29
H index
107
i10 index
4047
Citations
Michael McAleer : Citation Profile
Asia University (99% share) | RESEARCH PRODUCTION: 326 Articles 974 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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40 years (1978 - 2018). 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 (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2017 | Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model. (2017). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-28. Full description at Econpapers || Download paper | |
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2017 | Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly. Full description at Econpapers || Download paper | |
| 2017 | Speculation in Commodity Futures Markets, Inventories and the Price of Crude Oil. (2017). Byun, Sung Je ; Je, Sung. In: The Energy Journal. RePEc:aen:journl:ej38-5-byun. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Asongu, Simplice ; Pyke, Chris ; Nwachukwu, Jacinta C ; le Roux, Sara. In: AFEA Working Papers. RePEc:afe:wpaper:18/024. 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 Heinrich. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/014. Full description at Econpapers || Download paper | |
| 2017 | The Role of Openness in the Effect of ICT on Governance. (2017). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/050. Full description at Econpapers || Download paper | |
| 2018 | The Mobile Phone as an Argument for Good Governance in Sub-Saharan Africa. (2018). Nwachukwu, Jacinta ; le Roux, Sara ; Asongu, Simplice ; Pyke, Chris. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/029. Full description at Econpapers || Download paper | |
| 2018 | The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111. Full description at Econpapers || Download paper | |
| 2017 | An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665. 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 | |
| 2017 | “Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programmingâ€. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706. Full description at Econpapers || Download paper | |
| 2017 | “What really matters is the economic performance: Positioning tourist destinations by means of perceptual mapsâ€. (2017). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:201707. Full description at Econpapers || Download paper | |
| 2018 | “Tracking economic growth by evolving expectations via genetic programming: A two-step approachâ€. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201801. Full description at Econpapers || Download paper | |
| 2018 | “A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristicsâ€. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201802. Full description at Econpapers || Download paper | |
| 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 New Class of Discrete-time Stochastic Volatility Model with Correlated Errors. (2017). Mukhoti, Sujay ; Ranjan, Pritam . In: Papers. RePEc:arx:papers:1703.06603. 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 | |
| 2017 | Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution. (2017). Wang, Chao ; Gerlach, Richard ; Chen, Qian. In: Papers. RePEc:arx:papers:1707.03715. Full description at Econpapers || Download paper | |
| 2018 | New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866. Full description at Econpapers || Download paper | |
| 2018 | Total, asymmetric and frequency connectedness between oil and forex markets. (2018). KoÄenda, Evžen ; BarunÃÂk, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980. Full description at Econpapers || Download paper | |
| 2018 | A Predictive Model for Oil Market under Uncertainty: Data-Driven System Dynamics Approach. (2018). Aghaei, Sina ; Fekri, Masoud ; Langroudi, Amirreza Safari. In: Papers. RePEc:arx:papers:1808.04150. Full description at Econpapers || Download paper | |
| 2018 | Robust risk aggregation with neural networks. (2018). Eckstein, Stephan ; Pohl, Mathias ; Kupper, Michael. In: Papers. RePEc:arx:papers:1811.00304. Full description at Econpapers || Download paper | |
| 2018 | Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045. Full description at Econpapers || Download paper | |
| 2018 | Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149. Full description at Econpapers || Download paper | |
| 2018 | Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802. Full description at Econpapers || Download paper | |
| 2018 | The G-20 regulatory agenda and bank risk. (2018). Cabrera, Matias ; Nieto, Maria J ; Dwyer, Gerald P. In: Working Papers. RePEc:bde:wpaper:1829. Full description at Econpapers || Download paper | |
| 2018 | A review of research on regulation changes in the Asiaâ€Pacific region. (2018). Chang, Millicent ; Wee, Marvin ; Jackson, Andrew B. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:635-667. Full description at Econpapers || Download paper | |
| 2018 | Real estates information and volatility links with stock, bond and money markets. (2018). Mi, Lin ; Hodgson, Allan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:465-491. Full description at Econpapers || Download paper | |
| 2018 | DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361. Full description at Econpapers || Download paper | |
| 2018 | DOES THE GREAT RECESSION IMPLY THE END OF THE GREAT MODERATION? INTERNATIONAL EVIDENCE. (2018). Darné, Olivier ; Charles, Amlie ; Ferrara, Laurent ; Darne, Olivier. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:745-760. Full description at Econpapers || Download paper | |
| 2017 | Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuán López, Ana ; Dawson, Philip J ; Sanjuan-Lopez, Ana I. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838. Full description at Econpapers || Download paper | |
| 2018 | Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835. Full description at Econpapers || Download paper | |
| 2017 | Modeling economic growth with tourism for small open economies. (2017). Kumar, Ronald ; Stauvermann, Peter Josef. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:1001-1018. Full description at Econpapers || Download paper | |
| 2017 | Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542. Full description at Econpapers || Download paper | |
| 2017 | Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48. Full description at Econpapers || Download paper | |
| 2018 | Markov-switching quantile autoregression: a Gibbs sampling approach. (2018). Luger, Richard ; Liu, Xiaochun ; Richard, LUGER ; Xiaochun, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:0:n:4. Full description at Econpapers || Download paper | |
| 2018 | A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns. (2018). Haas, Markus ; Ji-Chun, Liu ; Markus, Haas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:3:p:27:n:3. Full description at Econpapers || Download paper | |
| 2017 | Publication Performance vs. Influence: On the Questionable Value of Quality Weighted Publication Rankings. (2017). Wohlrabe, Klaus ; Thomas, Tobias ; Haucap, Justus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6818. Full description at Econpapers || Download paper | |
| 2018 | Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167. Full description at Econpapers || Download paper | |
| 2018 | Consistent Non-Gaussian Pseudo Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1802. Full description at Econpapers || Download paper | |
| 2018 | Specification Tests for Non-Gaussian Maximum Likelihood Estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2018_1804. Full description at Econpapers || Download paper | |
| 2018 | Consistent non-Gaussian pseudo maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12682. Full description at Econpapers || Download paper | |
| 2018 | Specification tests for non-Gaussian maximum likelihood estimators. (2018). Sentana, Enrique ; Fiorentini, Gabriele. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12934. Full description at Econpapers || Download paper | |
| 2018 | Selective matching: gender gap and network formation in research. (2018). GIVORD, Pauline ; Combes, Stephanie. In: Working Papers. RePEc:crs:wpaper:2018-07. Full description at Econpapers || Download paper | |
| 2017 | Modeling and forecasting the oil volatility index. (2017). Veiga, Helena ; Mariti, Massimo B ; Gonalves, Joao Henrique ; Lopes, Maria Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25985. Full description at Econpapers || Download paper | |
| 2017 | Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023. Full description at Econpapers || Download paper | |
| 2017 | US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0037. Full description at Econpapers || Download paper | |
| 2017 | Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1672. 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 | |
| 2018 | Multivariate Periodic Stochastic Volatility Models: Applications to Algerian dinar exchange rates and oil prices modeling. (2018). Souam, Saïd ; Hamdi, Faycal ; Boussaha, Nadia. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-14. Full description at Econpapers || Download paper | |
| 2017 | Feasibility of Monetary Union in the SADC and EAC: Evidence from Business Cycle Synchronisation. (2017). Redda, Ephrem Habtemichael ; Muzindutsi, Paul-Francois. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:135-144. Full description at Econpapers || Download paper | |
| 2018 | A note on the absolute moments of the bivariate normal distribution. (2018). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00492. Full description at Econpapers || Download paper | |
| 2018 | Generalized Dynamic Factor Models and Volatilities: Consistency, Rates, and Prediction Intervals. (2018). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/278905. 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 | |
| 2017 | Forecasting Gold Price with Auto Regressive Integrated Moving Average Model. (2017). Tripathy, Nalini Prava . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-41. Full description at Econpapers || Download paper | |
| 2017 | The Causality Relationships between Economic Confidence and Fundamental Macroeconomic Indicators: Empirical Evidence from Selected European Union Countries. (2017). Artan, Seyfettin ; Demirel, Selim Koray. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-50. Full description at Econpapers || Download paper | |
| 2017 | Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27. Full description at Econpapers || Download paper | |
| 2017 | Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8. Full description at Econpapers || Download paper | |
| 2017 | Urban-rural imbalance and Tourism-Led Growth in China. (2017). Liu, Jingjing ; Lin, Derong ; Nijkamp, Peter. In: Annals of Tourism Research. RePEc:eee:anture:v:64:y:2017:i:c:p:24-36. Full description at Econpapers || Download paper | |
| 2017 | Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13. 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 | |
| 2018 | Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642. Full description at Econpapers || Download paper | |
| 2018 | A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560. Full description at Econpapers || Download paper | |
| 2018 | New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:1202-1217. Full description at Econpapers || Download paper | |
| 2018 | Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity. (2018). Vu, Tuan Khai ; Nakata, Hayato. In: Journal of Asian Economics. RePEc:eee:asieco:v:54:y:2018:i:c:p:1-21. Full description at Econpapers || Download paper | |
| 2018 | The Korean Air nut rage scandal: Domestic versus international responses to a viral incident. (2018). Kim, Rebecca Chunghee ; Uddin, Helal ; Yoo, Kate Inyoung. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:4:p:533-544. Full description at Econpapers || Download paper | |
| 2018 | The candidate experience: Is it damaging your employer brand?. (2018). Miles, Sandra Jeanquart ; McCamey, Randy. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:5:p:755-764. Full description at Econpapers || Download paper | |
| 2018 | Convergence and transitional dynamics of Chinas industrial output: A county-level study using a new framework of distribution dynamics analysis. (2018). Wu, Yanrui ; Se, Tsun. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:125-138. 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 | |
| 2018 | Parameter change tests for ARMA–GARCH models. (2018). Song, Junmo ; Kang, Jiwon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:41-56. Full description at Econpapers || Download paper | |
| 2019 | Modeling financial durations using penalized estimating functions. (2019). Zhang, Yaohua ; Thavaneswaran, Aerambamoorthy ; Ravishanker, Nalini ; Zou, Jian. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:145-158. Full description at Econpapers || Download paper | |
| 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 | Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; 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 | Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59. Full description at Econpapers || Download paper | |
| 2017 | Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380. Full description at Econpapers || Download paper | |
| 2018 | How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513. Full description at Econpapers || Download paper | |
| 2018 | The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets. (2018). Gupta, Rakesh ; Singh, Tarlok ; Li, Bin ; Mo, DI. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:543-560. Full description at Econpapers || Download paper | |
| 2018 | Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114. Full description at Econpapers || Download paper | |
| 2018 | Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295. Full description at Econpapers || Download paper | |
| 2018 | Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239. Full description at Econpapers || Download paper | |
| 2018 | Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:167-185. Full description at Econpapers || Download paper | |
| 2018 | The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:264-274. 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 | |
| 2018 | Are low-frequency data really uninformative? A forecasting combination perspective. (2018). Ma, Feng ; Zhang, Yaojie ; Liu, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:92-108. Full description at Econpapers || Download paper | |
| 2018 | Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets. (2018). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:168-186. Full description at Econpapers || Download paper | |
| 2018 | Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248. Full description at Econpapers || Download paper | |
| 2018 | Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130. 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). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145. Full description at Econpapers || Download paper | |
| 2018 | Asymptotics of Cholesky GARCH models and time-varying conditional betas. (2018). Francq, Christian ; darolles, serge ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:223-247. Full description at Econpapers || Download paper | |
| 2017 | Cholesky realized stochastic volatility model. (2017). Omori, Yasuhiro ; Piao, Haixiang ; Lopes, Hedibert F ; Shirota, Shinichiro . In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:34-59. Full description at Econpapers || Download paper | |
| 2018 | Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77. Full description at Econpapers || Download paper | |
| 2017 | Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678. Full description at Econpapers || Download paper | |
| 2019 | A general framework for pricing Asian options under stochastic volatility on parallel architectures. (2019). Corsaro, Stefania ; Marino, Zelda ; Marazzina, Daniele ; Kyriakou, Ioannis. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1082-1095. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Michael McAleer is editor of
| Journal | |
|---|---|
| Journal of Risk and Financial Management | |
| Journal of Reviews on Global Economics | |
| Annals of Financial Economics (AFE) |
Michael McAleer has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Michael McAleer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1985 | What Will Take the Con out of Econometrics? In: American Economic Review. [Full Text][Citation analysis] | article | 84 |
| 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: 84 | paper | |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives In: Natural Resources Management Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1979 | A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Interest Rates and durability in the Linear Expenditure Family In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1981 | Interest Rates and Durability in the Linear Expenditure Family..(1981) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1980 | Interest Rates and Durability in the Linear Expenditure Family.(1980) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1980 | Principles and Methods in the Testing of Alternative Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Principles and Methods in the Testing of Alternative Models.(1980) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Linear Models.(1980) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Model Testing and Discrimination In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Model Testing and Discrimination.(1980) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Structure and asymptotic theory for nonlinear models with GARCH erros In: Economia. [Full Text][Citation analysis] | article | 1 |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Structure and Asymptotic theory for Nonlinear Models with GARCH Errors.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1989 | A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 15 |
| 2012 | It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance. [Full Text][Citation analysis] | article | 1 |
| 1982 | A Note on Identifiability in the Linear Expenditure Family. In: Australian Economic Papers. [Citation analysis] | article | 0 |
| 1982 | A Note on Identifiability in the Linear Expenditure Family.(1982) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1992 | Efficient Estimation: The Rao-Zyskind Condition, Kruskals Theorem and Ordinary Least Squares. In: The Economic Record. [Citation analysis] | article | 5 |
| 2001 | Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts. In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 2015 | Volatility smirk as an externality of agency conflict and growing debt In: International Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
| 2013 | Volatility Smirk as an Externality of Agency Conflict and Growing Debt.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Volatility Smirk as an Externality of Agency Conict and Growing Debt.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1997 | On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 45 |
| 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: 45 | 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 | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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 | 22 |
| 1998 | Cointegration Analysis of Seasonal Time Series..(1998) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 1998 | Editorial In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2000 | Pricing of Forward and Futures Contracts. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 12 |
| 2001 | The Ten Commandments for Attending a Conference. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2002 | The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 2002 | The Ten Commandments for Presenting a Conference Paper. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Econometrics of Financial Time Series. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 2002 | Recent Theoretical Results for Time Series Models with GARCH Errors. In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 69 |
| 2004 | An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 24 |
| 2004 | Econometric modelling of non-ferrous metal prices In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 29 |
| 2005 | The ten commandments for ranking university quality In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2005 | The Ten Commandments for Academics In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2006 | INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2006 | HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2006 | INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 9 |
| 2007 | MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 4 |
| 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 |
| 2009 | The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2010 | A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
| 2009 | A Scientific Classification of Volatility Models..(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
| 2011 | TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES In: Journal of Economic Surveys. [Citation analysis] | article | 1 |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Ten Things We Should Know About Time Series.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS In: Journal of Economic Surveys. [Citation analysis] | article | 5 |
| 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: 5 | paper | |
| 2011 | WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG In: Journal of Economic Surveys. [Citation analysis] | article | 15 |
| 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: 15 | 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: 15 | 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: 15 | 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 | 47 |
| 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: 47 | 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: 47 | 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: 47 | 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: 47 | paper | |
| 2014 | EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 9 |
| 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1993 | Econometric Issues in Macroeconomic Models with Generated Regressors. In: Journal of Economic Surveys. [Citation analysis] | article | 83 |
| 1994 | Sherlock Holmes and the Search for Truth: A Diagnostic Tale. In: Journal of Economic Surveys. [Citation analysis] | article | 26 |
| 1998 | Testing for Unit Roots and Nonâ€linear Transformations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 7 |
| 1988 | TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 1994 | ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 1994 | On the Effects of Misspecification Errors in Models with Generated Regressors..(1994) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2009 | Expert opinion versus expertise in forecasting In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
| 2008 | Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | A general asymptotic theory for time-series models In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 7 |
| 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: 7 | paper | |
| 2011 | Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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: 6 | 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: 6 | 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: 6 | 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: 6 | 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: 6 | 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: 6 | 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: 6 | paper | |
| 2013 | Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 3 |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 7 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1990 | ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT..(1990) In: California Los Angeles - Applied Econometrics. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1993 | Cointegration and Direct Tests of the Rational Expectations Hypothesis. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 7 |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 89 |
| 2011 | Crude oil hedging strategies using dynamic multivariate GARCH.(2011) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | article | |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | paper | |
| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 89 | 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: 89 | paper | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 90 |
| 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: 90 | 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: 90 | article | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | 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: 90 | 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: 90 | paper | |
| 2011 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Evaluating Macroeconomic Forecast: A Review of Some Recent Developments.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Are Forecast Updates Progressive? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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 | |
| 2011 | Are Forecast Updates Progressive?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | 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: 14 | 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: 14 | 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 | 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 | |
| 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 | |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 2011 | How accurate are government forecasts of economic fundamentals? The case of Taiwan.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2009 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2010 | Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 35 |
| 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: 35 | 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: 35 | paper | |
| 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 48 |
| 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: 48 | 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 | 16 |
| 2012 | Modelling and forecasting noisy realized volatility.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2009 | Modelling and Forecasting Noisy Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 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 | 29 |
| 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: 29 | 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: 29 | 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: 29 | 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: 29 | 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 | 11 |
| 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: 11 | 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: 11 | 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: 11 | paper | |
| 2009 | Interdependence of international tourism demand and volatility in leading ASEAN destinations.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2010 | Value-at-Risk for Country Risk Ratings In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Value-at-Risk for country risk ratings.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Estimating the Impact of Whaling on Global Whale Watching In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Estimating the impact of whaling on global whale-watching.(2012) In: Tourism Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Estimating the impact of whaling on global whale watching.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Estimating the Impact of Whaling on Global Whale Watching.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Estimating the Impact of Whaling on Global Whale Watching.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Estimating the Impact of Whaling on Global Whale Watching.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | How Volatile is ENSO? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | How Volatile is ENSO?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | How Volatile is ENSO?.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | How Volatile is ENSO?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | How Volatile is ENSO?.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking multivariate GARCH models by problem dimension.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Combining Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Combining Non-Replicable Forecasts.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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: 10 | 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: 10 | paper | |
| 2010 | Risk Management of Precious Metals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 55 |
| 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: 55 | article | |
| 2010 | Risk management of precious metals.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2011 | Risk Management of Precious Metals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | 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: 55 | paper | |
| 2010 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2009 | Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2009 | Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 |
| 2011 | Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2010 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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: 3 | paper | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2010 | Asymmetry and Long Memory in Volatility Modelling In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | 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: 13 | 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: 13 | 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: 13 | paper | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
| 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: 18 | 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: 18 | 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: 18 | paper | |
| 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: 18 | article | |
| 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 | 0 |
| 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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: 0 | 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 | 11 |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2011 | Alternative Asymmetric Stochastic Volatility Models.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 6 |
| 2011 | What makes a great journal great in the sciences? Which came first, the chicken or the egg?.(2011) In: Scientometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 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: 6 | 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: 6 | 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 | 15 |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2013 | International Evidence on GFCâ€Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | paper | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | How are journal impact, prestige and article influence related? An application to neuroscience.(2011) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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: 2 | 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: Managerial Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2011 | Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures.(2011) In: Managerial Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | article | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | 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: 16 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Evaluating Individual and Mean Non-Replicable Forecasts.(2012) In: Journal for Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | article | |
| 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: 14 | paper | |
| 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: 14 | 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: 14 | 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 | 11 |
| 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: 11 | article | |
| 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: 11 | 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: 11 | 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: 11 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | 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 | Analyzing Fixed-event Forecast Revisions In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2013 | Analyzing fixed-event forecast revisions.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Analyzing Fixed-event Forecast Revisions.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Analyzing Fixed-Event Forecast Revisions.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2013 | Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2013 | The rise and fall of S&P500 variance futures.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2013 | Volatility spillovers from the Chinese stock market to economic neighbours.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2014) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2011) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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: 3 | 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: 3 | paper | |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | paper | |
| 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: 11 | paper | |
| 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: 11 | 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: 11 | 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: 11 | article | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | 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: 14 | 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: 14 | 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: 14 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 25 |
| 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: 25 | 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: 25 | 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: 25 | 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: 25 | 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: 25 | 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: 25 | 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: 25 | article | |
| 2012 | Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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: 11 | 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: 11 | 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: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?.(2012) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan.(2012) In: 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 | 4 |
| 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Recent developments in financial economics and econometrics: An overview.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics:An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2012) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 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: 17 | 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: 17 | 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: 17 | 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: 17 | 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: 17 | 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: 17 | 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 | |
| 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: KIER Working 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: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Coercive journal self citations, impact factor, Journal Influence and Article Influence.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | Ten Things You Should Know About DCC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Ten Things you should know about DCC.(2013) In: 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 | 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: Econometric Institute Research Papers. [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 | 20 |
| 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: 20 | article | |
| 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: 20 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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: 20 | 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: 20 | paper | |
| 2013 | Risk Modeling and Management: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | paper | |
| 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: 2 | paper | |
| 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: 2 | 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: 2 | 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: 2 | article | |
| 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 | 1 |
| 2016 | A capital adequacy buffer model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2013 | Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | The maximum number of parameters for the Hausman test when the estimators are from different sets of equations.(2014) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2013 | The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | A Tourism Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Tourism Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Conditions Index.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: 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: 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 | 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 | 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 | 4 |
| 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: 4 | article | |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas.(2017) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Risk Measurement and Risk Modelling using Applications of Vine Copulas.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | paper | |
| 2014 | A Tourism Financial Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS.(2014) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A One Line Derivation of EGARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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: 9 | 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: 9 | paper | |
| 2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | 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: 7 | paper | |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Asymmetric Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | On the Invertibility of EGARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
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| 2014 | On the Invertibility of EGARCH.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | On the Invertibility of EGARCH.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 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 | 13 |
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| 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: 13 | paper | |
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Hedge Fund Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC.(2014) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
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| 2014 | Econometric Analysis of Financial Derivatives: An Overview.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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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 |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models In: CARF F-Series. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | 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 | 5 |
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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: 5 | 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: 5 | paper | |
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| 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: 10 | 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: 10 | paper | |
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| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | 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: 9 | paper | |
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| 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 | 18 |
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| 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: 18 | paper | |
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| 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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| 1981 | Alternative procedures and associated tests of significance for non-nested hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
| 1981 | Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses.(1981) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 66 | paper | |
| 2015 | Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2013 | Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics: An Overview.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Realized stochastic volatility with general asymmetry and long memory In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1982 | Testing separate regression models subject to specification error In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 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 | 3 |
| 1992 | Properties of ordinary least squares estimators in regression models with nonspherical disturbances In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1995 | The significance of testing empirical non-nested models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2018 | Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances In: Energy. [Full Text][Citation analysis] | article | 0 |
| 2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 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 | |
| 2006 | Modeling dynamic conditional correlations in WTI oil forward and futures returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 26 |
| 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: 26 | 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 | 16 |
| 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 | 13 |
| 2001 | Consumption, liquidity constraints, uncertainty and temptation: An international comparison In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 0 |
| 1992 | On the use of extreme value distributions for predicting the upper percentiles of environmental quality data In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1992 | Modelling in econometrics: The deterrent effect of capital punishment In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1992 | Bootstrap estimates of a new classical model of unemployment In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | Empirical models for evaluating errors in fitting extremes of a probability distribution In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1995 | Data mining and the con in econometrics: the U.S. demand for money revisited In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1995 | The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | Testing periodically integrated autoregressive models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | A probit analysis of consumer behaviour in rural China In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 1997 | The complexity of simplicity In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 1999 | Estimation of alternative pricing models for currency futures contracts In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1999 | Testing the life-cycle permanent income hypothesis using intra-year data for Sweden In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 1999 | A seasonal analysis of Malaysian tourist arrivals to Australia In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2002 | Economic growth and technological catching up by Singapore to the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2002 | A cointegration analysis of annual tourism demand by Malaysia for Australia In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2002 | Cointegration analysis of metals futures In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2002 | Non-linear modelling and forecasting of S&P 500 volatility In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2004 | First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2004 | Modelling the asymmetric volatility of electronics patents in the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2003 | Modelling the Asymmetric Volatility of Electronics Patents in the USA.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2004 | Input–output structure and growth in China In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 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 | 22 |
| 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: 22 | paper | |
| 2004 | Asian monetary integration: a structural VAR approach In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 16 |
| 2003 | Asian Monetary Integration: A Structural VAR Approach.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2005 | Modelling the information content in insider trades in the Singapore exchange In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2005 | Estimation of Chinese agricultural production efficiencies with panel data In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2005 | Testing for contagion in ASEAN exchange rates In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 15 |
| 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 | 3 |
| 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 | 12 |
| 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 | 10 |
| 2009 | Modelling risk in agricultural finance: Application to the poultry industry in Taiwan In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 7 |
| 2009 | Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2009 | A risk map of international tourist regions in Spain In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Forecasting conditional correlations in stock, bond and foreign exchange markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2009 | ARMAX modelling of international tourism demand In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2011 | Monte Carlo option pricing with asymmetric realized volatility dynamics In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2012 | Testing for the Box–Cox parameter for an integrated process In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2009 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 67 |
| 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: 67 | paper | |
| 2018 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 2 |
| 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | 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 | 2 |
| 2018 | Theory and application of an economic performance measure of risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theory and Application of an Economic Performance Measure of Risk.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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: 4 | paper | |
| 1987 | On exact and asymptotic tests of non-nested models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Modelling and forecasting daily international mass tourism to Peru In: Tourism Management. [Full Text][Citation analysis] | article | 3 |
| 2009 | Modelling and Forecasting Daily International Mass Tourism to Peru.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | The Economics of Small Island Tourism In: Books. [Full Text][Citation analysis] | book | 3 |
| 2016 | Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | You’ve Got Email: a Workflow Management Extraction System In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | You’ve Got Email: A Workflow Management Extraction System.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Youve Got Email: A Workflow Management Extraction System.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | You’ve Got Email: A Workflow Management Extraction System.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Re-Opening the Silk Road to Transform Chinese Trade.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Re-opening the silk road to transform chinese trade.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Recent topical research on global, energy, health & medical, and tourism economics, and global software.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA.(2017) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Impact of Psychological Needs on Luxury Consumption In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Impact of Psychological Needs on Luxury Consumption.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Impact of Psychological Needs on Luxury Consumption.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Stationarity and Invertibility of a Dynamic Correlation Matrix In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Stationarity and Invertibility of a Dynamic Correlation Matrix.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2017 | A Generalized Email Classification System for Workflow Analysis In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Generalized Email Classification System for Workflow Analysis.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A Generalized Email Classification System for Workflow Analysis.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Challenges. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management.(2018) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Specification Testing of Production in a Stochastic Frontier Model.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | An Event Study of Chinese Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An Event Study of Chinese Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | An event study of chinese tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A statistical analysis of industrial penetration and internet intensity in Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Pricing Carbon Emissions in China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pricing Carbon Emissions in China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Pricing carbon emissions in China.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | PRICING CARBON EMISSIONS IN CHINA.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Management Information, Decision Sciences, and Financial Economics : a connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Management Information, Decision Sciences, and Financial Economics: A Connection.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Bayesian analysis of realized matrix-exponential GARCH models.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Big data, computational science, economics, finance, marketing, management, and psychology: connections.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | The fiction of full BEKK: Pricing fossil fuels and carbon emissions In: Econometric Institute Research Papers. [Citation analysis] | paper | 2 |
| 2018 | The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | Fake News and Indifference to Truth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pros and Cons of the Impact Factor in a Rapidly Changing Digital World In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pros and Cons of the Impact Factor in a Rapidly Changing Digital World.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Pros and cons of the impact factor in a rapidly changing digital world.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Establishing National Carbon Emission Prices for China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Simple Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Simple Market Timing with Moving Averages.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Why did Warrant Markets Close in China but not Taiwan? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Why did Warrant Markets Close in China but not Taiwan?.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Tinbergen Institute Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Fake News and Indifference to Scientific Fact In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Financial Credit Risk and Core Enterprise Supply Chains In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Spurious Cross-Sectional Dependence in Credit Spread Changes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Spurious Cross-Sectional Dependence in Credit Spread Changes.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond: Comment In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyondâ€: Comment.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.(2018) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages.(2018) In: Risks. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Modelling sustainable international tourism demand to the Brazilian Amazon In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Modelling Sustainable International Tourism Demand to the Brazilian Amazon.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling Sustainable International Tourism Demand to the Brazilian Amazon.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | Does the ROMC have expertise, and can it forecast? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Does the FOMC Have Expertise, and Can It Forecast?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | A simple expected volatility (SEV) index In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | How Accurate are Government Forecast of Economic Fundamentals? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | paper | |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Econometric Analysis of Financial Derivatives In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The impact of jumps and leverage in forecasting covolatility.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | The Impact of Jumps and Leverage in Forecasting Co-Volatility.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | On the Invertibility of EGARCH(p,q) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | On the invertibility of EGARCH(p, q).(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 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: 2 | 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: 2 | 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 |
| 2018 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice.(2018) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 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 | 1 |
| 2015 | Daily Market News Sentiment and Stock Prices.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Daily Market News Sentiment and Stock Prices.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Industrial Agglomeration and Use of the Internet In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Industrial Agglomeration and Use of the Internet.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Industrial Agglomeration and Use of the Internet.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Research Ideas for the Journal of Health & Medical Economics: Opinion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Research Ideas for the Journal of Health & Medical Economics: Opinion.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Research Ideas for the Journal of Informatics and Data Mining: Opinion.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Behavioural, Financial, and Health & Medical Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Behavioural, Financial, and Health & Medical Economics: A Connection.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | From Disorder to Order In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | From Disorder to Order.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | From Disorder to Order.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 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 | 2 |
| 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: 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 | 1 |
| 2016 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 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 | 1 |
| 2017 | An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 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: 1 | 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: 1 | paper | |
| 2016 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm.(2017) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Prediction of Gas Concentration based on the Opposite Degree Algorithm.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Prediction of Gas Concentration Based on the Opposite Degree Algorithm.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Industrial Penetration and Internet Intensity In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Industrial penetration and internet intensity.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 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: 3 | paper | |
| 2016 | Management Science, Economics and Finance: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.(2017) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 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 | 1 |
| 2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Volatility spillovers for spot, futures, and ETF prices in energy and agriculture.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors.(2017) In: International Journal of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 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: 1 | 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: 1 | paper | |
| 2016 | A Simple Test for Causality in Volatility In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | A Simple Test for Causality in Volatility.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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: 5 | paper | |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | 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: 4 | 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 | |
| 2018 | Joint and Cross-Border Patents as Proxies for International Technology Diffusion.(2018) In: International Journal of Innovation and Technology Management (IJITM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | The Fiction of Full BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 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 | Connecting VIX and Stock Index ETF In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Connecting VIX and Stock Index ETF.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Connecting VIX and Stock Index ETF.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the Volatility of Nikkei 225 Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Forecasting the Volatility of Nikkei 225 Futures.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the volatility of Nikkei 225 futures.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Forecasting the volatility of Nikkei 225 futures.(2017) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing for volatility co-movement in bivariate stochastic volatility models.(2017) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 1 |
| 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 | 4 |
| 1990 | A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 0 |
| 1990 | ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS. In: Australian National University - Department of Economics. [Citation analysis] | paper | 3 |
| 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 | 47 |
| 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: 47 | article | |
| 1989 | JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS. In: California Los Angeles - Applied Econometrics. [Citation analysis] | paper | 0 |
| 1991 | COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 3 |
| 1991 | Comparing the Empirical Performance of Alternative Demand Systems..(1991) In: Tilburg - Center for Economic Research. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1991 | Comparing the Empirical Performance of Alternative Demand Systems.(1991) In: Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1995 | Testing Nested and Non-Nested Periodically Integrated Autoregressive Models. In: Tilburg - Center for Economic Research. [Citation analysis] | paper | 5 |
| 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: 5 | paper | |
| 2018 | Moving Average Market Timing in European Energy Markets: Production Versus Emissions In: Energies. [Full Text][Citation analysis] | article | 0 |
| 2018 | Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
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| 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 | 1 |
| 2018 | Why Are Warrant Markets Sustained in Taiwan but Not in China? In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2018 | An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2018 | Confucius and Herding Behaviour in the Stock Markets in China and Taiwan In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2018 | President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †In: Sustainability. [Full Text][Citation analysis] | article | 0 |
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| 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 | 6 |
| 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 | 28 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 22 |
| 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting. [Full Text][Citation analysis] | article | 23 |
| 2008 | Scalar BEKK and indirect DCC In: Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
| 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 | 21 |
| 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: 21 | 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: 21 | 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 | 4 |
| 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: 4 | 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: 4 | 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 | |
| 2018 | NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2015 | Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
| 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: 1 | 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: 1 | paper | |
| 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 0 |
| 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 | |
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| 2009 | Modelling International Tourist Arrivals and Volatility: An Application to Taiwan.(2009) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 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 | 1 |
| 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 |
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| 1981 | Separate Misspecified Regressions In: Working Papers. [Citation analysis] | paper | 2 |
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| 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 | 143 |
| 2008 | Realized Volatility: A Review.(2008) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
| 1997 | Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs In: L'Actualité Economique. [Full Text][Citation analysis] | article | 1 |
| 2002 | Volatility of a Market Index and its Components: An Application to Commodity Markets In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
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| 2002 | Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Modelling the asymmetric volatility of anti-pollution patents in the USA In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
| 2005 | A new measure of innovation: The patent success ratio In: Scientometrics. [Full Text][Citation analysis] | article | 3 |
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| 2000 | Testing the risk premium and cost-of-carry hypotheses for currency futures contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2000 | A market-augmented model for SIMEX Brent crude oil futures contracts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Efficient estimation and testing of oil futures contracts in a mutual offset system In: Applied Financial Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Pricing of non-ferrous metals futures on the London Metal Exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
| 2003 | Pricing of Non-ferrous Metals Futures on the London Metal Exchange.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2006 | Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2000 | Testing long-run neutrality using intra-year data In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2000 | A seasonal analysis of Asian tourist arrivals to Australia In: Applied Economics. [Full Text][Citation analysis] | article | 20 |
| 2001 | Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia In: Applied Economics. [Full Text][Citation analysis] | article | 32 |
| 2004 | Is a monetary union feasible for East Asia? In: Applied Economics. [Full Text][Citation analysis] | article | 17 |
| 2004 | Convergence and catching up in ASEAN: a comparative analysis In: Applied Economics. [Full Text][Citation analysis] | article | 29 |
| 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: 29 | paper | |
| 2004 | Trends and volatilities in foreign patents registered in the USA In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 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 | 22 |
| 2006 | Multivariate Stochastic Volatility: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 20 |
| 2006 | Multivariate Stochastic Volatility: A Review In: Econometric Reviews. [Full Text][Citation analysis] | article | 103 |
| 2006 | Asymmetric Multivariate Stochastic Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 36 |
| 2005 | Asymmetric Multivariate Stochastic Volatility.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2008 | Realized Volatility and Long Memory: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 58 |
| 2009 | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
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| 2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The Endowment Effect in Games In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Matching and Winning? The Impact of Upper and Middle Managers on Team Performance In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Earnings responses to disability benefit cuts In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Carpooling with heterogeneous users in the bottleneck model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Simplicity, scientific inference and econometric modelling In: Discussion Paper. [Full Text][Citation analysis] | paper | 18 |
| 2003 | Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Environmental Technology Strengths: International Rankings Based on US Patent Data In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Ecologically Sustainable Tourism Management In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Modelling International Travel Demand from Singapore to Australia In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 4 |
| 2003 | On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Testing the Box-Cox Parameter in an Integrated Process In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Cruising is Risky Business In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
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| 1989 | How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 13 |
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| 2009 | Modelling the Growth and Volatility in Daily International Mass Tourism to Peru In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2015 | International Technology Diffusion of Joint and Cross-border Patents (Revised version) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] | paper | 0 |
| 2013 | EDITORIAL NOTE — Statement of Intent In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2014 | EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2017 | EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2018 | EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
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