Documentos: 
1. (�)
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
- Chang, Chia-Lin; Chen, Wen-Chen; McAleer, Michael
(application/pdf) - 16-jul-2014
2. (�)
A Tourism Financial Conditions Index
- Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
(application/pdf) - 16-jul-2014
3. (�)
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
- Nawata, Kazumitsu; McAleer, Michael
Hausman (1978) developed a widely-used model specification test that has passed the test of time. Th ... - 13-jul-2014
4. (�)
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
- Chang, Chia-Lin; McAleer, Michael
The paper focuses on the robustness of rankings of academic journal quality and research impact of 1 ... - 12-jul-2014
5. (�)
A Capital Adequacy Buffer Model
- Allen, David E; McAleer, Michael; Powell, Robert; Singh, Abhay K.
In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic e ... - 12-jul-2014
6. (�)
Discussion of �Principal Volatility Component Analysis� by Yu-Pin Hu and Ruey Tsay
- McAleer, Michael
This note discusses some aspects of the paper by Hu and Tsay (2014), �Principal Volatility Component ... - 10-jul-2014
7. (�)
Advances in Financial Risk Management and Economic Policy Uncertainty:: An Overview
- Hammoudeh, Shawkat; McAleer, Michael
Financial risk management is difficult at the best of times, but especially so in the presence of ec ... - 10-jul-2014
8. (�)
Asymmetric Realized Volatility Risk
- Allen, David E.; McAleer, Michael; Scharth, Marcel
In this paper we document that realized variation measures constructed from high-frequency returns r ... - 10-jul-2014
9. (�)
A One Line Derivation of EGARCH
- McAleer, Michael; Hafner, Christian M.
One of the most popular univariate asymmetric conditional volatility models is the exponential GARCH ... - 10-jul-2014
10. (�)
Just How Good are the Top Three Journals in Finance?: An Assessment Based on Quantity and Quality Citations
- Chang, Chia-Lin; McAleer, Michael
The paper is concerned with ranking academic journal quality and research impact in Finance, based o ... - 10-jul-2014 | |
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