Publication Search Results
Exact matches for:
- Author = McAleer M
1.
Allen DE, McAleer M
David E Allen and Michael McAleer:
Drawbacks in the 3-Factor Approach of Fama and French (2018),
Annals of Financial Economics,
18
(2023),
no. 1,
Article 224001 (26 pages).
2.
Allen DE, McAleer M
David E Allen and Michael McAleer:
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality,
Journal of the American Statistical Association,
117
(2022),
no. 537,
214–224.
3.
Allen DE, McAleer M
David E Allen, Michael McAleer:
Trump’s COVID‑19 tweets and Dr. Fauci’s emails,
Scientometrics,
Published Online
(2022),
no. 18 January 2022,
13 pages.
4.
Allen DE, McAleer M
David E Allen, and Michael McAleer:
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes,
Risks,
9
(2021),
no. 195,
20 pages.
5.
Allen DE, McAleer M
David E Allen, and Michael McAleer:
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations,
Advances in Decision Sciences,
25
(2021),
no. 2,
28 pages.
6.
Allen DE, McAleer M
David E Allen and Michael Mcaleer:
Predicting cases and deaths in Europe from COVID-19 tests and country populations,
Annals of Financial Economics,
15
(2021),
no. 4,
Article 2050017 – 1.
7.
Allen DE, McAleer M
David E Allen and Michael McAleer:
Flattening the curve in risk management of COVID-19: Do lockdowns work?,
Annals of Financial Economics,
15
(2021),
no. 4,
Article 2050011 (26 pages).
8.
Asai M, McAleer M, Peiris MS
Manabu Asai Michael McAleer Shelton Peiris:
Realized stochastic volatility models with generalized Gegenbauer long memory,
Econometrics and Statistics,
16
(2020),
42–54.
9.
Allen DE, McAleer M
David E Allen and Michael McAleer:
A Nonlinear Autoregressive Distributed Lag(NARDL) Analysis of West Texas Intermediate OilPrices and the DOW JONES Index,
Energies,
13
(2020),
no. 4011,
11 pages.
10.
Asai M, Peiris MS, McAleer M, Allen DE
Manabu Asai, Shelton Peiris, Michael McAleer, David E. Allen:
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates,
Journal of Time Series Econometrics.,
12
(2020),
1–18.
11.
Allen DE, McAleer M
David E Allen and Michael McAleer:
Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? Comparing squared end-of-day returns on FTSE,
Risks,
8
(2020),
no. 12,
Art 8010012 (20 pages).
12.
Allen DE, McAleer M
David E Allen and Michael McAleer:
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany,
Sustainability,
11
(2019),
Art. 5181 – 1.
13.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
Daily market news sentiment and stock prices,
Applied Economics,
Online
(2019, 14 February),
24 pages.
14.
Allen DE, McAleer M
David E Allen, Michael McAleer:
Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather,
Scientometrics,
117
(2018),
625–629.
15.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Non-Parametric Multiple Change Point Analysis of the Global Financial Crisis,
Annals of Financial Economics,
13
(2018),
no. 2,
23 Pages.
16.
Allen DE, McAleer M
David E Allen and Michael McAleer:
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change,
Sustainability,
10
(2018),
Article 2310 (6 pages).
17.
Allen DE, McAleer M
David E Allen and Michael McAleer:
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management,
Energies,
11
(2018),
no. June 2018,
1627 (19 pages).
18.
Peiris MS, Asai M, McAleer M
Shelton Peiris , Manabu Asai, Michael McAleer:
Estimating and Forecasting with Generalized Fractional Long Memory Stochastic Volatility Models,
Journal of Risk and Financial Management,
10
(2017),
no. 23,
16.
19.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
Risk Measurement and Risk Modelling Using Applications of Vine Copulas,
Sustainability,
9
(2017),
no. 1762,
34 pages.
20.
Allen DE, McAleer M, Singh AK
David E Allen, Michael McAleer and Abhay K Singh:
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series,
Applied Economics,
49
(2017),
no. 7,
677–692.
21.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell, Abhay K Singh:
Volatility Spillovers from Australia's major trading partners across the GFC,
International Review of Economics and Finance,
47
(2017),
159–175.
22.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
Volatility spillover and multivariate volatility impulse response analysis of GFC news events,
Applied Economics,
December 2016
(2016),
18 pages.
23.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert J Powell and Abhay K Singh:
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis,
Journal of Risk and Financial Management,
9
(2016),
no. 6,
1–18.
24.
Allen DE, McAleer M, Peiris MS, Singh AK
David E Allen, Michael McAleer, Shelton Peiris and Abhay K Singh:
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies,
Risks,
4
(2016),
no. 7,
14 pages.
25.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M J McAleer, R Powell and A K Singh:
A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC,
Proceedings of the 21st International Congress on Modelling and Simulation,
MODSIM2015,
Online,
Australia,
(2015),
1008–1014.
26.
Allen DE, McAleer M, Singh AK
D E Allen, M McAleer & A K Singh:
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Real-Time High-Frequency Sentiment Series,
Handbook of High Frequency Trading,
Elsevier B.V.,
New York,
(2015),
327–344.
ISBN 978-012802362.
27.
Allen DE, McAleer M, Powell RJ, Singh AK
D E Allen, M McAleer, R J Powell & A K Singh:
A capital adequacy buffer model,
Applied Economics Letters,
Online
(2015),
5 pages.
28.
Allen DE, McAleer M, Scharth M
David E Allen, Michael McAleer and Marcel Scharth:
Asymmetric Realized Volatility Risk,
Journal of Risk and Financial Management,
7
(2014),
no. 2,
80–109.
29.
Allen DE, Kalev PS, McAleer M, Singh AK
David E Allen, Petko S Kalev, Michael J McAleer, and Abhay K Singh:
Nonparametric Multiple Change-Point Analysis of the Responses of Asian Markets to the Global Financial Crisis,
Handbook of Asian Finance REITS, Trading and Fund Performance,
Elsevier,
Oxford, UK,
(2014),
267–284.
ISBN 978-0-12-800986-4.
30.
Allen DE, McAleer M, Powell RJ, Singh AK
David E Allen, Michael McAleer, Robert Powell and Abhay K Singh:
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500,
Journal of Risk and Financial Management,
6
(2013),
no. Open Access,
6–30.
31.
Allen DE, Lazarov L, McAleer M, Peiris MS
D.E.Allen, L.Lazarov, M.McAleer, S.Peiris:
Comparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock Market,
Mathematics and Computers in Simulation,
79
(2009),
no. 8,
2535–2555.
MR2531468
32.
Allen DE, Chan F, McAleer M, Peiris MS
D. Allen, F. Chan, M. McAleer and S. Peiris:
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks,
Journal of Econometrics,
147
(2008),
163–185.
MR2472990
| Number of matches: 32 |