31
H index
112
i10 index
4669
Citations
Michael McAleer : Citation Profile
Asia University (99% share) | RESEARCH PRODUCTION: 360 Articles 1003 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1978 - 2020). Relations with other researchers
Main data
Where Michael McAleer has published?
Recent works citing Michael McAleer (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2018 | HIGH FREQUENCY IMPACT OF MONETARY POLICY AND MACROECONOMIC SURPRISES ON US MSAS, AGGREGATE US HOUSING RETURNS AND ASYMMETRIC VOLATILITY. (2018). GUPTA, RANGAN ; Marfatia, Hardik A ; Nyakabawo, Wendy. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:204-229. Full description at Econpapers || Download paper | |
| 2019 | Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161. Full description at Econpapers || Download paper | |
| 2019 | PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163. Full description at Econpapers || Download paper | |
| 2019 | MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150. Full description at Econpapers || Download paper | |
| 2019 | OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23. Full description at Econpapers || Download paper | |
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2019 | FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/057. Full description at Econpapers || Download paper | |
| 2019 | Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077. Full description at Econpapers || Download paper | |
| 2019 | The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086. Full description at Econpapers || Download paper | |
| 2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis. Full description at Econpapers || Download paper | |
| 2019 | Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C. In: AFEA Working Papers. RePEc:afe:wpaper:18/024. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2019 | Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/004. Full description at Econpapers || Download paper | |
| 2019 | Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009. Full description at Econpapers || Download paper | |
| 2019 | Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/013. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022. Full description at Econpapers || Download paper | |
| 2019 | FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/057. Full description at Econpapers || Download paper | |
| 2019 | Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077. Full description at Econpapers || Download paper | |
| 2019 | The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085. Full description at Econpapers || Download paper | |
| 2019 | Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086. Full description at Econpapers || Download paper | |
| 2019 | Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092. Full description at Econpapers || Download paper | |
| 2018 | The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111. Full description at Econpapers || Download paper | |
| 2019 | Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440. Full description at Econpapers || Download paper | |
| 2018 | “Tracking economic growth by evolving expectations via genetic programming: A two-step approachâ€. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801. Full description at Econpapers || Download paper | |
| 2018 | “A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristicsâ€. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201802. Full description at Econpapers || Download paper | |
| 2018 | New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866. Full description at Econpapers || Download paper | |
| 2019 | Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kocenda, Evzen ; BarunÃÂk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Fekri, Masoud ; Langroudi, Amirreza Safari ; Aghaei, Sina. In: Papers. RePEc:arx:papers:1808.04150. Full description at Econpapers || Download paper | |
| 2018 | Analytic Moments for GARCH Processes. (2018). Alexander, Carol ; Stanescu, Silvia ; Lazar, Emese. In: Papers. RePEc:arx:papers:1808.09666. Full description at Econpapers || Download paper | |
| 2019 | Robust risk aggregation with neural networks. (2019). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1811.00304. Full description at Econpapers || Download paper | |
| 2019 | Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2019 | Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077. Full description at Econpapers || Download paper | |
| 2019 | Rough volatility of Bitcoin. (2019). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1904.12346. Full description at Econpapers || Download paper | |
| 2019 | A Vine-copula extension for the HAR model. (2019). Magris, Martin. In: Papers. RePEc:arx:papers:1907.08522. Full description at Econpapers || Download paper | |
| 2019 | Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103. Full description at Econpapers || Download paper | |
| 2019 | Forecasting under Long Memory and Nonstationarity. (2019). Hassler, Uwe ; Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:1910.08202. Full description at Econpapers || Download paper | |
| 2019 | Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328. Full description at Econpapers || Download paper | |
| 2020 | A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319. Full description at Econpapers || Download paper | |
| 2020 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2019 | Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective. (2019). Wang, Qiao ; Huang, Qiubin ; Cheng, Xiangjuan ; Yang, Haizhen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:665-679. Full description at Econpapers || Download paper | |
| 2018 | Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802. Full description at Econpapers || Download paper | |
| 2019 | Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283. Full description at Econpapers || Download paper | |
| 2018 | A review of research on regulation changes in the Asiaâ€Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667. Full description at Econpapers || Download paper | |
| 2018 | Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491. Full description at Econpapers || Download paper | |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760. Full description at Econpapers || Download paper | |
| 2018 | Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835. Full description at Econpapers || Download paper | |
| 2018 | What is the Spillover Effect of the U.S. Equity and Money Market on the Key Latin American Agricultural Exports?. (2018). Andres, Giron ; Victor, Giron ; Eduardo, Giron Luis ; Paola, Sierra Lya. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:4:p:9:n:4. Full description at Econpapers || Download paper | |
| 2018 | Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Luger, Richard ; Liu, Xiaochun ; Richard, LUGER ; Xiaochun, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4. Full description at Econpapers || Download paper | |
| 2018 | The Effects of Foreign Direct Investment on Regional Innovation Capacity in China. (2018). Xiong, Tian. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei247. Full description at Econpapers || Download paper | |
| 2019 | Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers || Download paper | |
| 2020 | Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148. Full description at Econpapers || Download paper | |
| 2019 | The accuracy of asymmetric GARCH model estimation. (2019). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:cii:cepiie:2019-q1-157-11. Full description at Econpapers || Download paper | |
| 2018 | Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1802. Full description at Econpapers || Download paper | |
| 2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
| 2018 | Consistent non-Gaussian pseudo maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12682. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
| 2018 | Selective matching: gender gap and network formation in research. (2018). GIVORD, Pauline ; Combes, Stephanie. In: Working Papers. RePEc:crs:wpaper:2018-07. Full description at Econpapers || Download paper | |
| 2019 | Data cloning estimation for asymmetric stochastic volatility models. (2019). Veiga, Helena ; de Zea, Patricia ; Marin, Juan Miguel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28214. Full description at Econpapers || Download paper | |
| 2019 | Exploring option pricing and hedging via volatility asymmetry. (2019). Veiga, Helena ; Casas, Isabel ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:28234. Full description at Econpapers || Download paper | |
| 2019 | Comparing Forecasts of Extremely Large Conditional Covariance Matrices. (2019). Ruiz, Esther ; Moura, Guilherme. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29291. Full description at Econpapers || Download paper | |
| 2018 | Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling. (2018). Souam, Saïd ; BOUSSAHA, Nadia ; Hamdi, Faycal . In: EconomiX Working Papers. RePEc:drm:wpaper:2018-14. Full description at Econpapers || Download paper | |
| 2018 | A note on the absolute moments of the bivariate normal distribution. (2018). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00492. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach. (2019). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Zevallos, Mauricio ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/288066. Full description at Econpapers || Download paper | |
| 2020 | An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272. Full description at Econpapers || Download paper | |
| 2019 | Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7. Full description at Econpapers || Download paper | |
| 2020 | Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50. Full description at Econpapers || Download paper | |
| 2019 | Tourism publications as newly tradeable commodities: Academic performance, prestige, power, competition, constraints and consents. (2019). Buckley, Ralf. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:121-133. Full description at Econpapers || Download paper | |
| 2019 | A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362. Full description at Econpapers || Download paper | |
| 2019 | Scientific value of econometric tourism demand studies. (2019). Smeral, Egon ; Onder, Irem ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:78:y:2019:i:c:13. Full description at Econpapers || Download paper | |
| 2019 | Spillover analysis of tourist movements within Europe. (2019). Jana, R K ; Chattopadhyay, Manojit ; Mitra, Subrata Kumar. In: Annals of Tourism Research. RePEc:eee:anture:v:79:y:2019:i:c:s0160738319301112. Full description at Econpapers || Download paper | |
| 2018 | Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642. Full description at Econpapers || Download paper | |
| 2018 | A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560. Full description at Econpapers || Download paper | |
| 2018 | New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217. Full description at Econpapers || Download paper | |
| 2019 | Modelling system integration of a micro solar Organic Rankine Cycle plant into a residential building. (2019). Tascioni, Roberto ; del Zotto, Luca ; Arteconi, Alessia ; Cioccolanti, Luca. In: Applied Energy. RePEc:eee:appene:v:251:y:2019:i:c:46. Full description at Econpapers || Download paper | |
| 2018 | Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity. (2018). Vu, Tuan Khai ; Nakata, Hayato. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:1-21. Full description at Econpapers || Download paper | |
| 2019 | Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100. Full description at Econpapers || Download paper | |
| 2019 | Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4. Full description at Econpapers || Download paper | |
| 2018 | The Korean Air nut rage scandal: Domestic versus international responses to a viral incident. (2018). Kim, Rebecca Chunghee ; Uddin, Helal ; Yoo, Kate Inyoung. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:4:p:533-544. Full description at Econpapers || Download paper | |
| 2018 | The candidate experience: Is it damaging your employer brand?. (2018). Miles, Sandra Jeanquart ; McCamey, Randy. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:5:p:755-764. Full description at Econpapers || Download paper | |
| 2018 | Parameter change tests for ARMA–GARCH models. (2018). Song, Junmo ; Kang, Jiwon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:41-56. Full description at Econpapers || Download paper | |
| 2019 | Modeling financial durations using penalized estimating functions. (2019). Zhang, Yaohua ; Thavaneswaran, Aerambamoorthy ; Ravishanker, Nalini ; Zou, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:145-158. Full description at Econpapers || Download paper | |
| 2019 | Improving forecasts with the co-range dynamic conditional correlation model. (2019). Fiszeder, Piotr ; Fadziski, Marcin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301356. Full description at Econpapers || Download paper | |
| 2019 | Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250. Full description at Econpapers || Download paper | |
| 2019 | Repurposing government expenditure for enhancing Indigenous well-being in Australia: A scenario analysis for a new paradigm. (2019). Russell-Smith, Jeremy ; Gerritsen, Rolf ; Sangha, Kamaljit K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:75-91. Full description at Econpapers || Download paper | |
| 2018 | How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513. Full description at Econpapers || Download paper | |
| 2018 | The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560. Full description at Econpapers || Download paper | |
| 2018 | Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Michael McAleer is editor of
| Journal | |
|---|---|
| Journal of Risk and Financial Management | |
| Journal of Reviews on Global Economics | |
| Annals of Financial Economics (AFE) |
Michael McAleer has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Michael McAleer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | 22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | 22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018.(2018) In: International Association of Decision Sciences. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2019 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | The Gender Wealth Gap by Household Head in Vietnam In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2019 | Applications of the Newton-Raphson Method in Decision Sciences and Education In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 1985 | What Will Take the Con out of Econometrics? In: American Economic Review. [Full Text][Citation analysis] | article | 87 |
| 1985 | What Will Take the Con Out of Econometrics?.(1985) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives In: Natural Resources Management Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1979 | A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Interest Rates and durability in the Linear Expenditure Family In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1981 | Interest Rates and Durability in the Linear Expenditure Family..(1981) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1980 | Interest Rates and Durability in the Linear Expenditure Family.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1980 | Principles and Methods in the Testing of Alternative Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Principles and Methods in the Testing of Alternative Models.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Linear Models.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Model Testing and Discrimination In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Model Testing and Discrimination.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Structure and asymptotic theory for nonlinear models with GARCH erros In: Economia. [Full Text][Citation analysis] | article | 1 |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Structure and Asymptotic theory for Nonlinear Models with GARCH Errors.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1989 | A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 15 |
| 2012 | It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 1982 | A Note on Identifiability in the Linear Expenditure Family. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1982 | A Note on Identifiability in the Linear Expenditure Family.(1982) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1992 | Efficient Estimation: The Rao-Zyskind Condition, Kruskals Theorem and Ordinary Least Squares. In: The Economic Record. [Citation analysis] | article | 5 |
| 2001 | Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts. In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 2015 | Volatility smirk as an externality of agency conflict and growing debt In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2013 | Volatility Smirk as an Externality of Agency Conflict and Growing Debt.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Volatility Smirk as an Externality of Agency Conict and Growing Debt.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1997 | On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 91 |
| 1990 | On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach..(1990) In: Australian National University - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 1999 | Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1990 | SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS..(1990) In: Australian National University - Department of Economics. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2003 | Asymptotic Properties Of The Estimator Of The Longâ€Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors,.(2001) In: ISER Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 6 |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 2 |
| 2013 | Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2013 | Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2013 | Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1996 | The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995. In: Journal of Economic Surveys. [Citation analysis] | article | 1 |
| 1996 | The Osaka Econometrics Conference: Osaka, Japan, 1995. In: Journal of Economic Surveys. [Citation analysis] | article | 0 |
| 1997 | The Ten Commandments for Organizing a Conference. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 1997 | Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, the Netherlands, 1996. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Winter of My Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 1998 | The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 4 |
| 1998 | Cointegration in Practice. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
| 1998 | Cointegration in Practice.(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 1998 | Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 22 |
| 1998 | Cointegration Analysis of Seasonal Time Series..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 1998 | Editorial In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2000 | Pricing of Forward and Futures Contracts. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 12 |
| 2001 | The Ten Commandments for Attending a Conference. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2002 | The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 2002 | The Ten Commandments for Presenting a Conference Paper. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Econometrics of Financial Time Series. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 2002 | Recent Theoretical Results for Time Series Models with GARCH Errors. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 71 |
| 2004 | An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 27 |
| 2004 | Econometric modelling of non-ferrous metal prices In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 30 |
| 2005 | The ten commandments for ranking university quality In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2005 | The Ten Commandments for Academics In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2006 | INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2006 | HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2006 | INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 9 |
| 2007 | MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 5 |
| 2009 | In Memoriam In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2009 | THE TEN COMMANDMENTS FOR OPTIMIZING VALUE-AT-RISK AND DAILY CAPITAL CHARGES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 13 |
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2008 | The ten commandments for optimizing value-at-risk and daily capital charges.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 5 |
| 2009 | The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
| 2009 | A Scientific Classification of Volatility Models..(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
| 2011 | TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES In: Journal of Economic Surveys. [Citation analysis] | article | 1 |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS In: Journal of Economic Surveys. [Citation analysis] | article | 7 |
| 2010 | Forecasting Realized Volatility with Linear and Nonlinear Univariate Models.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG In: Journal of Economic Surveys. [Citation analysis] | article | 16 |
| 2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song..(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2012 | Professor Halbert L. White, 1950–2012 In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2012 | DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 54 |
| 2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2010 | Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
| 2014 | EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 9 |
| 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1993 | Econometric Issues in Macroeconomic Models with Generated Regressors. In: Journal of Economic Surveys. [Citation analysis] | article | 132 |
| 1994 | Sherlock Holmes and the Search for Truth: A Diagnostic Tale. In: Journal of Economic Surveys. [Citation analysis] | article | 26 |
| 1998 | Testing for Unit Roots and Nonâ€linear Transformations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 10 |
| 1988 | TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1994 | ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 1994 | On the Effects of Misspecification Errors in Models with Generated Regressors..(1994) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2009 | Expert opinion versus expertise in forecasting In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
| 2008 | Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | A general asymptotic theory for timeâ€series models In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 8 |
| 2009 | A General Asymptotic Theory for Time Series Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 7 |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2008 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2008) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 3 |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 7 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 108 |
| 2011 | Crude oil hedging strategies using dynamic multivariate GARCH.(2011) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | article | |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | paper | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 119 |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
| 2013 | Conditional correlations and volatility spillovers between crude oil and stock index returns.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | article | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
| 2011 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 119 | paper | |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Are Forecast Updates Progressive? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Are Forecast Updates Progressive?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Are Forecast Updates Progressive?.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2010 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2010 | A simple expected volatility (SEV) index: Application to SET50 index options.(2010) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2009 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Simple Expected Volatility (SEV) Index: Application to SET50 Index Options.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2009 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2010 | Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 2010 | Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach.(2010) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2010 | Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 58 |
| 2010 | Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets.(2010) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2011 | A trinomial test for paired data when there are many ties.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | A Trinomial Test for Paired Data When There are Many Ties.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Modelling and Forecasting Noisy Realized Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 2012 | Modelling and forecasting noisy realized volatility.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2009 | Modelling and Forecasting Noisy Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2011 | Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2009 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2010 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2009 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2010 | Block Structure Multivariate Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2009 | Block Structure Multivariate Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Realized Volatility Risk.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | REALIZED VOLATILITY RISK.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Realized Volatility Risk.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Realized Volatility Risk.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Realized volatility risk.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2009 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2009 | Interdependence of international tourism demand and volatility in leading ASEAN destinations.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2009 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2010 | Value-at-Risk for Country Risk Ratings In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Value-at-Risk for country risk ratings.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Estimating the Impact of Whaling on Global Whale Watching In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Estimating the impact of whaling on global whale-watching.(2012) In: Tourism Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Estimating the impact of whaling on global whale watching.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating the Impact of Whaling on Global Whale Watching.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Estimating the Impact of Whaling on Global Whale Watching.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Estimating the Impact of Whaling on Global Whale Watching.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | How Volatile is ENSO? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | How Volatile is ENSO?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | How Volatile is ENSO?.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | How Volatile is ENSO?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | How Volatile is ENSO?.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking multivariate GARCH models by problem dimension.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Combining Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2011 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Risk Management of Precious Metals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 68 |
| 2011 | Risk management of precious metals.(2011) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | article | |
| 2010 | Risk management of precious metals.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2011 | Risk Management of Precious Metals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2011 | Risk Management of Precious Metals.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 68 | paper | |
| 2010 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2010 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2010 | Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Article Influence Score = 5YIF divided by 2 In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Article Influence Score = 5YIF divided by 2.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Modeling the Volatility in Global Fertilizer Prices In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Modeling the Volatility in Global Fertilizer Prices.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Modeling the Volatility in Global Fertilizer Prices.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | How does Zinfluence Affect Article Influence? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | How does Zinfluence Affect Article Influence?.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | How does Zinfluence Affect Article Influence?.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Globalization and knowledge spillover: international direct investment, exports and patents.(2013) In: Economics of Innovation and New Technology. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Asymmetry and Long Memory in Volatility Modelling In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Asymmetry and Long Memory in Volatility Modelling.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Asymmetry and Long Memory in Volatility Modelling.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2012 | Asymmetry and Long Memory in Volatility Modeling.(2012) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2011 | Asymmetry and Long Memory in Volatility Modelling.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 2013 | GFC-robust risk management strategies under the Basel Accord.(2013) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2010 | Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Robust Estimation and Forecasting of the Capital Asset Pricing Model.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL.(2013) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | Journal Impact Factor Versus Eigenfactor and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Journal Impect Factor Versus Eigenfactor and Article Influence.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Journal Impact Factor Versus Eigenfactor and Article Influence.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2011 | Alternative Asymmetric Stochastic Volatility Models.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Evaluating Combined Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Evaluating Combined Non-Replicable Forecast.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Evaluating Combined Non-Replicable Forecasts.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2010 | What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2010 | What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | What makes a great journal great in the sciences? Which came first, the chicken or the egg?.(2011) In: Scientometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Dynamic Conditional Correlations for Asymmetric Processes.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Testing the Box-Cox Parameter for an Integrated Process In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Testing the Box-Cox Parameter for an Integrated Process.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Testing the Box-Cox Parameter for an Integrated Process.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Testing the Box-Cox Parameter for an Integrated Process.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Asymmetric Adjustments in the Ethanol and Grains Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 2010 | Asymmetric Adjustments in the Ethanol and Grains Markets.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | Asymmetric Adjustments in the Ethanol and Grains Markets.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Asymmetric Adjustment in the Ethanol and Grains Markets.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | Asymmetric adjustments in the ethanol and grains markets.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2013 | International Evidence on GFCâ€Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience..(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How are journal impact, prestige and article influence related? An application to neuroscience.(2011) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX.(2011) In: Managerial Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures.(2011) In: Managerial Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2012 | Causality between market liquidity and depth for energy and grains.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Evaluating Individual and Mean Non-Replicable Forecasts.(2012) In: Journal for Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2013 | Risk spillovers in oil-related CDS, stock and credit markets.(2013) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range.(2012) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Analyzing Fixed-Event Forecast Revisions.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Analyzing Fixed-event Forecast Revisions.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Analyzing fixed-event forecast revisions.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2013 | The rise and fall of S&P500 variance futures.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Volatility spillovers from the Chinese stock market to economic neighbours.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2014) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | Forecasting Value-at-Risk using block structure multivariate stochastic volatility models.(2015) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Robust Ranking of Journal Quality:An Application to Economics.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2016 | Robust Ranking of Journal Quality: An Application to Economics.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2013 | Robust Ranking of Journal Quality: An Application to Economics.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Robust ranking of multivariate GARCH models by problem dimension.(2014) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 26 |
| 2009 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Return.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2009 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS.(2012) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2012 | Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Risk management and financial derivatives: An overview.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2012 | Risk Management and Financial Derivatives:An Overview.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2012 | Risk Management and Financial Derivatives: An Overview.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2012 | Risk Management and Financial Derivatives: An Overview.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2012 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Recent developments in financial economics and econometrics: An overview.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics:An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2012) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 2013 | Has the Basel Accord improved risk management during the global financial crisis?.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2012 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Statistical Modelling of Extreme Rainfall in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Statistical Modelling of Extreme Rainfall in Taiwan.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE.(2013) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Coercive journal self citations, impact factor, Journal Influence and Article Influence.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Ten Things You Should Know About DCC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Ten Things You Should Know About DCC.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Ten Things You Should Know About DCC.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Ten Things you should know about DCC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Ten Things You Should Know About DCC.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Modeling and Simulation: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2013 | Modelling and Simulation: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 27 |
| 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation.(2013) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2013 | Ten Things you should know about the Dynamic Conditional Correlation Representation.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2013 | Risk Modeling and Management: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | International Technology Diffusion of Joint and Cross-border Patents.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | The impact of China on stock returns and volatility in the Taiwan tourism industry.(2014) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | A Capital Adequacy Buffer Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The maximum number of parameters for the Hausman test when the estimators are from different sets of equations.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | A Tourism Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Tourism Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Conditions Index.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Review of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Discussion of “Principal Volatility Component Analysis†by Yu-Pin Hu and Ruey Tsay In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Discussion of “Principal Volatility Component Analysis†by Yu-Pin Hu and Ruey Tsay.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Discussion of “Principal Volatility Component Analysis†by Yu-Pin Hu and Ruey Tsay.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Discussion of “Principal Volatility Component Analysis†by Yu-Pin Hu and Ruey Tsay.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2015 | Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas.(2017) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2014 | Risk Measurement and Risk Modelling using Applications of Vine Copulas.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | Risk Measurement and risk modelling using applications of Vine Copulas.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2014 | A Tourism Financial Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS.(2014) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A One Line Derivation of EGARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
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| 2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Asymmetric Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | On the Invertibility of EGARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
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| 2014 | On the Invertibility of EGARCH.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | On the Invertibility of EGARCH.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | On the Invertibility of EGARCH(p,q).(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | On the Invertibility of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | On the Invertibility of EGARCH(p,q).(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | On the Invertibility of EGARCH(p,q).(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Hedge Fund Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Econometric analysis of financial derivatives: An overview.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 2 |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models In: CARF F-Series. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series. [Full Text][Citation analysis] | paper | 12 |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2008 | A decision rule to minimize daily capital charges in forecasting value-at-risk.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 11 |
| 2009 | Modelling conditional correlations for risk diversification in crude oil markets.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Forecasting volatility and spillovers in crude oil spot, forward and future markets.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Asymmetry and Leverage in Realized Volatility In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Asymmetry and Leverage in Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Asymmetry and leverage in realized volatility.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 29 |
| 2009 | Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2010 | Modelling the interactions across international stock, bond and foreign exchange markets.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | article | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series. [Full Text][Citation analysis] | paper | 2 |
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| 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies In: CARF F-Series. [Full Text][Citation analysis] | paper | 114 |
| 2010 | Precious metals-exchange rate volatility transmissions and hedging strategies.(2010) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | article | |
| 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 114 | paper | |
| 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development In: CARF F-Series. [Full Text][Citation analysis] | paper | 18 |
| 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
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| 2009 | Forecasting Realized Volatility with Linear and Nonlinear Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 1979 | On the interpretation of the cox test in econometrics In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1980 | The Interpretation of the Cox Test in Econometrics.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 1980 | The minimum error variance rule for non-linear regression models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1981 | A small sample test for non-nested regression models In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2007 | The econometrics of intellectual property: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2007 | An econometric analysis of asymmetric volatility: Theory and application to patents In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
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| 2003 | Patent Activity and Technical Change.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
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| 2008 | Econometric modelling in finance and risk management: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Econometric modelling in finance and risk management: An overview.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries In: Journal of Econometrics. [Full Text][Citation analysis] | article | 75 |
| 2008 | Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 2008 | A neural network demand system with heteroskedastic errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2009 | The structure of dynamic correlations in multivariate stochastic volatility models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2011 | Moment-based estimation of smooth transition regression models with endogenous variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2008 | Moment-bases estimation of smooth transition regression models with endogenous variables.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2010 | Moment-based estimation of smooth transition regression models with endogenous variables.(2010) In: Textos para discussão. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2009 | Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1981 | Alternative procedures and associated tests of significance for non-nested hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
| 1981 | Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses.(1981) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2015 | Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Realized stochastic volatility with general asymmetry and long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1982 | Testing separate regression models subject to specification error In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1982 | Testing Separate Regression Models Subject to Specification Error.(1982) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1981 | Testing Separate Regression Models Subject to Specification Error.(1981) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1986 | A further result on the sign of restricted least-squares estimates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1992 | Properties of ordinary least squares estimators in regression models with nonspherical disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1995 | The significance of testing empirical non-nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2019 | Volatility spillovers for spot, futures, and ETF prices in agriculture and energy In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances In: Energy. [Full Text][Citation analysis] | article | 1 |
| 2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | The fiction of full BEKK: Pricing fossil fuels and carbon emissions In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2018 | The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2006 | Modeling dynamic conditional correlations in WTI oil forward and futures returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 28 |
| 2004 | Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2004 | Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 20 |
| 2008 | A Portfolio Index GARCH model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 1994 | A note on the unbiasedness test of rationality using survey data In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 2001 | Consumption, liquidity constraints, uncertainty and temptation: An international comparison In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 0 |
| 1992 | On the use of extreme value distributions for predicting the upper percentiles of environmental quality data In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1992 | Modelling in econometrics: The deterrent effect of capital punishment In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1992 | Bootstrap estimates of a new classical model of unemployment In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | Empirical models for evaluating errors in fitting extremes of a probability distribution In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1995 | Data mining and the con in econometrics: the U.S. demand for money revisited In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | Testing periodically integrated autoregressive models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | A probit analysis of consumer behaviour in rural China In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | The complexity of simplicity In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 1999 | Estimation of alternative pricing models for currency futures contracts In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1999 | Testing the life-cycle permanent income hypothesis using intra-year data for Sweden In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1999 | A seasonal analysis of Malaysian tourist arrivals to Australia In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2002 | Economic growth and technological catching up by Singapore to the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2002 | A cointegration analysis of annual tourism demand by Malaysia for Australia In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2002 | Cointegration analysis of metals futures In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2002 | Non-linear modelling and forecasting of S&P 500 volatility In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2004 | First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2004 | Modelling the asymmetric volatility of electronics patents in the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2003 | Modelling the Asymmetric Volatility of Electronics Patents in the USA.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Input–output structure and growth in China In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2003 | Input-output Structure and Growth in China.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Volatility models of currency futures in developed and emerging markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2003 | Volatility Models of Currency Futures in Developed and Emerging Markets.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2004 | Fat tails and asymmetry in financial volatility models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 23 |
| 2003 | Fat Tails and Asymmetry in Financial Volatility Models.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2004 | Asian monetary integration: a structural VAR approach In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 16 |
| 2003 | Asian Monetary Integration: A Structural VAR Approach.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2005 | Modelling the information content in insider trades in the Singapore exchange In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2005 | Estimation of Chinese agricultural production efficiencies with panel data In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2005 | Testing for contagion in ASEAN exchange rates In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 16 |
| 2005 | Related commodity markets and conditional correlations In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2005 | Speculation and destabilisation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2005 | Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2008 | Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2008 | Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2008 | Portfolio single index (PSI) multivariate conditional and stochastic volatility models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | How has volatility in metals markets changed? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 13 |
| 2008 | Is Greater China a currency union? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2008 | Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Mapping the Presidential Election Cycle in US stock markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 13 |
| 2009 | Modelling risk in agricultural finance: Application to the poultry industry in Taiwan In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 7 |
| 2009 | Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2009 | A risk map of international tourist regions in Spain In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Forecasting conditional correlations in stock, bond and foreign exchange markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2009 | ARMAX modelling of international tourism demand In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2011 | Monte Carlo option pricing with asymmetric realized volatility dynamics In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2012 | Testing for the Box–Cox parameter for an integrated process In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2009 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 77 |
| 2008 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
| 2019 | Establishing national carbon emission prices for China In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 1 |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 3 |
| 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2018 | Theory and application of an economic performance measure of risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2019 | Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2019 | Choosing expected shortfall over VaR in Basel III using stochastic dominance In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1987 | On exact and asymptotic tests of non-nested models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Modelling and forecasting daily international mass tourism to Peru In: Tourism Management. [Full Text][Citation analysis] | article | 4 |
| 2009 | Modelling and Forecasting Daily International Mass Tourism to Peru.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2008 | The Economics of Small Island Tourism In: Books. [Full Text][Citation analysis] | book | 3 |
| 2016 | Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | You’ve Got Email: a Workflow Management Extraction System In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Youve Got Email: A Workflow Management Extraction System.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | You’ve Got Email: A Workflow Management Extraction System.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Re-opening the silk road to transform chinese trade.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Recent topical research on global, energy, health & medical, and tourism economics, and global software.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA.(2017) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Impact of Psychological Needs on Luxury Consumption In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Impact of Psychological Needs on Luxury Consumption.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Impact of Psychological Needs on Luxury Consumption.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Stationarity and Invertibility of a Dynamic Correlation Matrix In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Stationarity and Invertibility of a Dynamic Correlation Matrix.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | A Generalized Email Classification System for Workflow Analysis In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Generalized Email Classification System for Workflow Analysis.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A Generalized Email Classification System for Workflow Analysis.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Challenges. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management.(2018) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Specification Testing of Production in a Stochastic Frontier Model.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | An Event Study of Chinese Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An Event Study of Chinese Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | An event study of chinese tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A statistical analysis of industrial penetration and internet intensity in Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Pricing Carbon Emissions in China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Pricing Carbon Emissions in China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Pricing carbon emissions in China.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | PRICING CARBON EMISSIONS IN CHINA.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Management Information, Decision Sciences, and Financial Economics : a connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Management Information, Decision Sciences, and Financial Economics: A Connection.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Bayesian analysis of realized matrix-exponential GARCH models.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Fake News and Indifference to Truth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pros and Cons of the Impact Factor in a Rapidly Changing Digital World In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pros and Cons of the Impact Factor in a Rapidly Changing Digital World.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Pros and cons of the impact factor in a rapidly changing digital world.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Simple Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Simple Market Timing with Moving Averages.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Why did Warrant Markets Close in China but not Taiwan? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Why did Warrant Markets Close in China but not Taiwan?.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Tinbergen Institute Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Financial Credit Risk and Core Enterprise Supply Chains In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Spurious Cross-Sectional Dependence in Credit Spread Changes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Spurious Cross-Sectional Dependence in Credit Spread Changes.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond: Comment In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyondâ€: Comment.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.(2018) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages.(2018) In: Risks. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2019 | Financial credit risk evaluation based on core enterprise supply chains.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Big data, computational science, economics, finance, marketing, management, and psychology: connections.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Financial inclusion and macroeconomic stability in emerging and frontier markets.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS.(2019) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam.(2019) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Energy consumption and economic growth: Evidence from Vietnam.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Rent Seeking for Export Licenses: Application to the Vietnam Rice Market In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Rent seeking for export licenses: Application to the Vietnam rice market.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Modelling the Relationship between Crude Oil and Agricultural Commodity Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Modeling the Relationship between Crude Oil and Agricultural Commodity Prices.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | Modelling the relationship between crude oil and agricultural commodity prices.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | CO2 Emissions, Energy Consumption and Economic Growth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model.(2019) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model.(2019) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Corporate Financial Distress of Industry Level Listings in an Emerging Market In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Corporate Financial Distress of Industry Level Listings in an Emerging Market.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2019 | The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2019 | Fake News and Propaganda: Trumps Democratic America and Hitlers National Socialist (Nazi) Germany In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Fake news and propaganda: Trumps Democratic America and Hitlers National Socialist (Nazi) Germany.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Risk Analysis of Energy in Vietnam In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Risk analysis of energy in Vietnam.(2019) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2019 | Drawbacks in the 3-Factor Approach of Fama and French (2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Modelling sustainable international tourism demand to the Brazilian Amazon In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Modelling Sustainable International Tourism Demand to the Brazilian Amazon.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling Sustainable International Tourism Demand to the Brazilian Amazon.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Does the ROMC have expertise, and can it forecast? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Does the FOMC Have Expertise, and Can It Forecast?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | A simple expected volatility (SEV) index In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | How Accurate are Government Forecast of Economic Fundamentals? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 18 |
| 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Econometric Analysis of Financial Derivatives In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The impact of jumps and leverage in forecasting covolatility.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice.(2018) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2015 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Daily Market News Sentiment and Stock Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Daily Market News Sentiment and Stock Prices.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Daily Market News Sentiment and Stock Prices.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Industrial Agglomeration and Use of the Internet In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Industrial Agglomeration and Use of the Internet.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Industrial Agglomeration and Use of the Internet.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Research Ideas for the Journal of Health & Medical Economics: Opinion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Research Ideas for the Journal of Health & Medical Economics: Opinion.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Behavioural, Financial, and Health & Medical Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Behavioural, Financial, and Health & Medical Economics: A Connection.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | From Disorder to Order In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | From Disorder to Order.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | From Disorder to Order.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies.(2016) In: Risks. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2015 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | The Fundamental Equation in Tourism Finance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Fundamental Equation in Tourism Finance.(2015) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Fundamental Equation in Tourism Finance.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | How are VIX and Stock Index ETF Related? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | How are VIX and Stock Index ETF Related?.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Prediction of Gas Concentration based on the Opposite Degree Algorithm.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Industrial Penetration and Internet Intensity In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Industrial penetration and internet intensity.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Management Science, Economics and Finance: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Management Science, Economics and Finance: A Connection.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Management science, economics and finance: A connection.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.(2017) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Estimating and forecasting generalized fractional Long memory stochastic volatility models.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Volatility spillovers for spot, futures, and ETF prices in energy and agriculture.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors.(2017) In: International Journal of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Simple Test for Causality in Volatility In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | A Simple Test for Causality in Volatility.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2016 | A Simple Test for Causality in Volatility.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2016 | Theravada Buddhism and Thai Luxury Fashion Consumption In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Theravada Buddhism and Thai Luxury Fashion Consumption.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Theravada Buddhism and Thai Luxury Fashion Consumption.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Joint and Cross-border Patents as Proxies for International Technology Diffusion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | The Fiction of Full BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The Fiction of Full BEKK.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Connecting VIX and Stock Index ETF In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Connecting VIX and Stock Index ETF.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Connecting VIX and Stock Index ETF.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the Volatility of Nikkei 225 Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Forecasting the Volatility of Nikkei 225 Futures.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the volatility of Nikkei 225 futures.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the volatility of Nikkei 225 futures.(2017) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing for volatility co-movement in bivariate stochastic volatility models.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 1990 | DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION..(1990) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1990 | Discrimination between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1990 | DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | ON THE ROBUSTNESS OF BARROS NEW CLASSICAL UNEMPLOYMENT MODEL. In: Australian National University - Department of Economics. [Citation analysis] | paper | 4 |
| 1990 | A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 3 |
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| 1995 | Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing..(1995) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | article | |
| 1989 | JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| 1991 | COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 3 |
| 1991 | Comparing the Empirical Performance of Alternative Demand Systems..(1991) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1991 | Comparing the Empirical Performance of Alternative Demand Systems.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1995 | Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 5 |
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| 2019 | Corporate Financial Distress of Industry Level Listings in Vietnam In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2020 | Risk Management of COVID-19 by Universities in China In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
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| 2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2019 | Market Risk Analysis of Energy in Vietnam In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2020 | Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2020 | Systematic Risk at the Industry Level: A Case Study of Australia In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2018 | Why Are Warrant Markets Sustained in Taiwan but Not in China? In: Sustainability. [Full Text][Citation analysis] | article | 7 |
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| 2018 | Confucius and Herding Behaviour in the Stock Markets in China and Taiwan In: Sustainability. [Full Text][Citation analysis] | article | 5 |
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| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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| 2002 | Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 25 |
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| 2008 | Scalar BEKK and indirect DCC In: Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
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| 2015 | Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China.(2015) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2012 | Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 3 |
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| 2012 | Estimating implied recovery rates from the term structure of CDS spreads In: KIER Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Estimating Implied Recovery Rates from the Term Structure of CDS Spreads.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2012 | Estimating Implied Recovery Rates from the Term Structure of CDS Spreads.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
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| 2013 | Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Volatility Spillovers from the US to Australia and China across the GFC.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2013 | A Fractionally Integrated Wishart Stochastic Volatility Model.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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| 2015 | Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
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| 2015 | Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 2009 | Modelling International Tourist Arrivals and Volatility: An Application to Taiwan.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 1978 | Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada In: Working Paper. [Citation analysis] | paper | 0 |
| 1979 | Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal In: Working Paper. [Citation analysis] | paper | 0 |
| 1979 | Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables In: Working Paper. [Citation analysis] | paper | 1 |
| 1979 | Problems of Estimating the Linear Expenditure System and its Related Forms In: Working Paper. [Citation analysis] | paper | 0 |
| 1979 | Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case In: Working Paper. [Citation analysis] | paper | 0 |
| 1980 | Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Paper. [Citation analysis] | paper | 0 |
| 1981 | Separate Misspecified Regressions In: Working Paper. [Citation analysis] | paper | 1 |
| 1981 | Exact Tests of a Model Against Non-Nested Alternatives In: Working Paper. [Citation analysis] | paper | 3 |
| 1985 | On the Consistency of Joint and Paired Tests for Non-Nested Regression Models In: Working Paper. [Citation analysis] | paper | 2 |
| 2006 | Realized volatility: a review In: Textos para discussão. [Full Text][Citation analysis] | paper | 162 |
| 2008 | Realized Volatility: A Review.(2008) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | article | |
| 1997 | Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs In: L'Actualité Economique. [Full Text][Citation analysis] | article | 1 |
| 2002 | Volatility of a Market Index and its Components: An Application to Commodity Markets In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Fake News and Indifference to Scientific Fact: President Trumps Confused Tweets on Global Warming, Climate Change and Weather.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Modelling the asymmetric volatility of anti-pollution patents in the USA In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
| 2005 | A new measure of innovation: The patent success ratio In: Scientometrics. [Full Text][Citation analysis] | article | 4 |
| 2005 | Antitrust environment and innovation In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | A capital adequacy buffer model In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2000 | Testing the risk premium and cost-of-carry hypotheses for currency futures contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2000 | A market-augmented model for SIMEX Brent crude oil futures contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Efficient estimation and testing of oil futures contracts in a mutual offset system In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Pricing of non-ferrous metals futures on the London Metal Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
| 2003 | Pricing of Non-ferrous Metals Futures on the London Metal Exchange.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2006 | Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2000 | Testing long-run neutrality using intra-year data In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2000 | A seasonal analysis of Asian tourist arrivals to Australia In: Applied Economics. [Full Text][Citation analysis] | article | 22 |
| 2001 | Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia In: Applied Economics. [Full Text][Citation analysis] | article | 34 |
| 2004 | Is a monetary union feasible for East Asia? In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2004 | Convergence and catching up in ASEAN: a comparative analysis In: Applied Economics. [Full Text][Citation analysis] | article | 31 |
| 2003 | Convergence and Catching Up in ASEAN: A Comparative Analysis.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2004 | Trends and volatilities in foreign patents registered in the USA In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2017 | An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2019 | Daily market news sentiment and stock prices In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2005 | Dynamic Asymmetric Leverage in Stochastic Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 24 |
| 2006 | Multivariate Stochastic Volatility: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 23 |
| 2006 | Multivariate Stochastic Volatility: A Review In: Econometric Reviews. [Full Text][Citation analysis] | article | 114 |
| 2006 | Asymmetric Multivariate Stochastic Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 38 |
| 2005 | Asymmetric Multivariate Stochastic Volatility.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | paper | |
| 2008 | Realized Volatility and Long Memory: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 71 |
| 2009 | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2005 | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The Endowment Effect in Games In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Earnings responses to disability benefit cuts In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Carpooling with heterogeneous users in the bottleneck model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Simplicity, scientific inference and econometric modelling In: Discussion Paper. [Full Text][Citation analysis] | paper | 18 |
| 2003 | Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Environmental Technology Strengths: International Rankings Based on US Patent Data In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Ecologically Sustainable Tourism Management In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Modelling International Travel Demand from Singapore to Australia In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 4 |
| 2003 | On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Testing the Box-Cox Parameter in an Integrated Process In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Cruising is Risky Business In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 1988 | Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 34 |
| 1989 | How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
| 2005 | Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modelling the Growth and Volatility in Daily International Mass Tourism to Peru In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2015 | International Technology Diffusion of Joint and Cross-border Patents (Revised version) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Drawbacks in the 3-factor approach of Fama and French In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2019 | CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2013 | EDITORIAL NOTE — Statement of Intent In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2014 | EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2017 | EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2018 | EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
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