373 Discussion Papers

• 18-052/III - Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Asia University, University of Sydney Business School, EUR; Yu-Ann Wang, National Chung Hsing University

  Date: May 25, 2018

• 18-051/III - Why did Warrant Markets Close in China but not Taiwan?

  Authors: Wing-Keung Wong, Asia University, China Medical University Hospital, Lingnan University; Hooi Hoi Lean, Universiti Sains Malaysia; Michael McAleer, Asia University, University of Sydney Business School, EUR; Feng-Tse Tsai, Asia University

  Date: May 25, 2018

• 18-048/III - Simple Market Timing with Moving Averages

  Authors: Jukka Ilomaki, University of Tampere, Finland; Hannu Laurila, University of Tampere, Finland; Michael McAleer, Asia University, Taiwan

  Date: May 18, 2018

• 18-047/III - Asymmetric Risk Impacts of Chinese Tourists to Taiwan

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Shu-Han Hsu, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan

  Date: May 18, 2018

• 18-045/III - Strong consistency of the least squares estimator in regression models with adaptive learning

  Authors: Norbert Christopeit, University of Bonn; Michael Massmann, VU Amsterdam

  Date: May 11, 2018

• 18-033/III - The option value of vacant land and the optimal timing of city extensions

  Authors: Rutger-Jan Lange, Erasmus University Rotterdam; Coen Teulings, University of Cambridge

  Date: March 30, 2018

• 18-031/III - Risk Spillovers in Returns for Chinese and International Tourists to Taiwan

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Shu-Han Hsu, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan; Erasmus University Rotterdam, The Netherlands

  Date: March 30, 2018

• 18-030/III - DSGE Models with Observation-Driven Time-Varying parameters

  Authors: Giovanni Angelini, University of Bologna, Italy; Paolo Gorgi, VU Amsterdam, The Netherlands

  Date: March 30, 2018

• 18-028/III - Establishing National Carbon Emission Prices for China

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Te-Ke Mai, National Tsing Hua University, Taiwan; Michael McAleer, Asia University, Taiwan; Erasmus University Rotterdam, The Netherlands

  Date: March 30, 2018

• 18-027/III - Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction

  Authors: Mengheng Li, VU Amsterdam; Siem Jan (S.J.) Koopman, VU Amsterdam; Tinbergen Institute, The Netherlands

  Date: March 21, 2018

• 18-026/III - Forecasting economic time series using score-driven dynamic models with mixed-data sampling

  Authors: Paolo Gorgi, VU Amsterdam; Siem Jan (S.J.) Koopman, VU Amsterdam; Tinbergen Institute, The Netherlands; Mengheng Li, VU Amsterdam

  Date: March 21, 2018

• 18-024/III - Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Asia University, University of Sydney Business School, Erasmus University Rotterdam; Wing-Keung Wong, Asia University, China Medical University Hospital, Hang Seng Management College

  Date: March 14, 2018

• 18-020/III - Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump

  Authors: David E. Allen, University of Sydney, Asia University, Edith Cowan University; Michael McAleer, Asia University, University of Sydney Business School, Yokohama National University; David M. Reid, Seattle University

  Date: March 07, 2018

• 18-014/III - Pros and Cons of the Impact Factor in a Rapidly Changing Digital World

  Authors: Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands; Judit Olah, University of Debrecen, Hungary; Jozsef Popp, University of Debrecen, Hungary

  Date: February 16, 2018

• 18-013/III - Missing Observations in Observation-Driven Time Series Models

  Authors: Francisco (F.) Blasques, VU Amsterdam, The Netherlands; Paolo Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands

  Date: February 09, 2018

• 18-011/III - Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McALeer, Asia University; University of Sydney Business School; Erasmus University; Wing-Keung Wong, Asia University; China Medical University Hospital; Lingnan University

  Date: February 03, 2018

• 18-009/III - The analysis and forecasting of ATP tennis matches using a high-dimensional dynamic model

  Authors: P. Gorgi, VU Amsterdam, The Netherlands; Siem Jan (S.J.) Koopman, VU Amsterdam, The Netherlands; CREATES Aarhus University, Denmark; R. Lit, VU Amsterdam, The Netherlands

  Date: January 26, 2018

• 18-008/III - An Epidemiological Model of Crisis Spread Across Sectors in The United States

  Authors: Eva (E.F.) Janssens, Tinbergen Institute; Erasmus University of Rotterdam; Robin (R.) Lumsdaine, American University, Erasmus University of Rotterdam; Sebastiaan (S.H.L.C.G.) Vermeulen, Tinbergen Institute; Erasmus University of Rotterdam

  Date: January 26, 2018

• 18-005/III - Bayesian Analysis of Realized Matrix-Exponential GARCH Models

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: January 17, 2018

• 18-004/III - Management Information, Decision Sciences, and Financial Economics: A Connection

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands; Wing-Keung Wong, Asia University, Taiwan; Hang Seng Management College, China; Lingnan University, China

  Date: January 17, 2018