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2020 – today
- 2022
[j74]David E. Allen
, Michael McAleer:
Trump's COVID-19 tweets and Dr. Fauci's emails. Scientometrics 127(3): 1643-1655 (2022)
2010 – 2019
- 2018
- [j73]Chia-Lin Chang, Michael McAleer, Yu-Chieh Wu:
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan. Future Internet 10(3): 31 (2018) - [j72]Michael McAleer:
Stationarity and invertibility of a dynamic correlation matrix. Kybernetika 54(2): 363-374 (2018) - [j71]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(1): 625-629 (2018) - 2014
- [j70]Massimiliano Caporin, Michael McAleer:
Robust ranking of multivariate GARCH models by problem dimension. Comput. Stat. Data Anal. 76: 172-185 (2014) - 2013
- [j69]Chia-Lin Chang, Philip Hans Franses, Michael McAleer:
Are forecast updates progressive? Math. Comput. Simul. 93: 9-18 (2013) - [j68]Chia-Lin Chang, Michael McAleer, Les Oxley:
Coercive journal self citations, impact factor, Journal Influence and Article Influence. Math. Comput. Simul. 93: 190-197 (2013) - [j67]Chia-Lin Chang, David E. Allen, Michael McAleer, Teodosio Pérez-Amaral:
Risk modelling and management: An overview. Math. Comput. Simul. 94: 159-163 (2013) - [j66]Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral:
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures. Math. Comput. Simul. 94: 183-204 (2013) - [j65]Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral, Paulo Araújo Santos:
GFC-robust risk management under the Basel Accord using extreme value methodologies. Math. Comput. Simul. 94: 223-237 (2013) - [j64]David E. Allen, Ron Amram, Michael McAleer:
Volatility spillovers from the Chinese stock market to economic neighbours. Math. Comput. Simul. 94: 238-257 (2013) - 2012
- [j63]Manabu Asai, Michael McAleer, Marcelo C. Medeiros:
Modelling and forecasting noisy realized volatility. Comput. Stat. Data Anal. 56(1): 217-230 (2012) - [j62]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:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - [j61]Jian Huang, Masahito Kobayashi, Michael McAleer:
Testing for the Box-Cox parameter for an integrated process. Math. Comput. Simul. 83: 1-9 (2012) - 2011
- [j60]Guorui Bian, Michael McAleer, Wing-Keung Wong:
A trinomial test for paired data when there are many ties. Math. Comput. Simul. 81(6): 1153-1160 (2011) - [j59]Michael McAleer, Les Oxley:
Preface. Math. Comput. Simul. 81(7): 1233-1234 (2011) - [j58]David E. Allen, Michael McAleer, Marcel Scharth:
Monte Carlo option pricing with asymmetric realized volatility dynamics. Math. Comput. Simul. 81(7): 1247-1256 (2011) - [j57]Kiyotaka Sato, Zhaoyong Zhang, Michael McAleer:
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity. Math. Comput. Simul. 81(7): 1353-1364 (2011) - [j56]Michael McAleer, Bernardo da Veiga, Suhejla Hoti:
Value-at-Risk for country risk ratings. Math. Comput. Simul. 81(7): 1454-1463 (2011) - [j55]Chia-Lin Chang, Thanchanok Khamkaew, Michael McAleer, Roengchai Tansuchat:
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. Math. Comput. Simul. 81(7): 1482-1490 (2011) - [j54]Chia-Lin Chang, Biing-Wen Huang, Meng-Gu Chen, Michael McAleer:
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. Math. Comput. Simul. 81(7): 1491-1506 (2011) - [j53]Chia-Lin Chang, Michael McAleer, Les Oxley:
What makes a great journal great in the sciences? Which came first, the chicken or the egg? Scientometrics 87(1): 17-40 (2011) - 2010
- [j52]Michael McAleer, Biing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen, Chia-Lin Chang:
An econometric analysis of SARS and Avian Flu on international tourist arrivals to Asia. Environ. Model. Softw. 25(1): 100-106 (2010) - [j51]Michael McAleer, Chatayan Wiphatthanananthakul:
A simple expected volatility (SEV) index: Application to SET50 index options. Math. Comput. Simul. 80(10): 2079-2090 (2010)
2000 – 2009
- 2009
- [j50]Jose Angelo Divino, Michael McAleer:
Modelling sustainable international tourism demand to the Brazilian Amazon. Environ. Model. Softw. 24(12): 1411-1419 (2009) - [j49]Biing-Wen Huang, Meng-Gu Chen, Chia-Lin Chang, Michael McAleer:
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. Math. Comput. Simul. 79(5): 1472-1487 (2009) - [j48]David E. Allen, Jiti Gao, Michael McAleer:
Modelling and managing financial risk: An overview. Math. Comput. Simul. 79(8): 2521-2524 (2009) - [j47]David Allen, Zdravetz Lazarov, Michael McAleer, Shelton Peiris:
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Math. Comput. Simul. 79(8): 2535-2555 (2009) - [j46]Ana Bartolomé, Michael McAleer, Vicente Ramos, Javier Rey-Maquieira:
A risk map of international tourist regions in Spain. Math. Comput. Simul. 79(9): 2741-2758 (2009) - [j45]Abdul Hakim, Michael McAleer:
Forecasting conditional correlations in stock, bond and foreign exchange markets. Math. Comput. Simul. 79(9): 2830-2846 (2009) - [j44]Christine Lim, Michael McAleer, Jennifer C. H. Min:
ARMAX modelling of international tourism demand. Math. Comput. Simul. 79(9): 2879-2888 (2009) - [j43]Wing-Keung Wong, Michael McAleer:
Mapping the Presidential Election Cycle in US stock markets. Math. Comput. Simul. 79(11): 3267-3277 (2009) - 2008
- [j42]Anthony J. Jakeman, Andrea Emilio Rizzoli, Giorgio Guariso, Lorenz M. Hilty, Michael McAleer, Robert Oglesby, Miquel Sànchez-Marrè, David Swayne, Alexey A. Voinov:
Best paper awards for 2006. Environ. Model. Softw. 23(1): 1 (2008) - [j41]Robert M. Argent, Michael McAleer, Les Oxley, Andre Zerger:
Preface. Math. Comput. Simul. 78(2-3): 135-136 (2008) - [j40]Bernardo da Veiga, Felix Chan, Michael McAleer:
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Math. Comput. Simul. 78(2-3): 155-171 (2008) - [j39]Suhejla Hoti, Michael McAleer, Laurent L. Pauwels:
Multivariate volatility in environmental finance. Math. Comput. Simul. 78(2-3): 189-199 (2008) - [j38]Manabu Asai, Michael McAleer, Bernardo da Veiga:
Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. 78(2-3): 209-214 (2008) - [j37]Clinton Watkins, Michael McAleer:
How has volatility in metals markets changed? Math. Comput. Simul. 78(2-3): 237-249 (2008) - [j36]Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer:
Is Greater China a currency union?: A tale of the Chinese trio. Math. Comput. Simul. 78(2-3): 319-327 (2008) - [j35]Riaz Shareef, Michael McAleer:
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. Math. Comput. Simul. 78(2-3): 459-468 (2008) - 2006
- [j34]Dora Vasileva Marinova, Michael McAleer:
Anti-pollution technology strengths indicators: International rankings. Environ. Model. Softw. 21(9): 1257-1263 (2006) - [j33]Michael McAleer, Felix Chan:
Modelling trends and volatility in atmospheric carbon dioxide concentrations. Environ. Model. Softw. 21(9): 1273-1279 (2006) - 2005
- [j32]Suhejla Hoti, Michael McAleer, Laurent L. Pauwels:
Modelling environmental risk. Environ. Model. Softw. 20(10): 1289-1298 (2005) - [j31]Michael McAleer:
Modelling economic and environmental systems. Environ. Model. Softw. 20(11): 1365-1367 (2005) - [j30]Felix Chan, Dora Vasileva Marinova, Michael McAleer:
Modelling thresholds and volatility in US ecological patents. Environ. Model. Softw. 20(11): 1369-1378 (2005) - [j29]Felix Chan, Dora Vasileva Marinova, Michael McAleer:
Rolling regressions and conditional correlations of foreign patents in the USA. Environ. Model. Softw. 20(11): 1413-1422 (2005) - [j28]Christine Lim, Michael McAleer:
Ecologically sustainable tourism management. Environ. Model. Softw. 20(11): 1431-1438 (2005) - [j27]Michael McAleer, Les Oxley, David Post:
First special issue: selected papers of the MSSANZ/IMACS 15th Biennial Conference on modelling and simulation, Townsville, Australia, July 2003. Math. Comput. Simul. 68(5-6): 397-399 (2005) - [j26]Wong Kie Ann, John M. Sequeira, Michael McAleer:
Modelling the information content in insider trades in the Singapore exchange. Math. Comput. Simul. 68(5-6): 417-428 (2005) - [j25]Baiding Hu, Michael McAleer:
Estimation of Chinese agricultural production efficiencies with panel data. Math. Comput. Simul. 68(5-6): 474-483 (2005) - [j24]Michael McAleer, Jason Chee Wei Nam:
Testing for contagion in ASEAN exchange rates. Math. Comput. Simul. 68(5-6): 517-525 (2005) - [j23]Clinton Watkins, Michael McAleer:
Related commodity markets and conditional correlations. Math. Comput. Simul. 68(5-6): 567-579 (2005) - [j22]Michael McAleer, Les Oxley, David Post:
Second special issue: Selected papers of the MSSANZ/IMACS 15th Biennial Conference on Modelling and Simulation, Townsville, Australia, July 2003. Math. Comput. Simul. 69(1-2): 1-3 (2005) - [j21]Suhejla Hoti, Michael McAleer, Felix Chan:
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations. Math. Comput. Simul. 69(1-2): 46-56 (2005) - [j20]Kim F. Radalj, Michael McAleer:
Speculation and destabilisation. Math. Comput. Simul. 69(1-2): 151-161 (2005) - [j19]Michael McAleer, Daniel Slottje:
A new measure of innovation: The patent success ratio. Scientometrics 63(3): 421-429 (2005) - [j18]Dora Vasileva Marinova, Michael McAleer, Daniel Slottje:
Antitrust environment and innovation. Scientometrics 64(3): 301-311 (2005) - 2004
- [j17]Michael McAleer, Les Oxley:
First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. 64(1): 1-2 (2004) - [j16]John M. Sequeira, Pang Chia Chiat, Michael McAleer:
Volatility models of currency futures in developed and emerging markets. Math. Comput. Simul. 64(1): 79-93 (2004) - [j15]Felix Chan, Dora Vasileva Marinova, Michael McAleer:
Modelling the asymmetric volatility of electronics patents in the USA. Math. Comput. Simul. 64(1): 169-184 (2004) - [j14]Baiding Hu, Michael McAleer:
Input-output structure and growth in China. Math. Comput. Simul. 64(1): 193-202 (2004) - [j13]Michael McAleer, Les Oxley:
Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001. Math. Comput. Simul. 64(3-4): 305-306 (2004) - [j12]Peter Verhoeven, Michael McAleer:
Fat tails and asymmetry in financial volatility models. Math. Comput. Simul. 64(3-4): 351-361 (2004) - [j11]Zhaoyong Zhang, Kiyotaka Sato, Michael McAleer:
Asian monetary integration: a structural VAR approach. Math. Comput. Simul. 64(3-4): 447-458 (2004) - [j10]Felix Chan, Dora Vasileva Marinova, Michael McAleer:
Modelling the asymmetric volatility of anti-pollution patents in the USA. Scientometrics 59(2): 179-197 (2004) - 2003
- [j9]Dora Vasileva Marinova, Michael McAleer:
Modelling trends and volatility in ecological patents in the USA. Environ. Model. Softw. 18(3-4): 195-203 (2003) - 2002
- [j8]Michael McAleer, Les Oxley:
Preface. Math. Comput. Simul. 59(1-3): 1-2 (2002) - [j7]Lee K. Lim, Michael McAleer:
Economic growth and technological catching up by Singapore to the USA. Math. Comput. Simul. 59(1-3): 133-141 (2002) - [j6]Christine Lim, Michael McAleer:
A cointegration analysis of annual tourism demand by Malaysia for Australia. Math. Comput. Simul. 59(1-3): 197-205 (2002) - [j5]Clinton Watkins, Michael McAleer:
Cointegration analysis of metals futures. Math. Comput. Simul. 59(1-3): 207-221 (2002) - [j4]Peter Verhoeven, Berndt Pilgram, Michael McAleer, Alistair Mees:
Non-linear modelling and forecasting of S&P 500 volatility. Math. Comput. Simul. 59(1-3): 233-241 (2002) - [j3]Dora Vasileva Marinova, Michael McAleer:
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries. Scientometrics 55(2): 171-187 (2002) - 2001
- [j2]Michael McAleer:
Environmental modelling in socioeconomics. Environ. Model. Softw. 16(2): 107-108 (2001) - [j1]Michael McAleer:
Economics and Environmental Modelling. Environ. Model. Softw. 16(6): 495-496 (2001)
Coauthor Index
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