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McAleer, Michael


 SSRN Author Rank: 193 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
43,418
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
2,506
(2,675)
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
1,104
(10,719)
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
1,035
(11,881)
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
1,027
(12,021)
1

5.  
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
1,015
(12,255)
 

6.  
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
1,014
(12,274)
8

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
1,004
(12,459)
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
935
(13,878)
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
933
(13,925)
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
927
(14,074)
2

11.  
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
906
(14,508)
4

12.  
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
901
(14,638)
 

13.   Incl. Electronic Paper
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
06 Mar 09
Last Revised:
28 Nov 09
867
(15,551)
18

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
831
(16,639)
 

15.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Hoti, Suhejla
Government of Western Australia - Treasury
Posted:
06 Sep 09
829
(16,701)
 

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
822
(16,911)
 

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
811
(17,251)
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
804
(17,449)
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
801
(17,540)
 

20.   Incl. Electronic Paper
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
12 Jan 10
Last Revised:
30 Jan 12
732
(20,007)
1

21.  
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
720
(20,459)
 

22.  
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
716
(20,622)
 

23.  
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
26 Nov 08
714
(20,693)
5

24.  
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
707
(20,990)
1

25.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
24 Aug 06
705
(21,069)
 

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
701
(21,246)
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
640
(24,146)
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
610
(25,857)
3

29.  
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
526
(31,606)
 

30.  
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
524
(31,775)
1

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
521
(32,017)
 

32.  
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
520
(32,090)
2

33.  
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
516
(32,414)
3

34.  
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
511
(32,822)
 

35.  
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
510
(32,914)
1

36.  
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
507
(33,161)
2

37.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
502
(33,613)
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
493
(34,404)
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
451
(38,568)
9

40.  
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
434
(40,483)
 

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
433
(40,614)
 

42.  
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
433
(40,614)
 

43.  
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Shareef, Riaz
University of Western Australia - School of Economics and Commerce
Posted:
29 Nov 05
418
(42,522)
1

44.   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
416
(42,660)
17

45.  
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
415
(42,781)
 

46.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
412
(43,165)
 

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
Chen, Meng-Gu
National Chung Hsing University
Huang, Biing-Wen
National Chung Hsing University - Department of Applied Economics
Posted:
11 Mar 09
411
(43,326)
 

48.  
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
410
(43,467)
 

49.  
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
405
(44,058)
 

50.  
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
404
(44,191)
 

51.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
401
(44,578)
4

52.  
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
400
(44,708)
1

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
388
(46,442)
12

54.  
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
354
(51,960)
1

55.   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
347
(53,258)
 

56.  
Ling, Shiqing
Hong Kong University of Science & Technology (HKUST)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
338
(54,921)
 

57.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
332
(56,142)
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
323
(57,953)
 

59.  
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
312
(60,296)
 

60.   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
309
(60,910)
2

61.  
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
308
(61,147)
3

62.  
Wiphatthanananthakul, Chatayan
Chulachomklao Royal Military Academy
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
305
(61,846)
1

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
296
(63,971)
6

64.  
Allen, David E.
University of South Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Scharth, Marcel
University of New South Wales
Posted:
11 Dec 09
Last Revised:
25 Jan 10
290
(65,451)
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
245
(78,544)
 

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
243
(79,221)
 

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
235
(82,063)
 

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
233
(82,797)
4

69.  
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
222
(87,091)
1

70.  
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
214
(90,419)
 

71.  
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
211
(91,682)
 

72.  
Lazarov, Zdravetz
Edith Cowan University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
13 Jun 07
203
(95,294)
 

73.  
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
200
(96,703)
 

74.  
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
200
(96,703)
 

75.   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
190
(101,494)
 

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
159
(119,434)
 

77.  
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
147
(127,886)
 

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
109
(161,798)
 

79.  
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
89
(185,833)
 

80.  
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
81
(196,956)
 

81.  
Non-Trading Day Effects in Asymmetric Conditional and Stochastic Volatility Models | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 10, No. 1, pp. 113-123, March 2007
Number of Pages in PDF File: 11
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
08 Mar 07
29
(311,270)
2

82.  
An Empirical Assessment of Country Risk Ratings and Associated Models | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 18, No. 4, pp. 539-588, September 2004
Number of Pages in PDF File: 50
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
29 Sep 04
26
(322,539)
6

83.  
The Ten Commandments for Presenting a Conference Paper | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 16, pp. 215-218, 2002
Number of Pages in PDF File: 4
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
13 Dec 02
26
(322,539)
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
(334,830)
 

85.  
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 16, pp. 111-121, 2002
Number of Pages in PDF File: 11
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
McKenzie, Colin
Osaka University
Posted:
12 Dec 02
22
(339,102)
 

86.  
Intellectual Property Litigation Activity in the USA | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 20, No. 4, pp. 715-729, September 2006
Number of Pages in PDF File: 15
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
(347,860)
5

87.  
Econometric Modelling of Non-ferrous Metal Prices | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 18, No. 5, pp. 651-701, December 2004
Number of Pages in PDF File: 52
Watkins, Clinton
Reserve Bank of New Zealand
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
12 Nov 04
19
(352,322)
2

88.  
The Ten Commandments for Ranking University Quality | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 19, No. 4, pp. 649-653, September 2005
Number of Pages in PDF File: 24
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Sep 05
16
(365,392)
6

89.  
Measuring Risk in Environmental Finance | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 21, Issue 5, pp. 970-998, December 2007
Number of Pages in PDF File: 29
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
(369,885)
 

90.  
How Does Country Risk Affect Innovation? An Application to Foreign Patents Registered in the USA | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 20, No. 4, pp. 691-714, September 2006
Number of Pages in PDF File: 24
Hoti, Suhejla
University of Western Australia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
31 Aug 06
14
(374,547)
3

91.  
The Ten Commandments for Academics | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 19, No. 5, pp. 823-826, December 2005
Number of Pages in PDF File: 26
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Oxley, Leslie T.
University of Canterbury
Posted:
22 Dec 05
14
(374,547)
5

92.  
Testing Multiple Non-Nested Factor Demand Systems | Show Abstract | Add to Cart |
Bulletin of Economic Research, Vol. 57, No. 1, pp. 37-66, January 2005
Number of Pages in PDF File: 30
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
(374,547)
 

93.  
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 25, Issue 1, pp. 6-18, 2011
Number of Pages in PDF File: 13
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Medeiros, Marcelo
UnB - University of Brasilia
Posted:
24 Jan 11
3
(422,469)
1

94.  
The Ten Commandments for Managing Value at Risk Under the Basel II Accord | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 23, Issue 5, pp. 850-855, December 2009
Number of Pages in PDF File: 6
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
(428,609)
8

95.  
Multivariate Stochastic Volatility, Leverage and News Impact Surfaces | Show Abstract | Add to Cart |
Econometrics Journal, Vol. 12, Issue 2, pp. 292-309, July 2009
Number of Pages in PDF File: 18
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
08 Oct 09
2
(428,609)
2

96.  
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 28, Issue 2, pp. 195-208, 2014
Number of Pages in PDF File: 14
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
(447,577)
 

97.  
Cointegration Analysis of Seasonal Time Series | Show Abstract | Add to Cart |
Journal of Economic Surveys, Vol. 12, Issue 5, pp. 651-678, 1998
Number of Pages in PDF File: 28
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
(447,577)
 

98.  
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates | Show Abstract | Add to Cart |
Japanese Economic Review, Vol. 63, Issue 3, pp. 397-419, 2012
Number of Pages in PDF File: 23
Chang, Chia-Lin
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
30 Aug 12
0
(447,577)
 

99.  
Antitrust Environment and Innovation | Show Abstract |
University of Illinois at Urbana-Champaign's Academy for Entrepreneurial Leadership Historical Research Reference in Entrepreneurship
Marinova, Dora
Curtin University
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
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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