Michael McAleer

According to our database, Michael McAleer authored at least 73 papers between 2001 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2022

Trump's COVID-19 tweets and Dr. Fauci's emails.

David E. Allen, Michael McAleer

Scientometrics, 2022

2018

Fake news and indifference to scientific fact: President Trump's confused tweets on global warming, climate change and weather.

David E. Allen, Michael McAleer

Scientometrics, 2018

Stationarity and invertibility of a dynamic correlation matrix.

Michael McAleer

Kybernetika, 2018

A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan.

Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu

Future Internet, 2018

2014

Robust ranking of multivariate GARCH models by problem dimension.

Massimiliano Caporin, Michael McAleer

Comput. Stat. Data Anal., 2014

2013

GFC-robust risk management under the Basel Accord using extreme value methodologies.

Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos

Math. Comput. Simul., 2013

Coercive journal self citations, impact factor, Journal Influence and Article Influence.

Chia-Lin Chang, Michael McAleer, Les Oxley

Math. Comput. Simul., 2013

Are forecast updates progressive?

Chia-Lin Chang, Philip Hans Franses, Michael McAleer

Math. Comput. Simul., 2013

Risk modelling and management: An overview.

Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral

Math. Comput. Simul., 2013

Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.

Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral

Math. Comput. Simul., 2013

Volatility spillovers from the Chinese stock market to economic neighbours.

David E. Allen, Ron Amram, Michael McAleer

Math. Comput. Simul., 2013

2012

Testing for the Box-Cox parameter for an integrated process.

Jian Huang, Masahito Kobayashi, Michael McAleer

Math. Comput. Simul., 2012

The Annals of Computational and Financial Econometrics, first issue.

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

Comput. Stat. Data Anal., 2012

Modelling and forecasting noisy realized volatility.

Manabu Asai, Michael McAleer, Marcelo C. Medeiros

Comput. Stat. Data Anal., 2012

2011

What makes a great journal great in the sciences? Which came first, the chicken or the egg?

Chia-Lin Chang, Michael McAleer, Les Oxley

Scientometrics, 2011

Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity.

Kiyotaka Sato, Zhaoyong Zhang, Michael McAleer

Math. Comput. Simul., 2011

Value-at-Risk for country risk ratings.

Michael McAleer, Bernardo da Veiga, Suhejla Hoti

Math. Comput. Simul., 2011

Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.

Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat

Math. Comput. Simul., 2011

Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO.

Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer

Math. Comput. Simul., 2011

A trinomial test for paired data when there are many ties.

Guorui Bian, Michael McAleer, Wing-Keung Wong

Math. Comput. Simul., 2011

Monte Carlo option pricing with asymmetric realized volatility dynamics.

David E. Allen, Michael McAleer, Marcel Scharth

Math. Comput. Simul., 2011

2010

A simple expected volatility (SEV) index: Application to SET50 index options.

Michael McAleer, Chatayan Wiphatthanananthakul

Math. Comput. Simul., 2010

An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia.

Michael McAleer, Biing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen, Chia-Lin Chang

Environ. Model. Softw., 2010

2009

Mapping the Presidential Election Cycle in US stock markets.

Wing-Keung Wong, Michael McAleer

Math. Comput. Simul., 2009

ARMAX modelling of international tourism demand.

Christine Lim, Michael McAleer, Jennifer C. H. Min

Math. Comput. Simul., 2009

Modelling risk in agricultural finance: Application to the poultry industry in Taiwan.

Biing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer

Math. Comput. Simul., 2009

Forecasting conditional correlations in stock, bond and foreign exchange markets.

Abdul Hakim, Michael McAleer

Math. Comput. Simul., 2009

A risk map of international tourist regions in Spain.

Ana Bartolomé, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira

Math. Comput. Simul., 2009

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market.

David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris

Math. Comput. Simul., 2009

Modelling and managing financial risk: An overview.

David E. Allen, Jiti Gao, Michael McAleer

Math. Comput. Simul., 2009

Modelling sustainable international tourism demand to the Brazilian Amazon.

Jose Angelo Divino, Michael McAleer

Environ. Model. Softw., 2009

2008

Is Greater China a currency union?: A tale of the Chinese trio.

Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer

Math. Comput. Simul., 2008

How has volatility in metals markets changed?

Clinton Watkins, Michael McAleer

Math. Comput. Simul., 2008

Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk.

Bernardo da Veiga, Felix Chan, Michael McAleer

Math. Comput. Simul., 2008

Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach.

Riaz Shareef, Michael McAleer

Math. Comput. Simul., 2008

Multivariate volatility in environmental finance.

Suhejla Hoti, Michael McAleer, Laurent L. Pauwels

Math. Comput. Simul., 2008

Portfolio single index (PSI) multivariate conditional and stochastic volatility models.

Manabu Asai, Michael McAleer, Bernardo da Veiga

Math. Comput. Simul., 2008

Preface.

Robert M. Argent, Michael McAleer, Les Oxley, Andre Zerger

Math. Comput. Simul., 2008

Best paper awards for 2006.

Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sànchez-Marrè, David Swayne, Alexey A. Voinov

Environ. Model. Softw., 2008

2006

Modelling trends and volatility in atmospheric carbon dioxide concentrations.

Michael McAleer, Felix Chan

Environ. Model. Softw., 2006

Anti-pollution technology strengths indicators: International rankings.

Dora Vasileva Marinova, Michael McAleer

Environ. Model. Softw., 2006

2005

A new measure of innovation: The patent success ratio.

Michael McAleer, Daniel Slottje

Scientometrics, 2005

Antitrust environment and innovation.

Dora Vasileva Marinova, Michael McAleer, Daniel Slottje

Scientometrics, 2005

Related commodity markets and conditional correlations.

Clinton Watkins, Michael McAleer

Math. Comput. Simul., 2005

Speculation and destabilisation.

Kim F. Radalj, Michael McAleer

Math. Comput. Simul., 2005

Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003.

Michael McAleer, Les Oxley, David Post

Math. Comput. Simul., 2005

First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003.

Michael McAleer, Les Oxley, David Post

Math. Comput. Simul., 2005

Testing for contagion in ASEAN exchange rates.

Michael McAleer, Jason Chee Wei Nam

Math. Comput. Simul., 2005

Estimation of Chinese agricultural production efficiencies with panel data.

Baiding Hu, Michael McAleer

Math. Comput. Simul., 2005

Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations.

Suhejla Hoti, Michael McAleer, Felix Chan

Math. Comput. Simul., 2005

Modelling the information content in insider trades in the Singapore exchange.

Wong Kie Ann, John M. Sequeira, Michael McAleer

Math. Comput. Simul., 2005

Modelling economic and environmental systems.

Michael McAleer

Environ. Model. Softw., 2005

Ecologically sustainable tourism management.

Christine Lim, Michael McAleer

Environ. Model. Softw., 2005

Modelling environmental risk.

Suhejla Hoti, Michael McAleer, Laurent L. Pauwels

Environ. Model. Softw., 2005

Rolling regressions and conditional correlations of foreign patents in the USA.

Felix Chan, Dora Vasileva Marinova, Michael McAleer

Environ. Model. Softw., 2005

Modelling thresholds and volatility in US ecological patents.

Felix Chan, Dora Vasileva Marinova, Michael McAleer

Environ. Model. Softw., 2005

2004

Modelling the asymmetric volatility of anti-pollution patents in the USA.

Felix Chan, Dora Vasileva Marinova, Michael McAleer

Scientometrics, 2004

Asian monetary integration: a structural VAR approach.

Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer

Math. Comput. Simul., 2004

Fat tails and asymmetry in financial volatility models.

Peter Verhoeven, Michael McAleer

Math. Comput. Simul., 2004

Volatility models of currency futures in developed and emerging markets.

John M. Sequeira, Pang Chia Chiat, Michael McAleer

Math. Comput. Simul., 2004

Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001.

Michael McAleer, Les Oxley

Math. Comput. Simul., 2004

First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001.

Michael McAleer, Les Oxley

Math. Comput. Simul., 2004

Input-output structure and growth in China.

Baiding Hu, Michael McAleer

Math. Comput. Simul., 2004

Modelling the asymmetric volatility of electronics patents in the USA.

Felix Chan, Dora Vasileva Marinova, Michael McAleer

Math. Comput. Simul., 2004

2003

Modelling trends and volatility in ecological patents in the USA.

Dora Vasileva Marinova, Michael McAleer

Environ. Model. Softw., 2003

2002

Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries.

Dora Vasileva Marinova, Michael McAleer

Scientometrics, 2002

Cointegration analysis of metals futures.

Clinton Watkins, Michael McAleer

Math. Comput. Simul., 2002

Non-linear modelling and forecasting of S&P 500 volatility.

Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees

Math. Comput. Simul., 2002

Preface.

Michael McAleer, Les Oxley

Math. Comput. Simul., 2002

A cointegration analysis of annual tourism demand by Malaysia for Australia.

Christine Lim, Michael McAleer

Math. Comput. Simul., 2002

Economic growth and technological catching up by Singapore to the USA.

Lee K. Lim, Michael McAleer

Math. Comput. Simul., 2002

2001

Economics and Environmental Modelling.

Michael McAleer

Environ. Model. Softw., 2001

Environmental modelling in socioeconomics.

Michael McAleer

Environ. Model. Softw., 2001