Showing 1 - 19 results of 19 for search 'ECONOMETRICS', query time: 0.56s Refine Results
  1. 1
    Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chia-Lin Chang, Michael McAleer
    Published 2013-11-01
    Subjects: “...econometrics...”
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    Article
  2. 2
    An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
    by Chia-Lin Chang, Michael McAleer, Chien-Hsun Wang
    Published 2017-12-01
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    Article
  3. 3
    An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors
    by Wang, Chien-Hsun, 王建勛
    Published 2016
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  4. 4
    The Fundamental Equation in Tourism Finance
    by Michael McAleer
    Published 2015-12-01
    Subjects: “...financial econometrics...”
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    Article
  5. 5
    Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections
    by Chia-Lin Chang, Michael McAleer, Wing-Keung Wong
    Published 2018-03-01
    Subjects: “...econometric and statistical models...”
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    Article
  6. 6
    Asymmetry and Leverage in Conditional Volatility Models
    by Michael McAleer
    Published 2014-09-01
    “...Econometrics...”
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    Article
  7. 7
    A Simple Test for Causality in Volatility
    by Chia-Lin Chang, Michael McAleer
    Published 2017-03-01
    “...Econometrics...”
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    Article
  8. 8
    Ten Things You Should Know about the Dynamic Conditional Correlation Representation
    by Massimiliano Caporin, Michael McAleer
    Published 2013-06-01
    “...Econometrics...”
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    Article
  9. 9
    A One Line Derivation of EGARCH
    by Michael McAleer, Christian M. Hafner
    Published 2014-06-01
    “...Econometrics...”
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    Article
  10. 10
    Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models
    “...Econometrics...”
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    Article
  11. 11
    The Journal of Risk and Financial Management in Open Access
    by Michael McAleer
    Published 2013-10-01
    “...Financial economics and econometrics have advanced rapidly in recent years, in terms of coverage...”
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    Article
  12. 12
    Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM)
    by Michael McAleer
    Published 2018-04-01
    “... econometrics, banking, finance, mathematical finance, statistical finance, accounting, decision sciences...”
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    Article
  13. 13
    The Future of Academic Journals in a COVID-19 World
    by Jan R. Magnus, Michael McAleer
    Published 2020-10-01
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    Article
  14. 14
    Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Li, Yi Ying, 李怡穎
    Published 2015
    “... to test for volatility spillovers. However, it is well known in the financial econometrics literature...”
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  15. 15
    Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
    by Chia-Lin Chang, Yiying Li, Michael McAleer
    Published 2018-06-01
    “... in the financial econometrics literature that the DCC model has no regularity conditions, and that the QMLE...”
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    Article
  16. 16
    Market timing with moving averages for fossil fuel and renewable energy stocks
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    Article
  17. 17
    Modeling Latent Carbon Emission Prices for Japan: Theory and Practice
    by Chia-Lin Chang, Michael McAleer
    Published 2019-11-01
    “.... The econometric models show that, as sources of electricity, the logarithms of coal and oil, though not Liquefied...”
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    Article
  18. 18
    Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis
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    Article
  19. 19
    Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality
    “... econometric techniques, we obtain many novel empirical findings that are useful for policy makers. For example...”
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    Article
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