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Publications by Michael McAleer

Fake News and Indifference to Scientific Fact: President Trump’s Confused Tweets on Global Warming, Climate Change and Weather

Computer Science Applications

Social Sciences

Information Sciences

English

The Impact of Jumps and Leverage in Forecasting Covolatility

Econometric Reviews

English

The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH

Economics Letters

English

Robust Ranking of Journal Quality: An Application to Economics

Econometric Reviews

English

Forecasting Value-At-Risk Using Block Structure Multivariate Stochastic Volatility Models

International Review of Economics and Finance

English

Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management

Electronic Engineering

Energy Engineering

Renewable Energy

Fuel Technology

Power Technology

the Environment

English

Specification Testing of Production in a Stochastic Frontier Model

Environmental Science

Renewable Energy

Energy Engineering

Power Technology

the Environment

English

The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

North American Journal of Economics and Finance

English

An Entropy-Based Analysis of the Relationship Between the DOW JONES Index and the TRNA Sentiment Series

Applied Economics

English