Michael McAleer

74 papers Journal 74

Year	Rank	Type	Title / Venue / Authors
2022	J	`jnl`	Trump's COVID-19 tweets and Dr. Fauci's emails. Scientometrics David E. Allen, Michael McAleer
2018	J	`jnl`	A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan. Future Internet Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu
2018	J	`jnl`	Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather. Scientometrics David E. Allen, Michael McAleer
2018	J	`jnl`	Stationarity and invertibility of a dynamic correlation matrix. Kybernetika Michael McAleer
2014	J	`jnl`	Robust ranking of multivariate GARCH models by problem dimension. Comput. Stat. Data Anal. Massimiliano Caporin, Michael McAleer
2013	J	`jnl`	Are forecast updates progressive? Math. Comput. Simul. Chia-Lin Chang, Philip Hans Franses, Michael McAleer
2013	J	`jnl`	Coercive journal self citations, impact factor, Journal Influence and Article Influence. Math. Comput. Simul. Chia-Lin Chang, Michael McAleer, Les Oxley
2013	J	`jnl`	GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos
2013	J	`jnl`	Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral
2013	J	`jnl`	Risk modelling and management: An overview. Math. Comput. Simul. Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral
2013	J	`jnl`	Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. David E. Allen, Ron Amram, Michael McAleer
2012	J	`jnl`	Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. Manabu Asai, Michael McAleer, Marcelo C. Medeiros
2012	J	`jnl`	Testing for the Box-Cox parameter for an integrated process. Math. Comput. Simul. Jian Huang, Masahito Kobayashi, Michael McAleer
2012	J	`jnl`	The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. David A. Belsley, Erricos John Kontoghiorghes, Herman K. van Dijk, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio, Christophe Croux, Cathy W. S. Chen, Russell Davidson, Pierre Duchesne, Paolo Foschi, Christian Francq, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella, D. S. G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Jean-Michel Zakoian, Achim Zeileis
2011	J	`jnl`	A trinomial test for paired data when there are many ties. Math. Comput. Simul. Guorui Bian, Michael McAleer, Wing-Keung Wong
2011	J	`jnl`	Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity. Math. Comput. Simul. Kiyotaka Sato, Zhaoyong Zhang, Michael McAleer
2011	J	`jnl`	Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. Math. Comput. Simul. Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat
2011	J	`jnl`	Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. Math. Comput. Simul. Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer
2011	J	`jnl`	Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. David E. Allen, Michael McAleer, Marcel Scharth
2011	J	`jnl`	Preface. Math. Comput. Simul. Michael McAleer, Les Oxley
2011	J	`jnl`	Value-at-Risk for country risk ratings. Math. Comput. Simul. Michael McAleer, Bernardo da Veiga, Suhejla Hoti
2011	J	`jnl`	What makes a great journal great in the sciences? Which came first, the chicken or the egg? Scientometrics Chia-Lin Chang, Michael McAleer, Les Oxley
2010	J	`jnl`	A simple expected volatility (SEV) index: Application to SET50 index options. Math. Comput. Simul. Michael McAleer, Chatayan Wiphatthanananthakul
2010	J	`jnl`	An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia. Environ. Model. Softw. Michael McAleer, Biing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen, Chia-Lin Chang
2009	J	`jnl`	A risk map of international tourist regions in Spain. Math. Comput. Simul. Ana Bartolomé, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira
2009	J	`jnl`	ARMAX modelling of international tourism demand. Math. Comput. Simul. Christine Lim, Michael McAleer, Jennifer C. H. Min
2009	J	`jnl`	Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Math. Comput. Simul. David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris
2009	J	`jnl`	Forecasting conditional correlations in stock, bond and foreign exchange markets. Math. Comput. Simul. Abdul Hakim, Michael McAleer
2009	J	`jnl`	Mapping the Presidential Election Cycle in US stock markets. Math. Comput. Simul. Wing-Keung Wong, Michael McAleer
2009	J	`jnl`	Modelling and managing financial risk: An overview. Math. Comput. Simul. David E. Allen, Jiti Gao, Michael McAleer
2009	J	`jnl`	Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. Math. Comput. Simul. Biing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer
2009	J	`jnl`	Modelling sustainable international tourism demand to the Brazilian Amazon. Environ. Model. Softw. Jose Angelo Divino, Michael McAleer
2008	J	`jnl`	Best paper awards for 2006. Environ. Model. Softw. Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sànchez-Marrè, David Swayne, Alexey A. Voinov
2008	J	`jnl`	How has volatility in metals markets changed? Math. Comput. Simul. Clinton Watkins, Michael McAleer
2008	J	`jnl`	Is Greater China a currency union?: A tale of the Chinese trio. Math. Comput. Simul. Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer
2008	J	`jnl`	Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. Math. Comput. Simul. Riaz Shareef, Michael McAleer
2008	J	`jnl`	Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Math. Comput. Simul. Bernardo da Veiga, Felix Chan, Michael McAleer
2008	J	`jnl`	Multivariate volatility in environmental finance. Math. Comput. Simul. Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
2008	J	`jnl`	Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. Manabu Asai, Michael McAleer, Bernardo da Veiga
2008	J	`jnl`	Preface. Math. Comput. Simul. Robert M. Argent, Michael McAleer, Les Oxley, Andre Zerger
2006	J	`jnl`	Anti-pollution technology strengths indicators: International rankings. Environ. Model. Softw. Dora Vasileva Marinova, Michael McAleer
2006	J	`jnl`	Modelling trends and volatility in atmospheric carbon dioxide concentrations. Environ. Model. Softw. Michael McAleer, Felix Chan
2005	J	`jnl`	A new measure of innovation: The patent success ratio. Scientometrics Michael McAleer, Daniel Slottje
2005	J	`jnl`	Antitrust environment and innovation. Scientometrics Dora Vasileva Marinova, Michael McAleer, Daniel Slottje
2005	J	`jnl`	Ecologically sustainable tourism management. Environ. Model. Softw. Christine Lim, Michael McAleer
2005	J	`jnl`	Estimation of Chinese agricultural production efficiencies with panel data. Math. Comput. Simul. Baiding Hu, Michael McAleer
2005	J	`jnl`	First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003. Math. Comput. Simul. Michael McAleer, Les Oxley, David Post
2005	J	`jnl`	Modelling economic and environmental systems. Environ. Model. Softw. Michael McAleer
2005	J	`jnl`	Modelling environmental risk. Environ. Model. Softw. Suhejla Hoti, Michael McAleer, Laurent L. Pauwels
2005	J	`jnl`	Modelling the information content in insider trades in the Singapore exchange. Math. Comput. Simul. Wong Kie Ann, John M. Sequeira, Michael McAleer
2005	J	`jnl`	Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations. Math. Comput. Simul. Suhejla Hoti, Michael McAleer, Felix Chan
2005	J	`jnl`	Modelling thresholds and volatility in US ecological patents. Environ. Model. Softw. Felix Chan, Dora Vasileva Marinova, Michael McAleer
2005	J	`jnl`	Related commodity markets and conditional correlations. Math. Comput. Simul. Clinton Watkins, Michael McAleer
2005	J	`jnl`	Rolling regressions and conditional correlations of foreign patents in the USA. Environ. Model. Softw. Felix Chan, Dora Vasileva Marinova, Michael McAleer
2005	J	`jnl`	Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003. Math. Comput. Simul. Michael McAleer, Les Oxley, David Post
2005	J	`jnl`	Speculation and destabilisation. Math. Comput. Simul. Kim F. Radalj, Michael McAleer
2005	J	`jnl`	Testing for contagion in ASEAN exchange rates. Math. Comput. Simul. Michael McAleer, Jason Chee Wei Nam
2004	J	`jnl`	Asian monetary integration: a structural VAR approach. Math. Comput. Simul. Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer
2004	J	`jnl`	Fat tails and asymmetry in financial volatility models. Math. Comput. Simul. Peter Verhoeven, Michael McAleer
2004	J	`jnl`	First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. Michael McAleer, Les Oxley
2004	J	`jnl`	Input-output structure and growth in China. Math. Comput. Simul. Baiding Hu, Michael McAleer
2004	J	`jnl`	Modelling the asymmetric volatility of anti-pollution patents in the USA. Scientometrics Felix Chan, Dora Vasileva Marinova, Michael McAleer
2004	J	`jnl`	Modelling the asymmetric volatility of electronics patents in the USA. Math. Comput. Simul. Felix Chan, Dora Vasileva Marinova, Michael McAleer
2004	J	`jnl`	Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. Michael McAleer, Les Oxley
2004	J	`jnl`	Volatility models of currency futures in developed and emerging markets. Math. Comput. Simul. John M. Sequeira, Pang Chia Chiat, Michael McAleer
2003	J	`jnl`	Modelling trends and volatility in ecological patents in the USA. Environ. Model. Softw. Dora Vasileva Marinova, Michael McAleer
2002	J	`jnl`	A cointegration analysis of annual tourism demand by Malaysia for Australia. Math. Comput. Simul. Christine Lim, Michael McAleer
2002	J	`jnl`	Cointegration analysis of metals futures. Math. Comput. Simul. Clinton Watkins, Michael McAleer
2002	J	`jnl`	Economic growth and technological catching up by Singapore to the USA. Math. Comput. Simul. Lee K. Lim, Michael McAleer
2002	J	`jnl`	Non-linear modelling and forecasting of S&P 500 volatility. Math. Comput. Simul. Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees
2002	J	`jnl`	Preface. Math. Comput. Simul. Michael McAleer, Les Oxley
2002	J	`jnl`	Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries. Scientometrics Dora Vasileva Marinova, Michael McAleer
2001	J	`jnl`	Economics and Environmental Modelling. Environ. Model. Softw. Michael McAleer
2001	J	`jnl`	Environmental modelling in socioeconomics. Environ. Model. Softw. Michael McAleer