Documentos: 
1. (�)
What Do Experts Know About Forecasting Journal Quality?
A Comparison with ISI Research Impact in Finance
- Chang, Chia-Lin; McAleer, Michael
Experts possess knowledge and information that are not publicly available. The paper is concerned wi ... (application/pdf) - 15-feb-2013
2. (�)
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
- Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-Chung; McAleer, Michael
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer pri ... (application/pdf) - 01-feb-2013
3. (�)
A Fractionally Integrated Wishart Stochastic Volatility Model
- Asai, Manabu; McAleer, Michael
There has recently been growing interest in modeling and estimating alternative continuous time mult ... (application/pdf) - 31-ene-2013
4. (�)
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
- Chia-lin Chang; Michael Mcaleer; Les Oxley; Chia-lin Chang; Michael Mcaleer; Les Oxley
Abstract: This paper examines the practical usefulness of two new journal performance metrics, namel ... (application/pdf) - 24-ene-2013
5. (�)
A Concise Review of Some Recent Developments
- Philip Hans Franses; Michael Mcaleer; Rianne Legerstee; Philip Hans Franses; Michael Mcaleer; Rianne Legerstee
Abstract: Macroeconomic forecasts are frequently produced, widely published, intensively discussed a ... (application/pdf) - 24-ene-2013
6. (�)
Financial Dependence Analysis: Applications of Vine Copulae
- Allen, David E.; Ashraf, Mohammad.A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
This paper features the application of a novel and recently developed method of statistical and math ... (application/pdf) - 24-ene-2013
7. (�)
Recent Developments in Financial Economics and Econometrics:
An Overview
- Chang, Chia-Lin; Allen, David E.; McAleer, Michael
Research papers in empirical finance and financial econometrics are among the most widely cited, dow ... (application/pdf) - 22-ene-2013
8. (�)
Leverage and Feedback Eects on Multifactor Wishart
Stochastic Volatility for Option Pricing
- Asai, Manabu; McAleer, Michael
The paper proposes a general asymmetric multifactor Wishart stochastic volatility (AMWSV) diusion pr ... (application/pdf) - 16-ene-2013
9. (�)
Is Small Beautiful? Size Effects of Volatility Spillovers
for Firm Performance and Exchange Rates in Tourism
- Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
This paper examines the size effects of volatility spillovers for firm performance and exchange rate ... (application/pdf) - 16-ene-2013
10. (�)
Estimating Implied Recovery Rates from the Term Structure
of CDS Spreads
- Jaskowski, Marcin; McAleer, Michael
Credit risk models should reect the observation that the relevant value of collateral is generally n ... (application/pdf) - 09-ene-2013 | |
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