Michael McAleer
Erasmus Universiteit Rotterdam
H-index: 80
Europe-Netherlands
Top articles of Michael McAleer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Drawbacks in the 3-factor approach of Fama and French (2018) | Annals of Financial Economics | David E Allen Michael McAleer | 2023/3/2 |
A new structural multivariate GARCH-BEKK model: causality of green, sustainable and fossil energy ETFs | Communications in Statistics: Case Studies, Data Analysis and Applications | Manabu Asai Chia-Lin Chang Michael McAleer Laurent Pauwels | 2022/4/3 |
Bayesian analysis of realized matrix-exponential GARCH models | Computational Economics | Manabu Asai Michael McAleer | 2022/1 |
Trump’s COVID-19 tweets and Dr. Fauci’s emails | Scientometrics | David E Allen Michael McAleer | 2022/3 |
Influence of input costs and levelised cost of energy on wind power growth | Journal of Cleaner Production | Barry Johnston Aoife Foley John Doran Timothy Littler Michael McAleer | 2022/11/1 |
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers | Journal of Econometrics | Manabu Asai Chia-Lin Chang Michael McAleer | 2022/3/1 |
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China | Te-Ke Mai Aoife M Foley Michael McAleer Chia-Lin Chang | 2022/11/1 | |
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality | Journal of the American Statistical Association | David E Allen Michael McAleer | 2022/1/2 |
Multivariate Hyper-Rotated GARCH-BEKK | Journal of Time Series Econometrics | Manabu Asai Michael McAleer | 2022/6/2 |
Review on market efficiency and anomalies | Wing-keung Wong WOO Kai Yin AU Wing Kwong Michael McAleer Kurt HON Tai Yuen | 2022 | |
The impact of the COVID-19 pandemic on tenants and operators in marginal housing forms: a reply to ‘COVID-19 and precarious housing: paying guest accommodation in a … | Global Discourse | Zahra Nasreen | 2022/5 |
Market efficiency, behavioural finance, and anomalies | Wing-keung Wong WOO Kai Yin AU Wing Kwong Kurt HON Tai Yuen Michael McAleer | 2022 | |
The safety of banks in Vietnam using CAMEL | Advances in Decision Sciences | Kim-Hung Pho Dang Thi Van Anh Michael McAleer | 2021 |
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models | Econometrics | Manabu Asai Chia-Lin Chang Michael McAleer Laurent Pauwels | 2021/5/4 |
COVID-19 restrictions and age-specific mental health—US probability-based panel evidence | Translational Psychiatry | Elvira Sojli Wing Wah Tham Richard Bryant Michael McAleer | 2021/8/4 |
The world community has been changed irrevocably by the highly infectious and mutating SARS-CoV-2 virus that causes the COVID-19 disease. The necessary research output on COVID … | International Association of Decision Sciences | Michael McAleer | 2021 |
Spurious cross-sectional dependence in credit spread changes | Econometrics and Statistics | Marcin Jaskowski Michael McAleer | 2021/4/1 |
Zero-inflated poisson regression models: Applications in the sciences and social sciences | Annals of Financial Economics | Buu-Chau Truong Kim-Hung Pho Cong-Chanh Dinh MICHAEL McALEER | 2021/6/28 |
Common mental disorders and economic uncertainty: evidence from the COVID-19 pandemic in the US | Plos one | Wing Wah Tham Elvira Sojli Richard Bryant Michael McAleer | 2021/12/2 |
Submissions And Acceptances For The Annals Of Financial Economics (Afe) | Michael Mcaleer | 2021/3/31 |
Co-Authors
