Michael McAleer - researchr alias

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Viewing Publication 1 - 73 from 73

2022

Trump's COVID-19 tweets and Dr. Fauci's emailsDavid E. Allen, Michael McAleer. scientometrics, 127(3):1643-1655, 2022. [doi]

2018

Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weatherDavid E. Allen, Michael McAleer. scientometrics, 117(1):625-629, 2018. [doi]

A Statistical Analysis of Industrial Penetration and Internet Intensity in TaiwanChia-Lin Chang, Michael McAleer, Yu-Chieh Wu. fi, 10(3):31, 2018. [doi]

Stationarity and invertibility of a dynamic correlation matrixMichael McAleer. kybernetika, 54(2):363-374, 2018. [doi]

2014

Robust ranking of multivariate GARCH models by problem dimensionMassimiliano Caporin, Michael McAleer. csda, 76:172-185, 2014. [doi]

2013

Volatility spillovers from the Chinese stock market to economic neighboursDavid E. Allen, Ron Amram, Michael McAleer. mcs, 94:238-257, 2013. [doi]

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futuresRoberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral. mcs, 94:183-204, 2013. [doi]

Are forecast updates progressive?Chia-Lin Chang, Philip Hans Franses, Michael McAleer. mcs, 93:9-18, 2013. [doi]

Risk modelling and management: An overviewChia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral. mcs, 94:159-163, 2013. [doi]

Coercive journal self citations, impact factor, Journal Influence and Article InfluenceChia-Lin Chang, Michael McAleer, Les Oxley. mcs, 93:190-197, 2013. [doi]

GFC-robust risk management under the Basel Accord using extreme value methodologiesJuan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos. mcs, 94:223-237, 2013. [doi]

2012

Modelling and forecasting noisy realized volatilityManabu Asai, Michael McAleer, Marcelo C. Medeiros. csda, 56(1):217-230, 2012. [doi]

Testing for the Box-Cox parameter for an integrated processJian Huang, Masahito Kobayashi, Michael McAleer. mcs, 83:1-9, 2012. [doi]

2011

Monte Carlo option pricing with asymmetric realized volatility dynamicsDavid E. Allen, Michael McAleer, Marcel Scharth. mcs, 81(7):1247-1256, 2011. [doi]

A trinomial test for paired data when there are many tiesGuorui Bian, Michael McAleer, Wing-Keung Wong. mcs, 81(6):1153-1160, 2011. [doi]

Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTOChia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer. mcs, 81(7):1491-1506, 2011. [doi]

What makes a great journal great in the sciences? Which came first, the chicken or the egg?Chia-Lin Chang, Michael McAleer, Les Oxley. scientometrics, 87(1):17-40, 2011. [doi]

Modelling conditional correlations in the volatility of Asian rubber spot and futures returnsChia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat. mcs, 81(7):1482-1490, 2011. [doi]

Value-at-Risk for country risk ratingsMichael McAleer, Bernardo da Veiga, Suhejla Hoti. mcs, 81(7):1454-1463, 2011. [doi]

PrefaceMichael McAleer, Les Oxley. mcs, 81(7):1233-1234, 2011. [doi]

Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneityKiyotaka Sato, Zhaoyong Zhang, Michael McAleer. mcs, 81(7):1353-1364, 2011. [doi]

2010

An econometric analysis of SARS and Avian Flu on international tourist arrivals to AsiaMichael McAleer, Biing-Wen Huang, Hsiao-I. Kuo, Chi-Chung Chen, Chia-Lin Chang. envsoft, 25(1):100-106, 2010. [doi]

A simple expected volatility (SEV) index: Application to SET50 index optionsMichael McAleer, Chatayan Wiphatthanananthakul. mcs, 80(10):2079-2090, 2010. [doi]

2009

Modelling and managing financial risk: An overviewDavid E. Allen, Jiti Gao, Michael McAleer. mcs, 79(8):2521-2524, 2009. [doi]

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock marketDavid Allen, Zdravetz Lazarov, Michael McAleer, M. Shelton Peiris. mcs, 79(8):2535-2555, 2009. [doi]

A risk map of international tourist regions in SpainAna BartolomÃ©, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira. mcs, 79(9):2741-2758, 2009. [doi]

Modelling sustainable international tourism demand to the Brazilian AmazonJose Angelo Divino, Michael McAleer. envsoft, 24(12):1411-1419, 2009. [doi]

Forecasting conditional correlations in stock, bond and foreign exchange marketsAbdul Hakim, Michael McAleer. mcs, 79(9):2830-2846, 2009. [doi]

Modelling risk in agricultural finance: Application to the poultry industry in TaiwanBiing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer. mcs, 79(5):1472-1487, 2009. [doi]

ARMAX modelling of international tourism demandChristine Lim, Michael McAleer, Jennifer C. H. Min. mcs, 79(9):2879-2888, 2009. [doi]

Mapping the Presidential Election Cycle in US stock marketsWing-Keung Wong, Michael McAleer. mcs, 79(11):3267-3277, 2009. [doi]

2008

PrefaceRobert Argent, Michael McAleer, Les Oxley, Andre Zerger. mcs, 78(2-3):135-136, 2008. [doi]

Portfolio single index (PSI) multivariate conditional and stochastic volatility modelsManabu Asai, Michael McAleer, Bernardo de Veiga. mcs, 78(2-3):209-214, 2008. [doi]

Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-riskBernardo da Veiga, Felix Chan, Michael McAleer. mcs, 78(2-3):155-171, 2008. [doi]

Multivariate volatility in environmental financeSuhejla Hoti, Michael McAleer, Laurent L. Pauwels. mcs, 78(2-3):189-199, 2008. [doi]

Best paper awards for 2006Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sànchez-Marrè, David Swayne, Alexey Voinov. envsoft, 23(1):1, 2008. [doi]

Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approachRiaz Shareef, Michael McAleer. mcs, 78(2-3):459-468, 2008. [doi]

How has volatility in metals markets changed?Clinton Watkins, Michael McAleer. mcs, 78(2-3):237-249, 2008. [doi]

Is Greater China a currency union?: A tale of the Chinese trioZhaoyong Zhang, Kiyotaka Sato, Michael McAleer. mcs, 78(2-3):319-327, 2008. [doi]

2006

Anti-pollution technology strengths indicators: International rankingsDora Marinova, Michael McAleer. envsoft, 21(9):1257-1263, 2006. [doi]

Modelling trends and volatility in atmospheric carbon dioxide concentrationsMichael McAleer, Felix Chan. envsoft, 21(9):1273-1279, 2006. [doi]

2005

Modelling the information content in insider trades in the Singapore exchangeWong Kie Ann, John M. Sequeira, Michael McAleer. mcs, 68(5-6):417-428, 2005. [doi]

Rolling regressions and conditional correlations of foreign patents in the USAFelix Chan, Dora Marinova, Michael McAleer. envsoft, 20(11):1413-1422, 2005. [doi]

Modelling thresholds and volatility in US ecological patentsFelix Chan, Dora Marinova, Michael McAleer. envsoft, 20(11):1369-1378, 2005. [doi]

Modelling environmental riskSuhejla Hoti, Michael McAleer, Laurent L. Pauwels. envsoft, 20(10):1289-1298, 2005. [doi]

Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrationsSuhejla Hoti, Michael McAleer, Felix Chan. mcs, 69(1-2):46-56, 2005. [doi]

Estimation of Chinese agricultural production efficiencies with panel dataBaiding Hu, Michael McAleer. mcs, 68(5-6):474-483, 2005. [doi]

Ecologically sustainable tourism managementChristine Lim, Michael McAleer. envsoft, 20(11):1431-1438, 2005. [doi]

Antitrust environment and innovationDora Marinova, Michael McAleer, Daniel Slottje. scientometrics, 64(3):301-311, 2005. [doi]

Testing for contagion in ASEAN exchange ratesMichael McAleer, Jason Chee Wei Nam. mcs, 68(5-6):517-525, 2005. [doi]

Modelling economic and environmental systemsMichael McAleer. envsoft, 20(11):1365-1367, 2005. [doi]

First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003Michael McAleer, Les Oxley, David Post. mcs, 68(5-6):397-399, 2005. [doi]

Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003Michael McAleer, Les Oxley, David Post. mcs, 69(1-2):1-3, 2005. [doi]

Speculation and destabilisationKim F. Radalj, Michael McAleer. mcs, 69(1-2):151-161, 2005. [doi]

Related commodity markets and conditional correlationsClinton Watkins, Michael McAleer. mcs, 68(5-6):567-579, 2005. [doi]

2004

Modelling the asymmetric volatility of anti-pollution patents in the USAFelix Chan, Dora Marinova, Michael McAleer. scientometrics, 59(2):179-197, 2004. [doi]

Modelling the asymmetric volatility of electronics patents in the USAFelix Chan, Dora Marinova, Michael McAleer. mcs, 64(1):169-184, 2004. [doi]

Input-output structure and growth in ChinaBaiding Hu, Michael McAleer. mcs, 64(1):193-202, 2004. [doi]

Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001Michael McAleer, Les Oxley. mcs, 64(3-4):305-306, 2004. [doi]

First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001Michael McAleer, Les Oxley. mcs, 64(1):1-2, 2004. [doi]

Volatility models of currency futures in developed and emerging marketsJohn M. Sequeira, Pang Chia Chiat, Michael McAleer. mcs, 64(1):79-93, 2004. [doi]

Fat tails and asymmetry in financial volatility modelsPeter Verhoeven, Michael McAleer. mcs, 64(3-4):351-361, 2004. [doi]

Asian monetary integration: a structural VAR approachZhaoyong Zhang, Kiyotaka Sato, Michael McAleer. mcs, 64(3-4):447-458, 2004. [doi]

2003

Modelling trends and volatility in ecological patents in the USADora Marinova, Michael McAleer. envsoft, 18(3-4):195-203, 2003.

2002

Economic growth and technological catching up by Singapore to the USALee K. Lim, Michael McAleer. mcs, 59(1-3):133-141, 2002. [doi]

A cointegration analysis of annual tourism demand by Malaysia for AustraliaChristine Lim, Michael McAleer. mcs, 59(1-3):197-205, 2002. [doi]

Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industriesDora Marinova, Michael McAleer. scientometrics, 55(2):171-187, 2002. [doi]

PrefaceMichael McAleer, Les Oxley. mcs, 59(1-3):1-2, 2002. [doi]

Non-linear modelling and forecasting of S&P 500 volatilityPeter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees. mcs, 59(1-3):233-241, 2002. [doi]

Cointegration analysis of metals futuresClinton Watkins, Michael McAleer. mcs, 59(1-3):207-221, 2002. [doi]

2001

Environmental modelling in socioeconomicsMichael McAleer. envsoft, 16(2):107-108, 2001.

Economics and Environmental ModellingMichael McAleer. envsoft, 16(6):495-496, 2001.

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2001

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