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Publications by Michael McAleer

Risk Management of Risk Under the Basel Accord: Forecasting Value‐at‐risk of VIX Futures

Managerial Finance

English

Joint and Cross-Border Patents as Proxies for International Technology Diffusion

International Journal of Innovation and Technology Management

Management of Technology

English

Prevention Is Better Than the Cure: Risk Management of COVID-19

Journal of Risk and Financial Management

English

Profiteering From the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis

Japanese Economic Review

English

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

SSRN Electronic Journal

English

Dynamic Conditional Correlations for Asymmetric Processes

JOURNAL OF THE JAPAN STATISTICAL SOCIETY

English

Risk Spillovers in Returns for Chinese and International Tourists to Taiwan

SSRN Electronic Journal

English

Impact of Psychological Needs on Luxury Consumption

English

Statistical Modelling of Extreme Rainfall in Taiwan

English

Keynesian and New Classical Models of Unemployment Revisited

Economic Journal

English