounting, Finance and Economics
Kumar-Singh, Abhay
Edith Cowan University
Posted:
16 Aug 14
47
(245,317)
 

81.  
Non-Trading Day Effects in Asymmetric Conditional and Stochastic Volatility Models | Show Abstract | Download |
Econometrics Journal, Vol. 10, No. 1, pp. 113-123, March 2007
Accepted Paper Series
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
08 Mar 07
29
(292,727)
2

82.  
An Empirical Assessment of Country Risk Ratings and Associated Models | Show Abstract | Download |
Journal of Economic Surveys, Vol. 18, No. 4, pp. 539-588, September 2004
Accepted Paper Series
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
29 Sep 04
26
(303,228)
6

83.  
The Ten Commandments for Presenting a Conference Paper | Show Abstract | Download |
Journal of Economic Surveys, Vol. 16, pp. 215-218, 2002
Accepted Paper Series
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
13 Dec 02
26
(303,228)
7

84.  
He, Zonglu
Kure University
Maekawa, Koichi
Hiroshima University - Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
04 Mar 04
23
(314,931)
 

85.  
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 | Show Abstract | Download |
Journal of Economic Surveys, Vol. 16, pp. 111-121, 2002
Accepted Paper Series
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
McKenzie, Colin
Osaka University
Posted:
12 Dec 02
22
(319,054)
 

86.  
Intellectual Property Litigation Activity in the USA | Show Abstract | Download |
Journal of Economic Surveys, Vol. 20, No. 4, pp. 715-729, September 2006
Accepted Paper Series
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Slottje, Daniel J.
Southern Methodist University (SMU) - Department of Economics
Posted:
31 Aug 06
20
(327,505)
5

87.  
Econometric Modelling of Non-ferrous Metal Prices | Show Abstract | Download |
Journal of Economic Surveys, Vol. 18, No. 5, pp. 651-701, December 2004
Accepted Paper Series
Watkins, Clinton
Reserve Bank of New Zealand
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
12 Nov 04
19
(331,783)
2

88.  
The Ten Commandments for Ranking University Quality | Show Abstract | Download |
Journal of Economic Surveys, Vol. 19, No. 4, pp. 649-653, September 2005
Accepted Paper Series
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Sep 05
16
(344,518)
6

89.  
Measuring Risk in Environmental Finance | Show Abstract | Download |
Journal of Economic Surveys, Vol. 21, Issue 5, pp. 970-998, December 2007
Accepted Paper Series
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Pauwels, Laurent L.
affiliation not provided to SSRN
Posted:
17 Oct 07
15
(348,727)
 

90.  
How Does Country Risk Affect Innovation? An Application to Foreign Patents Registered in the USA | Show Abstract | Download |
Journal of Economic Surveys, Vol. 20, No. 4, pp. 691-714, September 2006
Accepted Paper Series
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
31 Aug 06
14
(353,126)
3

91.  
The Ten Commandments for Academics | Show Abstract | Download |
Journal of Economic Surveys, Vol. 19, No. 5, pp. 823-826, December 2005
Accepted Paper Series
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
22 Dec 05
14
(353,126)
5

92.  
Testing Multiple Non-Nested Factor Demand Systems | Show Abstract | Download |
Bulletin of Economic Research, Vol. 57, No. 1, pp. 37-66, January 2005
Accepted Paper Series
Manera, Matteo
University of Milan-Bicocca, Italy - Department of Economics, Management and Statistics (DEMS)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
31 Dec 04
14
(353,126)
 

93.  
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models | Show Abstract | Download |
Journal of Economic Surveys, Vol. 25, Issue 1, pp. 6-18, 2011
Accepted Paper Series
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Medeiros, Marcelo
UnB - University of Brasilia
Posted:
24 Jan 11
3
(399,851)
1

94.  
The Ten Commandments for Managing Value at Risk Under the Basel II Accord | Show Abstract | Download |
Journal of Economic Surveys, Vol. 23, Issue 5, pp. 850-855, December 2009
Accepted Paper Series
Jiménez-Martín, Juan-Ángel
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Pérez-Amaral, Teodosio
affiliation not provided to SSRN
Posted:
09 Nov 09
2
(405,956)
8

95.  
Multivariate Stochastic Volatility, Leverage and News Impact Surfaces | Show Abstract | Download |
Econometrics Journal, Vol. 12, Issue 2, pp. 292-309, July 2009
Accepted Paper Series
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
08 Oct 09
2
(405,956)
2

96.  
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments | Show Abstract | Download |
Journal of Economic Surveys, Vol. 28, Issue 2, pp. 195-208, 2014
Accepted Paper Series
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Legerstee, Rianne
Erasmus University Rotterdam (EUR) - Department of Econometrics
Posted:
13 Mar 14
0
(424,640)
 

97.  
Cointegration Analysis of Seasonal Time Series | Show Abstract | Download |
Journal of Economic Surveys, Vol. 12, Issue 5, pp. 651-678, 1998
Accepted Paper Series
Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
13 Sep 12
0
(424,640)
 

98.  
Chang, Chia-Lin
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
30 Aug 12
0
(424,640)
 

99.  
Antitrust Environment and Innovation | Show Abstract |
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Accepted Paper Series
Marinova, Dora
Murdoch University - Institute for Sustainability and Technology Policy
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Slottje, Daniel J.
Southern Methodist University (SMU) - Department of Economics
Posted:
24 Nov 09
 

100.  
Dynamic Asymmetric Garch | Show Abstract |
Journal of Financial Econometrics, Vol. 4, Issue 3, pp. 385-412, 2006
Accepted Paper Series
Caporin, Massimiliano
University of Padova - Department of Economics and Management "Marco Fanno"
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
29 Feb 08
 


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