2026 Michael McAleer: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	National Ranking	Publications	Citations
Economics and Finance	78	308	5	1085	24330

Discipline name

D-Index

World Ranking

National Ranking

Publications

Citations

Economics and Finance

308

1085

24330

Research.com Recognitions

2024 - Research.com Economics and Finance in Netherlands Leader Award
2023 - Research.com Economics and Finance in Netherlands Leader Award
2022 - Research.com Economics and Finance in Netherlands Leader Award

Overview

Michael McAleer was affiliated with Erasmus University Rotterdam in the Netherlands. Their research primarily focused on the fields of Economics, Econometrics, and Finance, with significant contributions across 66 publications. Subfields included Economics and Econometrics, Finance, Infectious Diseases, General Economics, Econometrics and Finance, and Modeling and Simulation.

The main topics of Michael McAleer's research encompassed:

Market Dynamics and Volatility
Energy, Environment, Economic Growth
Financial Risk and Volatility Modeling
Monetary Policy and Economic Impact
COVID-19 epidemiological studies
COVID-19 Pandemic Impacts
Complex Systems and Time Series Analysis

Their frequent publication venues included:

Annals of Financial Economics (8 publications)
Advances in Decision Sciences (8 publications)
Journal of risk and financial management (7 publications)
Risks (4 publications)
Sci (3 publications)

Michael McAleer co-authored works regularly with:

Chia-Lin Chang (11 co-authored papers)
David E. Allen (8 co-authored papers)
Manabu Asai (4 co-authored papers)
Wing-Keung Wong (4 co-authored papers)
Aoife Foley (3 co-authored papers)

Some recent publications included:

Risk Management of COVID-19 by Universities in China, 2020, Journal of risk and financial management
A Charter for Sustainable Tourism after COVID-19, 2020, Sustainability
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19, 2020, Renewable and Sustainable Energy Reviews
Prevention Is Better Than the Cure: Risk Management of COVID-19, 2020, Journal of risk and financial management
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks, 2020, International Journal of Forecasting

The body of work reflected a strong emphasis on both financial markets and the impacts of the COVID-19 pandemic within economic and epidemiological contexts. Their research also addressed energy market behaviors and the broader economic consequences of major global events.

Best Publications

Asymptotic Theory for a Vector ARMA-GARCH Model

Shiqing Ling;Michael McAleer

1184
Citations
Realized Volatility: A Review

Michael McAleer;Marcelo C. Medeiros

664
Citations
Risk Management of COVID-19 by Universities in China

Chuanyi Wang;Zhe Cheng;Xiao-Guang Yue;Michael McAleer

561
Citations
Time Series Forecasts of International Travel Demand for Australia

Christine Lim;Michael McAleer

455
Citations
Automated Inference and Learning in Modeling Financial Volatility

Michael McAleer

447
Citations
Multivariate Stochastic Volatility: A Review

Manabu Asai;Michael McAleer;Jun Yu

443
Citations
Stationarity and the existence of moments of a family of GARCH processes

Shiqing Ling;Michael McAleer

441
Citations
Recent Theoretical Results for Time Series Models with GARCH Errors

W. K. Li;Shiqing Ling;Michael McAleer

389
Citations
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH

Chia-Lin Chang;Michael McAleer;Michael McAleer;Michael McAleer;Roengchai Tansuchat

383
Citations
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models

Shiqing Ling;Michael McAleer

380
Citations
Modelling multivariate international tourism demand and volatility

Felix Chan;Christine Lim;Michael McAleer

340
Citations
Alternative procedures and associated tests of significance for non-nested hypotheses

Gordon R. Fisher;Michael McAleer

321
Citations
WHAT WILL TAKE THE CON OUT OF ECONOMETRICS

M Mcaleer;A Pagan;P Volcker

317
Citations
A Charter for Sustainable Tourism after COVID-19

Chia Lin Chang;Michael McAleer;Vicente Ramos

308
Citations
Conditional correlations and volatility spillovers between crude oil and stock index returns

Chia-Lin Chang;Michael McAleer;Michael McAleer;Michael McAleer;Roengchai Tansuchat

304
Citations
MONTHLY SEASONAL VARIATIONS: ASIAN TOURISM TO AUSTRALIA

Christine Lim;Michael McAleer

292
Citations
Structure and asymptotic theory for multivariate asymmetric conditional volatility

Michael McAleer;Suhejla Hoti;Felix Chan

292
Citations
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

Shawkat M. Hammoudeh;Yuan Yuan;Michael McAleer;Michael McAleer;Mark A. Thompson

271
Citations
An econometric analysis of asymmetric volatility : Theory and application to patents

Michael McAleer;Felix Chan;Dora Marinova

249
Citations
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models

Massimiliano Caporin;Michael McAleer

234
Citations
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors

W. K. Li;Shiqing Ling;Michael McAleer

55
Citations
Time series forecasts of international travel demand for Australia

Michael McAleer;Christine Lim

8
Citations

Frequent Co-Authors

Wing-Keung Wong Asian University

Massimiliano Caporin University of Padua

Les Oxley University of Waikato

Philip Hans Franses Erasmus University Rotterdam

Shawkat Hammoudeh Drexel University

Anthony J. Jakeman Australian National University

Hooi Hooi Lean Universiti Sains Malaysia

Arnold Zellner University of Chicago

Esfandiar Maasoumi Emory University

Jeremy Smith University of Warwick

External Links

Personal website of Michael McAleer Google Scholar page

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