26
H index
89
i10 index
3119
Citations
Michael McAleer : Citation Profile
National Tsing Hua University (99% share) | RESEARCH PRODUCTION: 275 Articles 845 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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39 years (1978 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Michael McAleer. | Is cited by:
| Cites to:
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Main data
Where Michael McAleer has published?
Recent works citing Michael McAleer (2017 and 2016)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Does the ARFIMA really shift?. (2017). delle Monache, Davide ; de Magistris, Paolo Santucci ; Grassi, Stefano . In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2016 | The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Asongu, Simplice ; Nwachukwu, Jacinta C. In: Working Papers. RePEc:agd:wpaper:16/010. Full description at Econpapers || Download paper | |
| 2016 | Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Asongu, Simplice ; Efobi, Uchenna . In: Working Papers. RePEc:agd:wpaper:16/017. Full description at Econpapers || Download paper | |
| 2016 | Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Asongu, Simplice ; Nwachukwu, Jacinta . In: Working Papers. RePEc:agd:wpaper:16/047. Full description at Econpapers || Download paper | |
| 2017 | Effects of globalization on peace and stability: Implications for governance and the knowledge economy of African countries. (2017). Asongu, Simplice ; Andres, Antonio ; Amavilah, Voxi . In: Working Papers. RePEc:agd:wpaper:17/014. Full description at Econpapers || Download paper | |
| 2016 | Asymmetric stochastic volatility in central and eastern European stock markets. (2016). Hepsag, Aycan . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:135-144. Full description at Econpapers || Download paper | |
| 2017 | “Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output settingâ€. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric . In: AQR Working Papers. RePEc:aqr:wpaper:201701. Full description at Econpapers || Download paper | |
| 2016 | On the stationarity of Dynamic Conditional Correlation models. (2016). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905. Full description at Econpapers || Download paper | |
| 2016 | Switching-GAS Copula Models With Application to Systemic Risk. (2016). Catania, Leopoldo ; Bernardi, Mauro . In: Papers. RePEc:arx:papers:1504.03733. Full description at Econpapers || Download paper | |
| 2016 | Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118. Full description at Econpapers || Download paper | |
| 2016 | The role of volume in order book dynamics: a multivariate Hawkes process analysis. (2016). Rambaldi, Marcello ; Lillo, Fabrizio ; Bacry, Emmanuel . In: Papers. RePEc:arx:papers:1602.07663. Full description at Econpapers || Download paper | |
| 2016 | Regime switching vine copula models for global equity and volatility indices. (2016). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Papers. RePEc:arx:papers:1604.05598. Full description at Econpapers || Download paper | |
| 2016 | Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models. (2016). Catania, Leopoldo ; Nonejad, Nima . In: Papers. RePEc:arx:papers:1605.00230. Full description at Econpapers || Download paper | |
| 2016 | Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Realized Measures. (2016). Wang, Chao ; Gerlach, Richard . In: Papers. RePEc:arx:papers:1612.08488. Full description at Econpapers || Download paper | |
| 2017 | Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175. Full description at Econpapers || Download paper | |
| 2017 | A note on the Nelson Cao inequality constraints in the GJR-GARCH model: Is there a leverage effect?. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1705.00535. Full description at Econpapers || Download paper | |
| 2016 | Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96. Full description at Econpapers || Download paper | |
| 2016 | Taking the Temperature: A Meta-Ranking of Economics Journals. (2016). Wohlrabe, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5726. Full description at Econpapers || Download paper | |
| 2016 | Monitoring tourism flows and destination management: Empirical evidence for Portugal. (2016). Rodrigues, Paulo ; Andraz, Jorge . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2016_04. Full description at Econpapers || Download paper | |
| 2016 | Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say Probably Not. (2016). Sokolova, Anna ; Havranek, Tomas. In: Working Papers. RePEc:cnb:wpaper:2016/08. Full description at Econpapers || Download paper | |
| 2016 | Taxonomia y Dinamica de las Expectativas Economicas de los Empresarios Industriales en Uruguay. Un Analisis de Conglomerados. (2016). Lanzilotta, Bibiana ; Mernies, Bibiana Lanzilotta . In: REVISTA DE ECONOMÃA DEL ROSARIO. RePEc:col:000151:014258. Full description at Econpapers || Download paper | |
| 2017 | On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2017 | Testing for Extreme Volatility Transmission with Realized Volatility Measures. (2017). Tokpavi, Sessi ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles ; Boucher, Christophe . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-20. Full description at Econpapers || Download paper | |
| 2016 | Modelling Oil Price Volatility with the Beta-Skew-t-EGARCH Framework. (2016). Salisu, Afees. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00762. Full description at Econpapers || Download paper | |
| 2016 | Dynamic relationship between tourism and economic growth in MERCOSUR countries: a nonlinear approach based on asymmetric time series models. (2016). Lanzilotta, Bibiana ; Brida, Juan ; Pizzolon, Fiorella . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00221. Full description at Econpapers || Download paper | |
| 2016 | Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683. Full description at Econpapers || Download paper | |
| 2017 | Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Hallin, Marc ; Barigozzi, Matteo ; Soccorsi, Stefano . In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676. Full description at Econpapers || Download paper | |
| 2016 | Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34. Full description at Econpapers || Download paper | |
| 2017 | Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America. (2017). Iglesias, Emma ; Haughton, Andre Yone . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-57. Full description at Econpapers || Download paper | |
| 2016 | Volatility Transmission in Crude Oil, Gold, Standard and Poor’s 500 and US Dollar Index Futures using Vector Autoregressive Multivariate Generalized Autoregressive Conditional Heteroskedasticity Mod. (2016). Bunnag, Tanattrin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-01-07. Full description at Econpapers || Download paper | |
| 2016 | The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23. Full description at Econpapers || Download paper | |
| 2016 | Nonlinear and time-varying growth-tourism causality. (2016). Liu, Shiao-Yen ; Wu, Po-Chin ; Huang, Tsai-Yuan ; Hsiao, Juei-Ming . In: Annals of Tourism Research. RePEc:eee:anture:v:59:y:2016:i:c:p:45-59. Full description at Econpapers || Download paper | |
| 2016 | Forecasting city arrivals with Google Analytics. (2016). Gunter, Ulrich ; Onder, Irem . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:199-212. Full description at Econpapers || Download paper | |
| 2016 | Tourism and economic growth: Does democracy matter?. (2016). Filis, George ; Antonakakis, Nikolaos ; Eeckels, Bruno ; Dragouni, Mina . In: Annals of Tourism Research. RePEc:eee:anture:v:61:y:2016:i:c:p:258-264. Full description at Econpapers || Download paper | |
| 2016 | Identifying the determinants of energy intensity in China: A Bayesian averaging approach. (2016). Zhang, Dayong ; Wei, Yi-Ming ; Cao, Hong. In: Applied Energy. RePEc:eee:appene:v:168:y:2016:i:c:p:672-682. Full description at Econpapers || Download paper | |
| 2017 | The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36. Full description at Econpapers || Download paper | |
| 2016 | Estimation and empirical performance of non-scalar dynamic conditional correlation models. (2016). Bauwens, Luc ; Ortega, Juan-Pablo ; Grigoryeva, Lyudmila . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:17-36. Full description at Econpapers || Download paper | |
| 2016 | The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185. Full description at Econpapers || Download paper | |
| 2016 | Matrix exponential stochastic volatility with cross leverage. (2016). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:331-350. Full description at Econpapers || Download paper | |
| 2016 | Confidence intervals for ARMA–GARCH Value-at-Risk: The case of heavy tails and skewness. (2016). Spierdijk, Laura . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:545-559. Full description at Econpapers || Download paper | |
| 2016 | Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. (2016). Sucarrat, Genaro ; Escribano, Alvaro ; Gronneberg, Steffen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:582-594. Full description at Econpapers || Download paper | |
| 2016 | Dynamic equicorrelation stochastic volatility. (2016). Omori, Yasuhiro ; Kurose, Yuta . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:795-813. Full description at Econpapers || Download paper | |
| 2017 | Robust estimation in stochastic frontier models. (2017). Kang, Jiwon ; Oh, Dong-Hyun ; Song, Junmo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:243-267. Full description at Econpapers || Download paper | |
| 2016 | Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation. (2016). Kim, Minjo ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:94:y:2016:i:c:p:1-19. Full description at Econpapers || Download paper | |
| 2016 | Feasibility of a currency union in East Asia using the five-variable structural vector autoregressive model. (2016). Shafighi, Najla ; Gharleghi, Behrooz . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:52:y:2016:i:c:p:45-54. Full description at Econpapers || Download paper | |
| 2016 | Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model. (2016). Kagraoka, Yusho . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:609-617. Full description at Econpapers || Download paper | |
| 2016 | Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897. Full description at Econpapers || Download paper | |
| 2016 | Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches. (2016). Masih, Abul ; Rahim, Adam Mohamed . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:425-438. Full description at Econpapers || Download paper | |
| 2016 | Further application of Narayan and Liu (2015) unit root model for trending time series. (2016). Salisu, Afees ; ADELEKE, Adegoke. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:305-314. Full description at Econpapers || Download paper | |
| 2016 | Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147. Full description at Econpapers || Download paper | |
| 2016 | Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292. Full description at Econpapers || Download paper | |
| 2016 | On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230. Full description at Econpapers || Download paper | |
| 2017 | Effective timing of tourism policy: The case of Singapore. (2017). Agiomirgianakis, George ; Serenis, Dimitrios ; Tsounis, Nicholas . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:29-38. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26. Full description at Econpapers || Download paper | |
| 2017 | Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi D ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272. Full description at Econpapers || Download paper | |
| 2017 | US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39. Full description at Econpapers || Download paper | |
| 2017 | The relevance and relative robustness of sources of inflation bias in Pakistan. (2017). Balli, Faruk ; Rehman, Muhammad ; Hayat, Zafar . In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:283-303. Full description at Econpapers || Download paper | |
| 2016 | Volatility transmission across currencies and commodities with US uncertainty measures. (2016). , Ahmed ; Ramchander, Sanjay ; Hammoudeh, Shawkat ; Otranto, Edoardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83. Full description at Econpapers || Download paper | |
| 2016 | Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171. Full description at Econpapers || Download paper | |
| 2017 | Informativeness of the market news sentiment in the Taiwan stock market. (2017). Hsu, Yen-Ju ; Chen, Jen-Nan ; Wei, Yu-Chen ; Lu, Yang-Cheng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:158-181. Full description at Econpapers || Download paper | |
| 2016 | Ecotourism and fishing in a common ground of two interacting species. (2016). Paul, Prosenjit ; Ghorai, Abhijit ; Kar, T K. In: Ecological Modelling. RePEc:eee:ecomod:v:328:y:2016:i:c:p:1-13. Full description at Econpapers || Download paper | |
| 2016 | â„“1-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors. (2016). Medeiros, Marcelo ; Mendes, Eduardo F. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:255-271. Full description at Econpapers || Download paper | |
| 2016 | Inference in VARs with conditional heteroskedasticity of unknown form. (2016). Trenkler, Carsten ; Jentsch, Carsten ; Bruggemann, Ralf . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:69-85. Full description at Econpapers || Download paper | |
| 2016 | Exploiting the errors: A simple approach for improved volatility forecasting. (2016). Quaedvlieg, Rogier ; Patton, Andrew ; Bollerslev, Tim . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:1-18. Full description at Econpapers || Download paper | |
| 2016 | Bayesian semiparametric modeling of realized covariance matrices. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:1:p:19-39. Full description at Econpapers || Download paper | |
| 2017 | Inference and testing on the boundary in extended constant conditional correlation GARCH models. (2017). Pedersen, Rasmus. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:23-36. Full description at Econpapers || Download paper | |
| 2017 | Tests for conditional ellipticity in multivariate GARCH models. (2017). Francq, Christian ; Meintanis, S G ; Jimenez-Gamero, M D. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:305-319. Full description at Econpapers || Download paper | |
| 2017 | Fitting a two phase threshold multiplicative error model. (2017). Perera, Indeewara ; Koul, Hira L. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:348-367. Full description at Econpapers || Download paper | |
| 2017 | Chasing volatility. (2017). Caporin, Massimiliano ; de Magistris, Paolo Santucci ; Rossi, Eduardo . In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145. Full description at Econpapers || Download paper | |
| 2016 | Default probability estimation via pair copula constructions. (2016). Dalla Valle, Luciana ; Manelli, Claudio ; Tarantola, Claudia ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:1:p:298-311. Full description at Econpapers || Download paper | |
| 2016 | Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, A K. In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:2:p:465-475. Full description at Econpapers || Download paper | |
| 2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; BarunÃÂk, Jozef ; Krehlik, Tomas ; Barunik, Jozef . In: European Journal of Operational Research. RePEc:eee:ejores:v:251:y:2016:i:1:p:329-340. Full description at Econpapers || Download paper | |
| 2016 | On moment non-explosions for Wishart-based stochastic volatility models. (2016). DA FONSECA, José. In: European Journal of Operational Research. RePEc:eee:ejores:v:254:y:2016:i:3:p:889-894. Full description at Econpapers || Download paper | |
| 2016 | Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232. Full description at Econpapers || Download paper | |
| 2016 | A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets. (2016). Nielsen, Morten ; Dolatabadi, Sepideh ; Xu, Ke. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:623-639. Full description at Econpapers || Download paper | |
| 2016 | Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57. Full description at Econpapers || Download paper | |
| 2016 | Linking the gas and oil markets with the stock market: Investigating the U.S. relationship. (2016). Gatfaoui, Hayette. In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:5-16. Full description at Econpapers || Download paper | |
| 2016 | Evolution of the world crude oil market integration: A graph theory analysis. (2016). Ji, Qiang ; Fan, Ying . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:90-100. Full description at Econpapers || Download paper | |
| 2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk. (2016). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:159-172. Full description at Econpapers || Download paper | |
| 2016 | Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2016). Basher, Syed ; Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:235-247. Full description at Econpapers || Download paper | |
| 2016 | Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models. (2016). Qu, Hui ; Li, Xindan ; Niu, Mengyi ; Chen, Wei . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:68-76. Full description at Econpapers || Download paper | |
| 2016 | Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214. Full description at Econpapers || Download paper | |
| 2016 | Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ziveyi, Jonathan ; Ignatieva, Katja . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228. Full description at Econpapers || Download paper | |
| 2016 | The relationships between petroleum and stock returns: An asymmetric dynamic equi-correlation approach. (2016). Liu, LI ; Pan, Zhiyuan ; Wang, Yudong . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:453-463. Full description at Econpapers || Download paper | |
| 2016 | Fossil fuel price uncertainty and feedstock edible oil prices: Evidence from MGARCH-M and VIRF analysis. (2016). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Do, Hung Xuan . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:16-27. Full description at Econpapers || Download paper | |
| 2016 | Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294. Full description at Econpapers || Download paper | |
| 2016 | Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49. Full description at Econpapers || Download paper | |
| 2016 | Hedging strategy for ethanol processing with copula distributions. (2016). Wilson, William ; Awudu, Iddrisu ; Dahl, Bruce . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:59-65. Full description at Econpapers || Download paper | |
| 2016 | How is volatility in commodity markets linked to oil price shocks?. (2016). Manera, Matteo ; Behmiri, Niaz Bashiri ; Ahmadi, Maryam . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:11-23. Full description at Econpapers || Download paper | |
| 2016 | Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. (2016). Alsalman, Zeina . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:251-260. Full description at Econpapers || Download paper | |
| 2016 | Forecasting the volatility of crude oil futures using HAR-type models with structural breaks. (2016). Wen, Fenghua ; Cai, Shenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:400-413. Full description at Econpapers || Download paper | |
| 2017 | The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Kayalar, Derya Ezgi ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173. Full description at Econpapers || Download paper | |
| 2016 | Another January effect—Evidence from stock split announcements. (2016). Beladi, Hamid ; Hu, May ; Chao, Chi Chur . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:123-138. Full description at Econpapers || Download paper | |
| 2016 | Will the crisis “tear us apart� Evidence from the EU. (2016). Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360. Full description at Econpapers || Download paper | |
| 2016 | International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255. Full description at Econpapers || Download paper | |
| 2016 | Asymmetries of the intraday return-volatility relation. (2016). Frijns, Bart ; Badshah, Ihsan ; Tourani-Rad, Alireza ; Knif, Johan . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:182-192. Full description at Econpapers || Download paper | |
| 2016 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220. Full description at Econpapers || Download paper | |
| 2016 | Dynamic spillover effects in futures markets: UK and US evidence. (2016). Antonakakis, Nikolaos ; Kizys, Renatas ; Floros, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:406-418. Full description at Econpapers || Download paper | |
| 2017 | Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26. Full description at Econpapers || Download paper | |
| 2016 | Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, XU ; Zhu, Lixing . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21. 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) |
Works by Michael McAleer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1985 | What Will Take the Con out of Econometrics? In: American Economic Review. [Full Text][Citation analysis] | article | 73 |
| 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: 73 | 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 | 0 |
| 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 | 4 |
| 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 | 36 |
| 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: 36 | 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 Long-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 | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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: 2 | 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: 2 | paper | |
| 2016 | Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 0 |
| 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: 0 | 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: 0 | paper | |
| 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: 0 | 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: 0 | 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 | 21 |
| 1998 | Cointegration Analysis of Seasonal Time Series..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | 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 | 8 |
| 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 | 1 |
| 2002 | Recent Theoretical Results for Time Series Models with GARCH Errors. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 59 |
| 2004 | An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 19 |
| 2004 | Econometric modelling of non-ferrous metal prices In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 20 |
| 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 | 7 |
| 2007 | MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
| 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 | 12 |
| 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: 12 | 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: 12 | 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: 12 | 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: 12 | 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 |
| 2010 | A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 5 |
| 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: 5 | paper | |
| 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: 5 | 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 | 4 |
| 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: 4 | paper | |
| 2011 | WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG In: Journal of Economic Surveys. [Citation analysis] | article | 10 |
| 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: 10 | 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: 10 | 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: 10 | 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 | 31 |
| 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: 31 | 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: 31 | 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: 31 | 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: 31 | paper | |
| 2014 | EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 8 |
| 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: 8 | 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: 8 | 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: 8 | paper | |
| 1993 | Econometric Issues in Macroeconomic Models with Generated Regressors. In: Journal of Economic Surveys. [Citation analysis] | article | 67 |
| 1994 | Sherlock Holmes and the Search for Truth: A Diagnostic Tale. In: Journal of Economic Surveys. [Citation analysis] | article | 22 |
| 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 | 3 |
| 2008 | Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | A general asymptotic theory for time-series models In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | paper | |
| 2011 | Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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: 5 | paper | |
| 2013 | Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 1 |
| 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: 1 | 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: 1 | 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: 1 | 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: 1 | paper | |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 5 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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: 5 | 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: 5 | 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 | 0 |
| 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: 0 | 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: 0 | 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 | 58 |
| 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: 58 | 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: 58 | paper | |
| 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: 58 | paper | |
| 2011 | Crude oil hedging strategies using dynamic multivariate GARCH.(2011) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 71 |
| 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: 71 | paper | |
| 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: 71 | paper | |
| 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: 71 | 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: 71 | 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: 71 | 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: 71 | article | |
| 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: CIRJE F-Series. [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: Econometric Institute Research Papers. [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 | 0 |
| 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: 0 | 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: 0 | paper | |
| 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: 0 | 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: 0 | 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 | 0 |
| 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: 0 | paper | |
| 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: 0 | 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: 0 | 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: 0 | 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 | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion 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 | |
| 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 | |
| 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 | 12 |
| 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: 12 | 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: 12 | 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: 12 | 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: Documentos de Trabajo del ICAE. [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: CIRJE F-Series. [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 | 13 |
| 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: 13 | article | |
| 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: 13 | paper | |
| 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: 13 | paper | |
| 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 | 26 |
| 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: 26 | 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: 26 | paper | |
| 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 36 |
| 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: 36 | article | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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: 0 | paper | |
| 2010 | Modelling and Forecasting Noisy Realized Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2012 | Modelling and forecasting noisy realized volatility.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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: 14 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2009 | Modelling and Forecasting Noisy Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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: 14 | 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 | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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: 2 | 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 | 21 |
| 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: 21 | 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: 21 | 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: 21 | 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: 21 | paper | |
| 2010 | Block Structure Multivariate Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Block Structure Multivariate Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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 | 7 |
| 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: 7 | paper | |
| 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: 7 | 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: 7 | 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: 7 | 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 |
| 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 | 1 |
| 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: 1 | paper | |
| 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: 1 | 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: 1 | 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: 1 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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: 11 | 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: 11 | 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: 11 | 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 | 4 |
| 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: 4 | 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: 4 | 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: 4 | paper | |
| 2010 | Risk Management of Precious Metals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 49 |
| 2011 | Risk Management of Precious Metals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2010 | Risk management of precious metals.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | 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: 49 | paper | |
| 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: 49 | article | |
| 2010 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | article | |
| 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: 6 | paper | |
| 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: 6 | 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: 6 | paper | |
| 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 |
| 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 | |
| 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 | |
| 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 | |
| 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 | 0 |
| 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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 | 1 |
| 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: 1 | paper | |
| 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: 1 | 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: 1 | article | |
| 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: 1 | paper | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | paper | |
| 2010 | Asymmetry and Long Memory in Volatility Modelling In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | 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: 8 | 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: 8 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | article | |
| 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: 13 | paper | |
| 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: 13 | 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: 13 | 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 | 1 |
| 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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 | 9 |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Alternative Asymmetric Stochastic Volatility Models.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 3 |
| 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: 3 | 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: 3 | paper | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | paper | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | 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 | 6 |
| 2012 | Asymmetric adjustments in the ethanol and grains markets.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 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: 6 | paper | |
| 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: 6 | 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: 6 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | article | |
| 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: 11 | 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: 11 | 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: 11 | paper | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | article | |
| 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: 1 | 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: 1 | paper | |
| 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: 1 | paper | |
| 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 | 4 |
| 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: 4 | 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: 4 | paper | |
| 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: 4 | paper | |
| 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: 4 | article | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | paper | |
| 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: 11 | 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: 11 | paper | |
| 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: 11 | article | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | 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: 0 | article | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | article | |
| 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: 6 | 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: 6 | 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: 6 | paper | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | paper | |
| 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: 6 | 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: 6 | paper | |
| 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: 6 | article | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | paper | |
| 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: 2 | 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: 2 | 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: KIER Working 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 | Analyzing Fixed-event Forecast Revisions In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Analyzing fixed-event forecast revisions.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Analyzing Fixed-Event Forecast Revisions.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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: 4 | 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: 4 | paper | |
| 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 | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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: 2 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | article | |
| 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: 0 | paper | |
| 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: 0 | 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: 0 | 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: 0 | 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 | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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 | 1 |
| 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: 1 | 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: 1 | 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: 1 | article | |
| 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: 1 | paper | |
| 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 | 1 |
| 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: 1 | article | |
| 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: 1 | 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: 1 | 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: 1 | 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: 1 | paper | |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics.(2012) In: Emory Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 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: 10 | 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: 10 | 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: 10 | 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: 10 | 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: 10 | paper | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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: 11 | 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: 11 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 21 |
| 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: 21 | 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: 21 | 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: 21 | 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: 21 | 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: 21 | 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: 21 | 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: 21 | article | |
| 2012 | Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | article | |
| 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: 9 | paper | |
| 2012 | Risk Management and Financial Derivatives:An Overview.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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: 9 | paper | |
| 2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 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: 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: 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: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 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: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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: KIER Working 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: 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: Documentos de Trabajo del ICAE. [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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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: 3 | 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: 3 | 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: Documentos de Trabajo del ICAE. [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: 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: Econometric Institute Research 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 | |
| 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 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | 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: 15 | 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: 15 | 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: 15 | 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: 15 | 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: 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 | 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 | Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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 | 18 |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | 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: 18 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | paper | |
| 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: 10 | article | |
| 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: 10 | paper | |
| 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: 10 | 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: 10 | paper | |
| 2013 | Risk Modeling and Management: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | 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: 0 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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: Econometric Institute Research Papers. [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: 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 | |
| 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 |
| 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 | 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 | |
| 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 | 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 | 0 |
| 2016 | A capital adequacy buffer model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | paper | |
| 2014 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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: 3 | article | |
| 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: 3 | 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: 3 | paper | |
| 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 |
| 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 | |
| 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 | |
| 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 | |
| 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 | 1 |
| 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: 1 | 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: 1 | 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: 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: 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: 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: 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: 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: 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 | 1 |
| 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: 1 | article | |
| 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: 1 | paper | |
| 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: 1 | paper | |
| 2014 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | paper | |
| 2014 | A Tourism Financial Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | A Tourism Financial Conditions Index.(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 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: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 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: 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 | 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 | 4 |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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: 4 | 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: 4 | paper | |
| 2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Advances in financial risk management and economic policy uncertainty: An overview.(2015) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 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: 6 | 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: 6 | 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 |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 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 | 0 |
| 2014 | On the Invertibility of EGARCH.(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.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | On the Invertibility of EGARCH.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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: 0 | paper | |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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: 5 | paper | |
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
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| 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: 1 | paper | |
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| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 2 |
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| 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 | 18 |
| 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: 18 | paper | |
| 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: 18 | paper | |
| 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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 | 4 |
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| 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: 4 | paper | |
| 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: 4 | paper | |
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| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | paper | |
| 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: 8 | 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: 8 | paper | |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | 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 future markets.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | Asymmetry and Leverage in Realized Volatility In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 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 | Asymmetry and Leverage in Realized Volatility.(2009) In: CIRJE F-Series. [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 | 14 |
| 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: 14 | article | |
| 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: 14 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
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| 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 |
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| 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 | |
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| 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 | 1 |
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| 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: 12 | paper | |
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| 1982 | Testing Separate Regression Models Subject to Specification Error.(1982) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1981 | Testing Separate Regression Models Subject to Specification Error.(1981) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1986 | A further result on the sign of restricted least-squares estimates In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1992 | Properties of ordinary least squares estimators in regression models with nonspherical disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 1995 | The significance of testing empirical non-nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2006 | Modeling dynamic conditional correlations in WTI oil forward and futures returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 24 |
| 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: 24 | 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 | 12 |
| 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 | 12 |
| 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 | 0 |
| 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 | 0 |
| 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 | 4 |
| 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 | 6 |
| 2002 | Cointegration analysis of metals futures In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2002 | Non-linear modelling and forecasting of S&P 500 volatility In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 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 | 0 |
| 2004 | Modelling the asymmetric volatility of electronics patents in the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 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: 0 | paper | |
| 2004 | Input–output structure and growth in China In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2003 | Input-output Structure and Growth in China.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | 18 |
| 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: 18 | paper | |
| 2004 | Asian monetary integration: a structural VAR approach In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 14 |
| 2003 | Asian Monetary Integration: A Structural VAR Approach.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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 | 10 |
| 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 | 2 |
| 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 | 7 |
| 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 | 0 |
| 2009 | Mapping the Presidential Election Cycle in US stock markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 6 |
| 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 | 6 |
| 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 | 9 |
| 2009 | A risk map of international tourist regions in Spain In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 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 | 2 |
| 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 | 2 |
| 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 | 48 |
| 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: 48 | 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 | 1 |
| 1987 | On exact and asymptotic tests of non-nested models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 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 | |
| 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 | 0 |
| 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: 0 | paper | |
| 2008 | Modelling sustainable international tourism demand to the Brazilian Amazon In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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 | 7 |
| 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: 7 | 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: 7 | 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 |
| 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 | On the Invertibility of EGARCH(p,q) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 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 | 0 |
| 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: 0 | 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: 0 | 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 | 0 |
| 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: 0 | 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: 0 | 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 | 0 |
| 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: 0 | 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: 0 | paper | |
| 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 2016 | A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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 | 0 |
| 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: 0 | 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 | 1 |
| 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: 1 | 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: 1 | 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 |
| 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: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 0 |
| 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: 0 | 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: 0 | paper | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | 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 |
| 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 | 0 |
| 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: 0 | 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: 0 | 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 | 0 |
| 2017 | A Simple Test for Causality in Volatility.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | paper | |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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 | 0 |
| 2017 | Joint and Cross-border Patents as Proxies for International Technology Diffusion.(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.(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 Spot and Futures Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 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 | |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1989 | A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 3 |
| 1989 | ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 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 | 3 |
| 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 |
| 1990 | Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing. In: Australian National University - Department of Economics. [Citation analysis] | paper | 41 |
| 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: 41 | 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 | 4 |
| 1995 | Testing Nested and Non-Nested Periodically Integrated Autoregressive Models.(1995) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | The Journal of Risk and Financial Management in Open Access In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 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: 0 | 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: 0 | 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: 0 | 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 | 0 |
| 2004 | Modelling Environmental Risk In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 1998 | Switching Orthogonality. In: International Economic Review. [Citation analysis] | article | 0 |
| 1997 | Revisiting Tobins 1950 Study of Food Expenditure: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Financial volatility: an introduction In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
| 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 | 27 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 16 |
| 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
| 2008 | Scalar BEKK and indirect DCC In: Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2012 | Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China In: KIER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | 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: 14 | paper | |
| 2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Estimating implied recovery rates from the term structure of CDS spreads In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 2012 | Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2013 | A Fractionally Integrated Wishart Stochastic Volatility Model In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A fractionally integrated Wishart stochastic volatility model.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | A Fractionally Integrated Wishart Stochastic Volatility Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | |
| 2015 | Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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: 0 | paper | |
| 1982 | Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1982 | Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function..(1982) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2006 | Dynamic Asymmetric GARCH In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1987 | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
| 2009 | Modeling Exchange Rate and Industrial Commodity Volatility Transmissions In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Modelling International Tourist Arrivals and Volatility: An Application to Taiwan In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | paper | |
| 2007 | On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 1978 | Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada In: Working Papers. [Citation analysis] | paper | 0 |
| 1979 | Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal In: Working Papers. [Citation analysis] | paper | 0 |
| 1979 | Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables In: Working Papers. [Citation analysis] | paper | 0 |
| 1979 | Problems of Estimating the Linear Expenditure System and its Related Forms In: Working Papers. [Citation analysis] | paper | 0 |
| 1979 | Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case In: Working Papers. [Citation analysis] | paper | 0 |
| 1980 | The Interpretation of the Cox Test in Econometrics In: Working Papers. [Citation analysis] | paper | 2 |
| 1980 | Principles and Methods in the Testing of Alternative Models In: Working Papers. [Citation analysis] | paper | 0 |
| 1980 | Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Papers. [Citation analysis] | paper | 0 |
| 1980 | Two Papers on Linear Models In: Working Papers. [Citation analysis] | paper | 0 |
| 1980 | Two Papers on Model Testing and Discrimination In: Working Papers. [Citation analysis] | paper | 0 |
| 1981 | Separate Misspecified Regressions In: Working Papers. [Citation analysis] | paper | 2 |
| 1981 | Exact Tests of a Model Against Non-Nested Alternatives In: Working Papers. [Citation analysis] | paper | 1 |
| 1985 | On the Consistency of Joint and Paired Tests for Non-Nested Regression Models In: Working Papers. [Citation analysis] | paper | 2 |
| 2006 | Realized volatility: a review In: Textos para discussão. [Full Text][Citation analysis] | paper | 106 |
| 2008 | Realized Volatility: A Review.(2008) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 106 | 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 |
| 2000 | Testing the risk premium and cost-of-carry hypotheses for currency futures contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 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 | 15 |
| 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: 15 | 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 | 7 |
| 2000 | Testing long-run neutrality using intra-year data In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2000 | A seasonal analysis of Asian tourist arrivals to Australia In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 2001 | Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
| 2004 | Is a monetary union feasible for East Asia? In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
| 2004 | Convergence and catching up in ASEAN: a comparative analysis In: Applied Economics. [Full Text][Citation analysis] | article | 20 |
| 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: 20 | 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 | 1 |
| 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 | 19 |
| 2006 | Multivariate Stochastic Volatility: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 21 |
| 2006 | Multivariate Stochastic Volatility: A Review In: Econometric Reviews. [Full Text][Citation analysis] | article | 85 |
| 2006 | Asymmetric Multivariate Stochastic Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 30 |
| 2005 | Asymmetric Multivariate Stochastic Volatility.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | paper | |
| 2008 | Realized Volatility and Long Memory: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 36 |
| 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 | 2 |
| 2015 | The Endowment Effect in Games In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Matching and Winning? The Impact of Upper and Middle Managers on Team Performance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Connecting VIX and Stock Index ETF In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | The Fiction of Full BEKK In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Fiction of Full BEKK.(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: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory 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 | 16 |
| 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 | 1 |
| 2003 | Ecologically Sustainable Tourism Management In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 3 |
| 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 | Modelling and Forecasting Daily International Mass Tourism to Peru In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 2 |
| 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 | 26 |
| 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 | 12 |
| 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 |
| 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 |
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