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McAleer, Michael


 SSRN Author Rank: 180 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
40,679
Total
Citations
221
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
2,451
(2,345)
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
1,069
(9,627)
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
1,021
(10,334)
2

4.  
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
1,002
(10,656)
8

5.  
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
973
(11,158)
1

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
953
(11,506)
 

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
936
(11,828)
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
907
(12,408)
18

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
906
(12,435)
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
901
(12,539)
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
857
(13,535)
18

12.  
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
818
(14,548)
 

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
814
(14,652)
 

14.  
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
803
(14,950)
 

15.  
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
802
(14,982)
 

16.  
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
798
(15,108)
11

17.  
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
785
(15,492)
4

18.  
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
736
(16,970)
 

19.  
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
732
(17,105)
2

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
722
(17,443)
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
704
(18,124)
 

22.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Chiang Mai University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
657
(20,034)
 

23.  
Ishida, Isao
Osaka 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
654
(20,178)
1

24.  
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
645
(20,609)
1

25.  
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
641
(20,767)
 

26.  
Wong, Wing-Keung
Hong Kong Baptist University (HKBU)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
26 Nov 08
633
(21,155)
5

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
625
(21,496)
2

28.  
Manera, Matteo
University of Milan-Bicocca, Italy - Department of Economics, Quantitative Methods and Business Strategies (DEMS)
Lanza, Alessandro
Fondazione Eni Enrico Mattei (FEEM), Milan
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
11 Jun 04
557
(25,144)
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
516
(27,884)
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
509
(28,388)
 

31.  
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
504
(28,802)
3

32.  
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
503
(28,872)
2

33.  
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
489
(29,923)
 

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
458
(32,641)
 

35.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
453
(33,091)
4

36.   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
444
(33,961)
9

37.  
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
443
(34,057)
1

38.  
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
434
(34,968)
 

39.  
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
432
(35,194)
2

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
428
(35,626)
 

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
423
(36,160)
 

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
422
(36,259)
 

43.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
406
(38,011)
 

44.  
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
(38,011)
 

45.  
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
404
(38,248)
 

46.  
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
404
(38,248)
1

47.   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
401
(38,607)
18

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
392
(39,842)
 

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
364
(43,495)
 

50.  
Divino, Jose Angelo
Catholic University of Brasilia
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
363
(43,620)
4

51.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Chiang Mai 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
343
(46,617)
 

52.   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
343
(46,617)
 

53.  
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
339
(47,274)
1

54.  
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
335
(47,970)
11

55.  
Ling, Shiqing
Hong Kong University of Science & Technology
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
01 Nov 09
328
(49,164)
 

56.  
Asai, Manabu
Soka University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
02 Sep 09
325
(49,726)
9

57.  
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
324
(49,889)
1

58.   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
(53,006)
2

59.  
Khamkaew, Thanchanok
Chiang Mai 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
304
(53,856)
 

60.  
Wiphatthanananthakul, Chatayan
Chulachomklao Royal Military Academy
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
18 Mar 09
267
(62,433)
1

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
261
(63,995)
3

62.  
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
257
(65,079)
 

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
247
(67,931)
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
246
(68,223)
1

65.  
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
230
(73,166)
 

66.  
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
221
(76,222)
3

67.  
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
219
(76,941)
 

68.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Chiang Mai University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
05 Apr 10
214
(78,814)
 

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
208
(81,104)
 

70.  
Lazarov, Zdravetz
Edith Cowan University
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
13 Jun 07
193
(87,448)
 

71.   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
184
(91,611)
 

72.  
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
166
(100,697)
 

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
165
(101,227)
 

74.  
Chang, Chia-Lin
National Chung Hsing University - Department of Applied Economics, Department of Finance
Khamkaew, Thanchanok
Chiang Mai University - Faculty of Economics
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
11 Apr 10
157
(105,871)
1

75.  
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
143
(114,855)
 

76.  
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
138
(118,417)
 

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
124
(129,313)
 

78.  
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
78
(177,767)
 

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:
27 May 13
67
(193,989)
 

80.  
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
(274,217)
2

81.  
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
(284,196)
6

82.  
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
(284,196)
7

83.  
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
(294,919)
 

84.  
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
(298,606)
 

85.  
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
(306,464)
4

86.  
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
(310,406)
2

87.  
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
(322,160)
6

88.  
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
(326,013)
 

89.  
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
(330,069)
3

90.  
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
(330,069)
5

91.  
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, Quantitative Methods and Business Strategies (DEMS)
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
31 Dec 04
14
(330,069)
 

92.  
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
IPEA - Institute for Applied Economic Research
Posted:
24 Jan 11
3
(372,912)
 

93.  
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
(378,776)
8

94.  
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
(378,776)
2

95.  
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
(396,465)
 

96.  
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
(396,465)
 

97.  
Chang, Chia-Lin
affiliation not provided to SSRN
McAleer, Michael
Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Posted:
30 Aug 12
0
(396,465)
 

98.  
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
 

99.  
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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