37
H index
157
i10 index
6338
Citations
Michael McAleer : Citation Profile
| RESEARCH PRODUCTION: 403 Articles 802 Papers 1 Books EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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43 years (1978 - 2021). 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 (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2021 | A Detailed Guide on How to Use Statistical Software R for Text Mining. (2021). Wong, Wing-Keung ; Nguyen, Ngoc-Hien ; Pho, Kim-Hung ; Huynh, Huu-Nhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:92-110. Full description at Econpapers || Download paper | |
| 2021 | Editorial in Honour of Professor Michael McAleer. (2021). Wong, Wing-Keung ; Tiwari, Aviral ; Moslehpour, Massoud ; Pan, Shin Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:1-14. Full description at Econpapers || Download paper | |
| 2021 | Review on Behavioral Finance with Empirical Evidence. (2021). Woo, Kai-Yin ; Moslehpour, Massoud ; Hon, Tai-Yuen . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:15-41. Full description at Econpapers || Download paper | |
| 2021 | DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM. (2021). Wong, Wing-Keung ; Thanh, Do Thi ; Thuy, Le Ngoc ; Nhu, Nguyen Thi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:46-88. Full description at Econpapers || Download paper | |
| 2022 | The Relationships among Authentic Leadership, Social Exchange Relationships, and Trust in Organizations during COVID-19 Pandemic. (2022). Sriphon, Thitima ; James, . In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:1:p:31-68. Full description at Econpapers || Download paper | |
| 2021 | TESTING THE WEAK FORM EFFICIENCY OF THE FRENCH ETF MARKET WITH LSTAR-ANLSTGARCH APPROACH USING A SEMIPARAMETRIC ESTIMATION. (2021). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:09-21. Full description at Econpapers || Download paper | |
| 2022 | Digital Technologies and Financial Inclusion in Sub-Saharan Africa. (2022). Kindzeka, Muhamadu Awal ; Kouladoum, Jean-Claude ; Nchofoung, Tii N. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/034. Full description at Econpapers || Download paper | |
| 2022 | Normative analysis of the impact of Covid-19 on prominent sectors of Indian economy by using ARCH Model. (2022). Rangappa, K B ; Chetan, G K ; Suchitra, S. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:151-164. Full description at Econpapers || Download paper | |
| 2021 | Estimating supply functions for wine attributes: a two-stage hedonic approach. (2021). Oczkowski, Edward. In: Working Papers. RePEc:ags:aawewp:321856. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper | |
| 2021 | Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655. Full description at Econpapers || Download paper | |
| 2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper | |
| 2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper | |
| 2021 | Does external medical review reduce disability insurance inflow?. (2021). Liebert, Helge. In: Papers. RePEc:arx:papers:2101.03117. Full description at Econpapers || Download paper | |
| 2021 | Evidence and Behaviour of Support and Resistance Levels in Financial Time Series. (2021). Chung, Ken ; Bellotti, Anthony. In: Papers. RePEc:arx:papers:2101.07410. Full description at Econpapers || Download paper | |
| 2021 | Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425. Full description at Econpapers || Download paper | |
| 2021 | A state space approach to fitting higher order moments of empirical financial series with GARCH model parameters. (2021). Savel, Sergey ; de Clerk, Luke. In: Papers. RePEc:arx:papers:2102.11627. Full description at Econpapers || Download paper | |
| 2021 | Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling. (2021). Wyloma, Agnieszka ; Janczura, Joanna ; Grzesiek, Aleksandra ; Bielak, Lukasz. In: Papers. RePEc:arx:papers:2107.07142. Full description at Econpapers || Download paper | |
| 2021 | Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026. Full description at Econpapers || Download paper | |
| 2021 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper | |
| 2021 | Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039. Full description at Econpapers || Download paper | |
| 2022 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper | |
| 2021 | Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300. Full description at Econpapers || Download paper | |
| 2021 | Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225. Full description at Econpapers || Download paper | |
| 2021 | Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108. Full description at Econpapers || Download paper | |
| 2022 | Forecasting the distribution of long-horizon returns with time-varying volatility. (2022). Ho, Hwai-Chung. In: Papers. RePEc:arx:papers:2201.07457. Full description at Econpapers || Download paper | |
| 2022 | High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584. Full description at Econpapers || Download paper | |
| 2022 | Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis. (2022). Drago, Carlo ; Scozzari, Andrea. In: Papers. RePEc:arx:papers:2202.02197. Full description at Econpapers || Download paper | |
| 2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. (2022). Taylor, Robert ; De Angelis, Luca ; Cavaliere, Giuseppe ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2202.02532. Full description at Econpapers || Download paper | |
| 2022 | Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073. Full description at Econpapers || Download paper | |
| 2022 | Time-Varying Multivariate Causal Processes. (2022). Peng, Bin ; Gao, Jiti ; Yan, Yayi ; Wu, Wei Biao. In: Papers. RePEc:arx:papers:2206.00409. Full description at Econpapers || Download paper | |
| 2022 | Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers || Download paper | |
| 2021 | Carbon Reduction and Sustainable Investment: A Way to Sustainable Development. (2021). Nishad, Mohamed T. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:134-144. Full description at Econpapers || Download paper | |
| 2021 | Energy Consumption, Carbon Dioxide Emissions and Economic Growth - Fresh Evidence From Panel Quantile Regressions. (2021). Apergis, Nicholas ; Aslan, Alper ; Altinoz, Buket. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:16. Full description at Econpapers || Download paper | |
| 2022 | Modeling Migration Changes According To Alternative Scenarios in the Context of the Global COVID-19 Pandemic: The Example of Ukraine. (2022). Bezpartochnyi, Maksym ; Britchenko, Igor ; Demianchuk, Maryna ; Maslii, Natalia. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:1:p:58-71. Full description at Econpapers || Download paper | |
| 2021 | Volatility Bursts: A discrete-time option model with multiple volatility components. (2021). Lilla, Francesca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1336_21. Full description at Econpapers || Download paper | |
| 2021 | Information linkages among National, NSW, VIC, and QLD real estate markets in Australia. (2021). Croucher, John S ; Wang, Jingjing. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3207-3234. Full description at Econpapers || Download paper | |
| 2022 | Do crop prices share common trends and common cycles?. (2022). Vatsa, Puneet. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:66:y:2022:i:2:p:363-382. Full description at Econpapers || Download paper | |
| 2021 | Does financial inclusion improve bank performance in the Asian region?. (2021). Vo, Duc H ; Nguyen, Nhan T. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:35:y:2021:i:2:p:123-135. Full description at Econpapers || Download paper | |
| 2021 | Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626. Full description at Econpapers || Download paper | |
| 2021 | Biases in variance of decomposed portfolio returns. (2021). Alexeev, Vitali ; Ignatieva, Katja. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1152-1178. Full description at Econpapers || Download paper | |
| 2021 | ENVIRONMENTAL HAZARDS AND RISK MANAGEMENT IN THE FINANCIAL SECTOR: A SYSTEMATIC LITERATURE REVIEW. (2021). Walther, Thomas ; Nguyen, Duc Khuong ; Breitenstein, Miriam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:512-538. Full description at Econpapers || Download paper | |
| 2021 | “MANY?CITEDNESS”: CITATIONS MEASURE MORE THAN JUST SCIENTIFIC QUALITY. (2021). D'Ippoliti, Carlo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:5:p:1271-1301. Full description at Econpapers || Download paper | |
| 2021 | A Note on Efficient Fitting of Stochastic Volatility Models. (2021). Stoffer, David S ; Gong, Chen. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:2:p:186-200. Full description at Econpapers || Download paper | |
| 2022 | Variable length Markov chain with exogenous covariates. (2022). Garcia, Nancy Lopes ; Kim, Seonjin ; Zambom, Adriano Zanin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:312-328. Full description at Econpapers || Download paper | |
| 2021 | Regional convergence and spatial dependence across subnational regions of ASEAN: Evidence from satellite nighttime light data. (2021). Mendez-Guerra, Carlos ; Santosmarquez, Felipe. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:6:p:1750-1777. Full description at Econpapers || Download paper | |
| 2021 | The short?run impact of COVID?19 on the activity in the insurance industry in the Republic of North Macedonia. (2021). Stojkoski, Viktor ; Ivanovski, Igor ; Jolakoski, Petar. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:221-242. Full description at Econpapers || Download paper | |
| 2021 | Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017. Full description at Econpapers || Download paper | |
| 2021 | Application of grey relational analysis and artificial neural networks on currency exchange-traded notes (ETNs). (2021). Francis, Diaz John ; Jo-Hui, Chen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:4. Full description at Econpapers || Download paper | |
| 2021 | ASPECTS OF THE IMPACT OF COVID-19 ON THE NUMBER OF EMPLOYEES IN ACCOMMODATION AND FOOD SERVICE ACTIVITIES. RETURN TRENDS. (2021). Rodica-Manuela, Gogonea ; Aniela, Balacescu ; Marian, Zaharia. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:42-48. Full description at Econpapers || Download paper | |
| 2022 | Exponential High-Frequency-Based-Volatility (EHEAVY) Models. (2022). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/5. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713. Full description at Econpapers || Download paper | |
| 2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
| 2021 | Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395. Full description at Econpapers || Download paper | |
| 2021 | Climate reputation risk and abnormal returns in the stock markets: a focus on large emitters. (2021). Xepapadeas, Anastasios ; Pareglio, Stefano ; Mazzarano, Matteo ; Guastella, Giovanni. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0022. Full description at Econpapers || Download paper | |
| 2021 | Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. Full description at Econpapers || Download paper | |
| 2022 | EQUITY MARKET VOLATILITY IMPACT ON S&P 500 SECTOR INDEXES, 1989-2021. (2022). Sosa-Castro, Miriam. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_3. Full description at Econpapers || Download paper | |
| 2021 | On the empirical relations between producers expectations and economic growth. (2021). Rosich, Lucia I ; Lanzilotta, Bibiana ; Brida, Juan G. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00393. Full description at Econpapers || Download paper | |
| 2021 | World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10. Full description at Econpapers || Download paper | |
| 2021 | Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16. Full description at Econpapers || Download paper | |
| 2021 | Energy Absorption, CO2 Emissions and Economic Growth Sustainability in Nigeria. (2021). Uwalomwa, Uwuigbe ; Omodero, Cordelia Onyinyechi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-9. Full description at Econpapers || Download paper | |
| 2021 | Do Energy Consumption and Environmental Degradation (CO2 Emissions) Matter for Economic Growth? Fresh Evidence from a Developing Economy. (2021). Islam, Tarequl ; Hassan, Mohammad Ghozali ; Moudud-Ul, Syed ; Alam, Md Mahbub ; Sadekin, Md Nazmus. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-32. Full description at Econpapers || Download paper | |
| 2021 | Trading of Indonesian Crude Palm Oil Supply Chain and its Impact on Economic Growth: Implementation of Theory of Comparative Advantage and the Competitive Advantage of Nation. (2021). Sina, Ibnu Austrindanney ; Lubis, Arifin ; Muda, Iskandar ; Maksum, Azhar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-35. Full description at Econpapers || Download paper | |
| 2021 | Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56. Full description at Econpapers || Download paper | |
| 2021 | Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India. (2021). Ramesh, K G ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-60. Full description at Econpapers || Download paper | |
| 2022 | The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Umut, Alican ; Ozdurak, Caner ; Ozay, Tugba. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54. Full description at Econpapers || Download paper | |
| 2021 | The good, the bad and the ugly on COVID-19 tourism recovery. (2021). , Tzung-Cheng ; Polyzos, Stathis ; Fotiadis, Anestis. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s0160738320302619. Full description at Econpapers || Download paper | |
| 2021 | COVID-19 impacts of inbound tourism on Australian economy. (2021). Ngo, Tramy ; Su, Jen-Je ; Dwyer, Larry ; Pham, Tien Duc ; Ducpham, Tien . In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000414. Full description at Econpapers || Download paper | |
| 2021 | Multilateral political effects on outbound tourism. (2021). Zhou, Peng ; Zhang, Ying. In: Annals of Tourism Research. RePEc:eee:anture:v:88:y:2021:i:c:s0160738321000463. Full description at Econpapers || Download paper | |
| 2021 | Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122. Full description at Econpapers || Download paper | |
| 2021 | Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304. Full description at Econpapers || Download paper | |
| 2021 | Multi-attraction, hourly tourism demand forecasting. (2021). Lin, Zhibin ; Huang, Liyao ; Zheng, Weimin. In: Annals of Tourism Research. RePEc:eee:anture:v:90:y:2021:i:c:s0160738321001493. Full description at Econpapers || Download paper | |
| 2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
| 2021 | Does industrial agglomeration improve effective energy service: An empirical study of China’s iron and steel industry. (2021). Lin, Boqiang ; Wu, Rongxin. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921005213. Full description at Econpapers || Download paper | |
| 2022 | Does herding behavior exist in Chinas carbon markets?. (2022). Wu, Zhanchi ; Zhu, Bangzhu ; Wang, Ping ; Gao, Yan ; Zhou, Xinxing. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015695. Full description at Econpapers || Download paper | |
| 2021 | An intraday-return-based Value-at-Risk model driven by dynamic conditional score with censored generalized Pareto distribution. (2021). Li, Handong ; Tian, Fei ; Song, Shijia. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000439. Full description at Econpapers || Download paper | |
| 2021 | Spillover across sovereign bond markets between the US and ASEAN4 economies. (2021). Nguyen, Huy Toan ; Yiu, Matthew S ; Tsang, Andrew. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000725. Full description at Econpapers || Download paper | |
| 2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071. Full description at Econpapers || Download paper | |
| 2021 | Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos A. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000137. Full description at Econpapers || Download paper | |
| 2021 | The role of global agricultural market integration in multiregional economic modeling: Using hindcast experiments to validate an Armington model. (2021). Iyer, Gokul ; Wise, Marshall A ; Calvin, Katherine V ; Zhao, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:1-17. Full description at Econpapers || Download paper | |
| 2021 | Brent–Dubai oil spread: Basic drivers. (2021). Berument, Hakan M ; Sahin, Serkan ; Haliloglu, Ebru Yuksel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:492-505. Full description at Econpapers || Download paper | |
| 2022 | Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139. Full description at Econpapers || Download paper | |
| 2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper | |
| 2021 | Impacts of asymmetry on forecasting realized volatility in Japanese stock markets. (2021). Ota, Yasushi ; Maki, Daiki. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s026499932100122x. Full description at Econpapers || Download paper | |
| 2021 | Social media sentiment, model uncertainty, and volatility forecasting. (2021). Lehrer, Steven ; Zhang, Xinyu ; Xie, Tian. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450. Full description at Econpapers || Download paper | |
| 2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric multivariate HAR models for realized covariance matrix: A study based on volatility timing strategies. (2022). Zhang, YI ; Qu, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002881. Full description at Econpapers || Download paper | |
| 2021 | Mixed-frequency SV model for stock volatility and macroeconomics. (2021). Zheng, Tingguo ; Shang, Yuhuang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:462-472. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126. Full description at Econpapers || Download paper | |
| 2021 | Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-RodrÃguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x. Full description at Econpapers || Download paper | |
| 2021 | Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711. Full description at Econpapers || Download paper | |
| 2021 | Hedging futures performance with denoising and noise-assisted strategies. (2021). Yao, Yinhong ; Su, Kuangxi ; Zheng, Chengli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000899. Full description at Econpapers || Download paper | |
| 2021 | Stock Market’s responses to intraday investor sentiment. (2021). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340. Full description at Econpapers || Download paper | |
| 2022 | Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819. Full description at Econpapers || Download paper | |
| 2022 | Lessons from naïve diversification about the risk-reward trade-off. (2022). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001856. Full description at Econpapers || Download paper | |
| 2022 | Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction. (2022). Gao, Tianqing ; Mei, Xiaowen ; Pan, Qunxing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001947. Full description at Econpapers || Download paper | |
| 2021 | Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001944. Full description at Econpapers || Download paper | |
| 2021 | Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara . In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:1-24. Full description at Econpapers || Download paper | |
| 2021 | The implied arbitrage mechanism in financial markets. (2021). Liu, Qingfu ; Chng, Michael T ; Chen, Shiyi. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:468-483. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Michael McAleer is editor of
| Journal | |
|---|---|
| Journal of Reviews on Global Economics | |
| Annals of Financial Economics (AFE) |
Michael McAleer has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Michael McAleer:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | 22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2018 | Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2018 | FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2018 | Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2018 | RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2018 | Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2019 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2019 | The Gender Wealth Gap by Household Head in Vietnam In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2019 | Applications of the Newton-Raphson Method in Decision Sciences and Education In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2019 | Summary of Advances in Decision Sciences (ADS) - 2019 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2020 | Net Interest Marginof Commercial Banks in Vietnam In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 3 |
| 2020 | Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2020 | The Future of Tourism in the COVID-19 Era In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 5 |
| 2020 | Comments on Recent COVID-19 Research in JAMA In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2020 | Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2020 | Seeking Clarity in a World Infected by COVID-19 and Fake News In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2020 | Summary of Advances in Decision Sciences (ADS) - 2020 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2021 | A Critical Analysis of Some Recent Medical Research in Science on COVID-19 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2021 | A Critique of Recent Medical Research in JAMA on COVID-19 In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2021 | Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2021 | The Safety of Banks in Vietnam Using CAMEL In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2021 | Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 1985 | What Will Take the Con out of Econometrics? In: American Economic Review. [Full Text][Citation analysis] | article | 98 |
| 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: 98 | paper | |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives In: Natural Resources Management Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | paper | |
| 1979 | A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Interest Rates and durability in the Linear Expenditure Family In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1981 | Interest Rates and Durability in the Linear Expenditure Family..(1981) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1980 | Interest Rates and Durability in the Linear Expenditure Family.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1980 | Principles and Methods in the Testing of Alternative Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Principles and Methods in the Testing of Alternative Models.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Linear Models.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1980 | Two Papers on Model Testing and Discrimination In: Queen's Institute for Economic Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1980 | Two Papers on Model Testing and Discrimination.(1980) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | A One Line Derivation of EGARCH In: LIDAM Reprints ISBA. [Citation analysis] | paper | 22 |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | A One Line Derivation of EGARCH.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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: 22 | 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 | 18 |
| 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 | 2 |
| 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 | |
| 2005 | Testing Multiple Non?Nested Factor Demand Systems In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 4 |
| 2001 | Testing Multiple Non-nested Factor Demand Systems,.(2001) In: ISER Discussion Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1988 | Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1989 | Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1989 | Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors Introduction In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1989 | Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 1992 | Efficient Estimation: The Rao?Zyskind Condition, Kruskals Theorem and Ordinary Least Squares* In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 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 | |
| 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 | 105 |
| 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: 105 | 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 | 6 |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 6 |
| 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: 6 | 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: 6 | paper | |
| 2016 | Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 1 |
| 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 | 1 |
| 1998 | Cointegration in Practice In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
| 1998 | Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 22 |
| 1998 | Editorial In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 1999 | Editorial In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2000 | Pricing of Forward and Futures Contracts In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 14 |
| 2001 | The Ten Commandments for Attending a Conference In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2002 | The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Ten Commandments for Presenting a Conference Paper In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 1 |
| 2002 | The Econometrics of Financial Time Series In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 15 |
| 2002 | Recent Theoretical Results for Time Series Models with GARCH Errors In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 75 |
| 2004 | An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 32 |
| 2004 | Econometric modelling of non?ferrous metal prices In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 39 |
| 2005 | The ten commandments for ranking university quality In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 2005 | The Ten Commandments for Academics In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
| 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 | 10 |
| 2007 | MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 12 |
| 2009 | In Memoriam In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2009 | THE TEN COMMANDMENTS FOR OPTIMIZING VALUE?AT?RISK AND DAILY CAPITAL CHARGES In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 13 |
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2008 | The ten commandments for optimizing value-at-risk and daily capital charges.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2009 | THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 5 |
| 2010 | A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 3 |
| 2010 | THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 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 | 11 |
| 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: 11 | paper | |
| 2011 | WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG In: Journal of Economic Surveys. [Citation analysis] | article | 19 |
| 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: 19 | 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: 19 | 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: 19 | 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 | 71 |
| 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: 71 | 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: 71 | 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: 71 | 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: 71 | paper | |
| 2014 | EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 8 |
| 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2012 | Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 1993 | Econometric Issues in Macroeconomic Models with Generated Regressors. In: Journal of Economic Surveys. [Citation analysis] | article | 156 |
| 1994 | Sherlock Holmes and the Search for Truth: A Diagnostic Tale. In: Journal of Economic Surveys. [Citation analysis] | article | 30 |
| 1998 | Testing for Unit Roots and Non?linear Transformations In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
| 1988 | TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 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 | 8 |
| 2009 | A General Asymptotic Theory for Time Series Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2011 | Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 7 |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2008 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2008) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 4 |
| 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: 4 | 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: 4 | 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: 4 | paper | |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 10 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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: 10 | 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 | |
| 1990 | Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment.(1990) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 145 |
| 2011 | Crude oil hedging strategies using dynamic multivariate GARCH.(2011) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | 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: 145 | 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: 145 | 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: 145 | paper | |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 138 |
| 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: 138 | 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: 138 | 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: 138 | 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: 138 | 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: 138 | 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 | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Forecast Updates Progressive? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Are forecast updates progressive?.(2013) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Are Forecast Updates Progressive?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Are Forecast Updates Progressive?.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Are Forecast Updates Progressive?.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 33 |
| 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: 33 | 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: 33 | paper | |
| 2012 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development.(2012) In: Tourism Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 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: 33 | paper | |
| 2010 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | paper | |
| 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: 0 | article | |
| 2009 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | 50 |
| 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: 50 | 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: 50 | paper | |
| 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 74 |
| 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: 74 | article | |
| 2010 | A Trinomial Test for Paired Data When There are Many Ties In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | 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: 6 | 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: 6 | 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: 6 | paper | |
| 2010 | Modelling and Forecasting Noisy Realized Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2012 | Modelling and forecasting noisy realized volatility.(2012) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | 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: 22 | paper | |
| 2011 | Modelling and Forecasting Noisy Realized Volatility.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2009 | Modelling and Forecasting Noisy Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor preferences for oil spot and futures based on mean-variance and stochastic dominance.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2011 | Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance.(2010) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 42 |
| 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: 42 | 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: 42 | 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: 42 | 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: 42 | paper | |
| 2010 | Block Structure Multivariate Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 27 |
| 2009 | Block Structure Multivariate Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | 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 | |
| 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | 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: 16 | 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: 16 | paper | |
| 2011 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations.(2011) In: Tourism Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
| 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: 16 | paper | |
| 2010 | Value-at-Risk for Country Risk Ratings In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | 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: 6 | paper | |
| 2010 | Estimating the Impact of Whaling on Global Whale Watching In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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: 2 | 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 | |
| 2010 | Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | paper | |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2010 | Ranking Multivariate GARCH Models by Problem Dimension.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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: 17 | 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: 17 | 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: 17 | 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 | 15 |
| 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: 15 | 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: 15 | article | |
| 2010 | Risk Management of Precious Metals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 73 |
| 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: 73 | article | |
| 2010 | Risk management of precious metals.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
| 2011 | Risk Management of Precious Metals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | 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 | |
| 2010 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | 8 |
| 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: 8 | 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: 8 | 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: 8 | article | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
| 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: 9 | 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: 9 | paper | |
| 2010 | Asymmetry and Long Memory in Volatility Modelling In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 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: 29 | 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: 29 | 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: 29 | article | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 14 |
| 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: 14 | article | |
| 2010 | GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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: 14 | paper | |
| 2010 | Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | 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: 7 | 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: 7 | 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: 7 | 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 | 23 |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2010 | Alternative Asymmetric Stochastic Volatility Models.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2011 | Alternative Asymmetric Stochastic Volatility Models.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2009 | Alternative Asymmetric Stochastic Volatility Models.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | 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 | 9 |
| 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: 9 | 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: 9 | paper | |
| 2011 | What makes a great journal great in the sciences? Which came first, the chicken or the egg?.(2011) In: Scientometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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: 0 | paper | |
| 2010 | Dynamic Conditional Correlations for Asymmetric Processes.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Dynamic Conditional Correlations for Asymmetric Processes.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | 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 | |
| 2010 | Asymmetric Adjustments in the Ethanol and Grains Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 10 |
| 2012 | Asymmetric adjustments in the ethanol and grains markets.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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: 10 | 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: 10 | 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 | 14 |
| 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: 14 | 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: 14 | paper | |
| 2013 | International Evidence on GFC?Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | How are journal impact, prestige and article influence related? An application to neuroscience.(2011) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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: 3 | 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 | 8 |
| 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: 8 | 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: 8 | 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: 8 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | article | |
| 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: 20 | paper | |
| 2011 | Causality Between Market Liquidity and Depth for Energy and Grains.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Evaluating Individual and Mean Non-Replicable Forecasts.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 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 | 20 |
| 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: 20 | article | |
| 2011 | Risk Spillovers in Oil-Related CDS, Stock and Credit Markets.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | 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: 20 | 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 | 19 |
| 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: 19 | article | |
| 2011 | Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | 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: 19 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | paper | |
| 2011 | Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | The Dynamics of Energy-Grain Prices with Open Interest In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Analyzing fixed-event forecast revisions.(2013) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2011 | Analyzing Fixed-event Forecast Revisions.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Analyzing Fixed-Event Forecast Revisions.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | 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 | 12 |
| 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: 12 | article | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | Citations and Impact of ISI Tourism and Hospitality Journals.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | article | |
| 2011 | GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | paper | |
| 2013 | GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2011 | The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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: 11 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 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: 22 | article | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2014 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics.(2014) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | 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: 8 | 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: 8 | paper | |
| 2012 | Robust Ranking of Journal Quality: An Application to Economics In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | 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: 15 | article | |
| 2013 | Robust Ranking of Journal Quality: An Application to Economics.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | 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: 24 | 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: 24 | paper | |
| 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 29 |
| 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: 29 | 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: 29 | 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: 29 | 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: 29 | 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: 29 | 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: 29 | article | |
| 2012 | Risk Management and Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | 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: 15 | 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: 15 | 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 | How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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: 1 | 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 | |
| 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 | 9 |
| 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: 9 | 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: 9 | 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: 9 | 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: 9 | 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 | Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2012) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | 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: 3 | paper | |
| 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
| 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: 24 | 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: 24 | 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: 24 | 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: 24 | 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: 24 | paper | |
| 2013 | Statistical Modelling of Extreme Rainfall in Taiwan In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Statistical Modelling of Extreme Rainfall in Taiwan.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | 3 |
| 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: 3 | 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: 3 | 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: 3 | paper | |
| 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: 3 | article | |
| 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 | Ten Things You Should Know About DCC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | 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: 41 | paper | |
| 2013 | Ten Things you should know about DCC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2013 | Modeling and Simulation: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 41 |
| 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: 41 | paper | |
| 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation.(2013) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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: 41 | 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 | Herding, Information Cascades and Volatility Spillovers in Futures Markets In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | article | |
| 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | International Technology Diffusion of Joint and Cross-border Patents.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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: 3 | 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: 3 | 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 | 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 | |
| 2014 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | 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: 6 | 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 | |
| 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 | 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 | 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 | 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 | 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 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 16 |
| 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: 16 | 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: 16 | paper | |
| 2014 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | 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: 13 | paper | |
| 2014 | A Tourism Financial Conditions Index In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | A Tourism Financial Conditions Index.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | 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 | 2 |
| 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: 2 | 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: 2 | 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: 2 | 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 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 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: 20 | 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: 20 | 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 | 1 |
| 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: 1 | paper | |
| 2014 | Asymmetric Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | On the Invertibility of EGARCH In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
| 2014 | On the Invertibility of EGARCH.(2014) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | On the Invertibility of EGARCH(p,q).(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2018 | On the invertibility of EGARCH(p, q).(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2014 | On the Invertibility of EGARCH.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | On the Invertibility of EGARCH(p,q).(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | 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: 6 | paper | |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Hedge Fund Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Econometric analysis of financial derivatives: An overview.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2014 | Econometric Analysis of Financial Derivatives: An Overview.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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: 0 | paper | |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models In: CARF F-Series. [Full Text][Citation analysis] | paper | 15 |
| 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: 15 | paper | |
| 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | 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 | 6 |
| 2011 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2009 | Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?.(2009) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | 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: 6 | paper | |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | paper | |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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: 12 | paper | |
| 2009 | Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forecasting volatility and spillovers in crude oil spot, forward and future markets.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Asymmetry and Leverage in Realized Volatility In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Asymmetry and leverage in realized volatility.(2008) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Asymmetry and Leverage in Realized Volatility.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets In: CARF F-Series. [Full Text][Citation analysis] | paper | 34 |
| 2010 | Modelling the interactions across international stock, bond and foreign exchange markets.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 2009 | Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
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| 2004 | Volatility models of currency futures in developed and emerging markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
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| 2004 | Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2004 | Fat tails and asymmetry in financial volatility models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 23 |
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| 2005 | Estimation of Chinese agricultural production efficiencies with panel data In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 13 |
| 2005 | Testing for contagion in ASEAN exchange rates In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 13 |
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| 2008 | Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2008 | Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2008 | Portfolio single index (PSI) multivariate conditional and stochastic volatility models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | How has volatility in metals markets changed? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 19 |
| 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 | 6 |
| 2009 | Mapping the Presidential Election Cycle in US stock markets In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 21 |
| 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 | 8 |
| 2009 | Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 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 | 3 |
| 2009 | ARMAX modelling of international tourism demand In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2011 | Monte Carlo option pricing with asymmetric realized volatility dynamics In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 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 | 4 |
| 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 | 102 |
| 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: 102 | paper | |
| 2019 | Establishing national carbon emission prices for China In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 10 |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2018 | Establishing National Carbon Emission Prices for China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2020 | Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 16 |
| 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 | 15 |
| 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: 15 | 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: 15 | 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 | 15 |
| 2018 | Theory and application of an economic performance measure of risk In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 11 |
| 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: 11 | 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: 11 | 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 | 8 |
| 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: 8 | 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: 8 | paper | |
| 2019 | Choosing expected shortfall over VaR in Basel III using stochastic dominance In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | 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 | 13 |
| 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: 13 | paper | |
| 2008 | The Economics of Small Island Tourism In: Books. [Full Text][Citation analysis] | book | 4 |
| 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 | 1 |
| 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: 1 | 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: 1 | paper | |
| 2017 | You’ve Got Email: a Workflow Management Extraction System In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Youve Got Email: A Workflow Management Extraction System.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | 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 | 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 | 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 | 9 |
| 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: 9 | 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: 9 | 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 | |
| 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 | |
| 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 Tourism Financial Conditions Index for Tourism Finance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Challenges. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | article | |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2017 | Specification Testing of Production in a Stochastic Frontier Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Specification Testing of Production in a Stochastic Frontier Model.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | 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: 10 | 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 | A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | ||
| 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 | Pricing Carbon Emissions in China In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Pricing Carbon Emissions in China.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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: 3 | article | |
| 2018 | Management Information, Decision Sciences, and Financial Economics : a connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 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: 10 | 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 | Fake News and Indifference to Truth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | 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 | Simple Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Simple Market Timing with Moving Averages.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | Why did Warrant Markets Close in China but not Taiwan? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 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: 13 | paper | |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2018 | 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 | Financial Credit Risk and Core Enterprise Supply Chains In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2018 | Market Timing with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Market Timing with Moving Averages.(2018) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2018 | Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond: Comment In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK.(2018) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Asymptotic Theory for Rotated Multivariate GARCH Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Asymptotic Theory for Rotated Multivariate GARCH Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Long Run Returns Predictability and Volatility with Moving Averages.(2018) In: Risks. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 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 | 2 |
| 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 | 13 |
| 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: 13 | 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 |
| .() In: . [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 | 8 |
| 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections.(2018) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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: 8 | paper | |
| 2018 | Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS.(2019) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2019 | Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam.(2019) In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2019 | Rent Seeking for Export Licenses: Application to the Vietnam Rice Market In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Modelling the Relationship between Crude Oil and Agricultural Commodity Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 19 |
| 2019 | Modeling the Relationship between Crude Oil and Agricultural Commodity Prices.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2019 | CO2 Emissions, Energy Consumption and Economic Growth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 9 |
| 2019 | Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model.(2019) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model.(2019) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2019 | Corporate Financial Distress of Industry Level Listings in an Emerging Market In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 22 |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2019 | Fake News and Propaganda: Trumps Democratic America and Hitlers National Socialist (Nazi) Germany In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2019 | Risk Analysis of Energy in Vietnam In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Drawbacks in the 3-Factor Approach of Fama and French (2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | paper | |
| 2008 | Modelling sustainable international tourism demand to the Brazilian Amazon In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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 | 0 |
| 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 | 21 |
| 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: 21 | 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: 21 | 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 | 3 |
| 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 | 8 |
| 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: 8 | 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: 8 | paper | |
| 2015 | Frontiers in Time Series and Financial Econometrics In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 11 |
| 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: 11 | 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: 11 | 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 | Daily Market News Sentiment and Stock Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Daily market news sentiment and stock prices.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 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: 6 | 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 | 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 Informatics and Data Mining: Opinion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Behavioural, Financial, and Health & Medical Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 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 | 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 | 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 | 5 |
| 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: 5 | 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: 5 | paper | |
| 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | The Fundamental Equation in Tourism Finance In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | The Fundamental Equation in Tourism Finance.(2015) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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: 1 | paper | |
| 2016 | How are VIX and Stock Index ETF Related? In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | 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 | 5 |
| 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: 5 | 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: 5 | 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 | Industrial Penetration and Internet Intensity In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 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: 8 | 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: 8 | paper | |
| 2016 | Management Science, Economics and Finance: A Connection In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | paper | |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models.(2017) In: JRFM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | 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 | 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 | 4 |
| 2019 | Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China.(2019) In: Energies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | 2 |
| 2017 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors.(2017) In: IJFS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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: 2 | 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 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | 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: 7 | paper | |
| 2016 | A Simple Test for Causality in Volatility In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2017 | A Simple Test for Causality in Volatility.(2017) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | 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: 8 | paper | |
| 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | paper | |
| 2016 | Theravada Buddhism and Thai Luxury Fashion Consumption In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | paper | |
| 2016 | Joint and Cross-border Patents as Proxies for International Technology Diffusion In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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 | 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 | |
| 2017 | The Fiction of Full BEKK In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | Forecasting the Volatility of Nikkei 225 Futures In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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: 1 | article | |
| 2017 | Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 | 2 |
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| 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 between Nested Two- and Three-Parameter Distributions : An Application to Models of Air Pollution.(1990) In: Other publications TiSEM. [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 | 62 |
| 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: 62 | 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 | 4 |
| 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: 4 | 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: 4 | paper | |
| 1991 | Comparing the Empirical Performance of Alternative Demand Systems.(1991) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | 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 | |
| 1995 | Testing Nested and Non-Nested Periodically Integrated Autoregressive Models.(1995) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2021 | Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Review on Efficiency and Anomalies in Stock Markets In: Economies. [Full Text][Citation analysis] | article | 10 |
| 2018 | Moving Average Market Timing in European Energy Markets: Production Versus Emissions In: Energies. [Full Text][Citation analysis] | article | 2 |
| 2019 | Modeling Latent Carbon Emission Prices for Japan: Theory and Practice In: Energies. [Full Text][Citation analysis] | article | 0 |
| 2020 | Causality between CO2 Emissions and Stock Markets In: Energies. [Full Text][Citation analysis] | article | 2 |
| 2020 | A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index In: Energies. [Full Text][Citation analysis] | article | 0 |
| 2018 | Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2019 | Corporate Financial Distress of Industry Level Listings in Vietnam In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2020 | Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2020 | Risk Management of COVID-19 by Universities in China In: JRFM. [Full Text][Citation analysis] | article | 24 |
| 2020 | Prevention Is Better Than the Cure: Risk Management of COVID-19 In: JRFM. [Full Text][Citation analysis] | article | 13 |
| 2020 | Is One Diagnostic Test for COVID-19 Enough? In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2020 | Risk and Financial Management of COVID-19 in Business, Economics and Finance In: JRFM. [Full Text][Citation analysis] | article | 9 |
| 2020 | Review Papers for Journal of Risk and Financial Management ( JRFM ) In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2021 | Spurious Relationships for Nearly Non-Stationary Series In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Journal of Risk and Financial Management in Open Access In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM. [Full Text][Citation analysis] | article | 2 |
| 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: 2 | 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: 2 | paper | |
| 2014 | Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM. [Full Text][Citation analysis] | article | 7 |
| 2019 | Market Risk Analysis of Energy in Vietnam In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2020 | Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2020 | Systematic Risk at the Industry Level: A Case Study of Australia In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2020 | Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets In: Risks. [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 | 13 |
| 2018 | An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2018 | Confucius and Herding Behaviour in the Stock Markets in China and Taiwan In: Sustainability. [Full Text][Citation analysis] | article | 11 |
| 2018 | President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 2020 | A Charter for Sustainable Tourism after COVID-19 In: Sustainability. [Full Text][Citation analysis] | article | 34 |
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| 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 | 9 |
| 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 | 44 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 26 |
| 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting. [Full Text][Citation analysis] | article | 30 |
| 2008 | Scalar BEKK and indirect DCC In: Journal of Forecasting. [Full Text][Citation analysis] | article | 29 |
| 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 | 39 |
| 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: 39 | article | |
| 2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Estimating implied recovery rates from the term structure of CDS spreads In: KIER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 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: 7 | paper | |
| 2012 | Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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: 2 | 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: 2 | 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 | 3 |
| 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: 3 | 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 |
| 2017 | You’ve Got Email: A Workflow Management Extraction System In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 0 |
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| 1982 | Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function In: Cahiers de recherche. [Citation analysis] | paper | 4 |
| 1982 | Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function..(1982) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2006 | Dynamic Asymmetric GARCH In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 14 |
| 1987 | Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model In: Review of Economic Studies. [Full Text][Citation analysis] | article | 12 |
| 2009 | Modeling Exchange Rate and Industrial Commodity Volatility Transmissions In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Modelling International Tourist Arrivals and Volatility: An Application to Taiwan In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 |
| 2010 | On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
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| 1979 | Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables In: Working Paper. [Citation analysis] | paper | 1 |
| 1979 | Problems of Estimating the Linear Expenditure System and its Related Forms In: Working Paper. [Citation analysis] | paper | 0 |
| 1979 | Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case In: Working Paper. [Citation analysis] | paper | 0 |
| 1980 | Exogeneity and Money Demand in a Small Open Economy: The Canadian Case In: Working Paper. [Citation analysis] | paper | 0 |
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| 2008 | Realized Volatility: A Review.(2008) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 224 | 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 |
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| 2009 | Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data In: Tourism Economics. [Full Text][Citation analysis] | article | 17 |
| 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 | 2 |
| 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 | 5 |
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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 |
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| 2006 | Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2000 | Testing long-run neutrality using intra-year data In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
| 2000 | A seasonal analysis of Asian tourist arrivals to Australia In: Applied Economics. [Full Text][Citation analysis] | article | 31 |
| 2001 | Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia In: Applied Economics. [Full Text][Citation analysis] | article | 43 |
| 2004 | Is a monetary union feasible for East Asia? In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
| 2004 | Convergence and catching up in ASEAN: a comparative analysis In: Applied Economics. [Full Text][Citation analysis] | article | 34 |
| 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: 34 | paper | |
| 2004 | Trends and volatilities in foreign patents registered in the USA In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2005 | Dynamic Asymmetric Leverage in Stochastic Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 26 |
| 2006 | Multivariate Stochastic Volatility: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 23 |
| 2006 | Multivariate Stochastic Volatility: A Review In: Econometric Reviews. [Full Text][Citation analysis] | article | 144 |
| 2006 | Asymmetric Multivariate Stochastic Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 45 |
| 2005 | Asymmetric Multivariate Stochastic Volatility.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
| 2008 | Realized Volatility and Long Memory: An Overview In: Econometric Reviews. [Full Text][Citation analysis] | article | 10 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 91 |
| 2009 | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2005 | Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments.(2005) In: DEA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The Endowment Effect in Games In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Earnings responses to disability benefit cuts In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Carpooling with heterogeneous users in the bottleneck model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 1994 | Simplicity, scientific inference and econometric modelling In: Discussion Paper. [Full Text][Citation analysis] | paper | 18 |
| 1994 | Simplicity, scientific inference and econometric modelling.(1994) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 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 | 5 |
| 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 | 2 |
| 2009 | Testing the Box-Cox Parameter in an Integrated Process In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Cruising is Risky Business In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
| 1988 | Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 38 |
| 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 | 15 |
| 2005 | Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers. [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 |
| 2020 | FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
| 2020 | FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2020 | PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2021 | SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2021 | ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2021 | ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
| 2021 | EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
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