Michael McAleer : Citation Profile

Deceased: 2021-07-08

37

H index

156

i10 index

6259

Citations

RESEARCH PRODUCTION:

403

Articles

802

Papers

1

Books

EDITOR:

2

Books edited

2

Series edited

RESEARCH ACTIVITY:

   43 years (1978 - 2021). See details.
   Cites by year: 145
   Journals where Michael McAleer has often published
   Relations with other researchers
   Recent citing documents: 864.    Total self citations: 692 (9.96 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmc90
   Updated: 2022-07-02    RAS profile:    
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Relations with other researchers

Works with:

Chang, Chia-Lin (108)

Wong, Wing-Keung (37)

Allen, David (36)

Asai, Manabu (31)

Vo, Duc (16)

Ilomäki, Jukka (10)

Guo, Xu (9)

Powell, Robert (7)

Nguyen, Minh (6)

GUPTA, RANGAN (5)

Yue, Xiaoguang (4)

Kobayashi, Masahito (4)

Savva, Christos (4)

Watkins, Clinton (3)

Lean, Hooi Hooi (3)

VO, ANH (3)

Vu, Tan (3)

Guo, Xu (3)

Ngoc, Bui (3)

Caporin, Massimiliano (3)

Pauwels, Laurent (2)

Ho, Chi (2)

Mai, TeKe (2)

Maasoumi, Esfandiar (2)

Zhu, Lixing (2)

Mai, Te-Ke (2)

Slottje, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael McAleer.

Is cited by:

Wong, Wing-Keung (230)

Asongu, Simplice (184)

Chang, Chia-Lin (127)

GUPTA, RANGAN (115)

Nguyen, Duc Khuong (87)

Omori, Yasuhiro (77)

Asai, Manabu (76)

Caporin, Massimiliano (68)

Zhang, Zhaoyong (64)

Tiwari, Aviral (54)

Ruiz, Esther (53)

Cites to:

Wong, Wing-Keung (721)

Chang, Chia-Lin (490)

Bollerslev, Tim (316)

Engle, Robert (287)

Ling, Shiqing (205)

Caporin, Massimiliano (160)

Oxley, Les (150)

Asai, Manabu (133)

Lean, Hooi Hooi (129)

Chan, Felix (123)

Hafner, Christian (108)

Main data

Where Michael McAleer has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)58
Journal of Economic Surveys37
Journal of Econometrics21
Advances in Decision Sciences21
JRFM21
Annals of Financial Economics (AFE)18
Econometric Reviews16
Journal of Reviews on Global Economics12
Applied Economics12
Sustainability12
Energies9
International Review of Economics & Finance9
The North American Journal of Economics and Finance8
Energy Economics7
Economics Letters7
International Journal of Forecasting6
The Economic Record6
Scientometrics6
Applied Financial Economics6
Econometric Theory6
Journal of Applied Econometrics6
Econometrics6
Risks6
Statistica Neerlandica5
The Japanese Economic Review5
Tourism Economics5
The Review of Economics and Statistics4
Canadian Journal of Economics3
Managerial Finance3
Renewable and Sustainable Energy Reviews3
Journal of Forecasting3
Computational Statistics & Data Analysis2
Journal of Macroeconomics2
The Quarterly Review of Economics and Finance2
Econometrics and Statistics2
Oxford Bulletin of Economics and Statistics2
Tourism Management2
Economic Journal2
Finance Research Letters2
Econometrics Journal2
Journal of Time Series Analysis2
Journal of Financial Econometrics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute236
Tinbergen Institute Discussion Papers / Tinbergen Institute138
KIER Working Papers / Kyoto University, Institute of Economic Research94
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo77
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo33
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University16
Working Paper / Economics Department, Queen's University16
Queen's Institute for Economic Research Discussion Papers / Queen's University - Department of Economics5
"Marco Fanno" Working Papers / Dipartimento di Scienze Economiche "Marco Fanno"4
DEA Working Papers / Universitat de les Illes Balears, Departament d'Economa Aplicada4
MPRA Paper / University Library of Munich, Germany4
Textos para discusso / Department of Economics PUC-Rio (Brazil)3
Working Papers / University of Pretoria, Department of Economics2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Michael McAleer (2021 and 2020)

YearTitle of citing document
2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Hau, Nguyen Huu ; Tuong, Hoa Anh ; Tinh, Tran Trung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:1:p:28-69.

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2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam. (2020). Huy, Lam Minh ; Hieu, Ngo Tung ; Wong, Wing-Keung ; Phuong, Nguyen Ngoc ; Phat, Huynh Manh. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:15-65.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Extension of Steins Lemmas to General Functions and Distributions*. (2020). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:77-88.

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2021A 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.

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2021Editorial 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.

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2021Review 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.

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2021DOES 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.

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2022The 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.

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2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/024.

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2021TESTING 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.

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2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024.

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2020The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230.

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2021.

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2020Promoting Improved Agricultural Technologies to Increase Smallholder Farm Production Efficiency: Ghanaian Study of Cassava Farmers. (2020). Ndebugri, Joseph ; Ndzebah, Samuel Kwesi ; Inkoom, Emmanuel Wisgtos. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:305329.

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2020Review of Matrix Theory with Applications in Education and Decision Sciences. (2020). Wong, Wing-Keung ; Tuong, Hoa Anh ; Tinh, Tran Trung ; Hau, Nguyen Huu. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:1:p:28-69.

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2020Decision Sciences in Education: The STEMtech Model to Create Stem Products at High Schools in Vietnam. (2020). Wong, Wing-Keung ; Phuong, Nguyen Ngoc ; Phat, Huynh Manh ; Huy, Lam Minh ; Hieu, Ngo Tung. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:15-65.

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2020Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Gupta, Rangan ; Coronado, Semei ; Rojas, Omar ; Hkiri, Besma. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:44-76.

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2020Extension of Steins Lemmas to General Functions and Distributions*. (2020). Wong, Wing-Keung ; Alghalith, Moawia. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:4:p:77-88.

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2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

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2020Robust risk aggregation with neural networks. (2019). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Papers. RePEc:arx:papers:1811.00304.

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2020Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2020Stochastic Price Dynamics Equations Via Supply and Demand; Implications for Volatility and Risk. (2019). Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1908.01103.

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2020A study on the leverage effect on financial series using a TAR model: a Bayesian approach. (2020). Nieto, Fabio ; Espinosa, Oscar. In: Papers. RePEc:arx:papers:2002.05319.

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2020Exploring the Effect of 2019-nCoV Containment Policies on Crime: The Case of Los Angeles. (2020). Favarin, Serena ; Aziani, Alberto ; Campedelli, Gian Maria. In: Papers. RePEc:arx:papers:2003.11021.

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2022Cryptocurrency 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.

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2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

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2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020Spectral Targeting Estimation of $\lambda$-GARCH models. (2020). Hetland, Simon. In: Papers. RePEc:arx:papers:2007.02588.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2020A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402.

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2020Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994.

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2020The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia. (2020). Stojkoski, Viktor ; Jolakoski, Petar ; IVANOVSKI, Igor . In: Papers. RePEc:arx:papers:2011.10826.

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2020A New Parametrization of Correlation Matrices. (2020). Hansen, Peter Reinhard ; Archakov, Ilya . In: Papers. RePEc:arx:papers:2012.02395.

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2020A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2020Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem. (2020). Burtch, Gordon ; McFowland, Edward ; Yang, Mochen ; Adomavicius, Gediminas. In: Papers. RePEc:arx:papers:2012.10790.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2020Quantile regression with generated dependent variable and covariates. (2020). Bhattacharya, Jayeeta. In: Papers. RePEc:arx:papers:2012.13614.

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2021Does external medical review reduce disability insurance inflow?. (2021). Liebert, Helge. In: Papers. RePEc:arx:papers:2101.03117.

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2021Evidence and Behaviour of Support and Resistance Levels in Financial Time Series. (2021). Chung, Ken ; Bellotti, Anthony. In: Papers. RePEc:arx:papers:2101.07410.

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2021Time-varying properties of asymmetric volatility and multifractality in Bitcoin. (2021). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:2102.07425.

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2021A 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.

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2021Market 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.

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2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026.

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2021Bitcoin 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.

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2021Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2021Large Order-Invariant Bayesian VARs with Stochastic Volatility. (2021). Yu, Xuewen ; Chan, Joshua ; Koop, Gary. In: Papers. RePEc:arx:papers:2111.07225.

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2021Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach. (2021). Medeiros, Marcelo C ; Ferreira, Iuri H. In: Papers. RePEc:arx:papers:2112.15108.

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2022Forecasting the distribution of long-horizon returns with time-varying volatility. (2022). Ho, Hwai-Chung. In: Papers. RePEc:arx:papers:2201.07457.

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2022High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584.

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2022Evaluating 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.

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2022Adaptive 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.

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2022Asymptotic Theory for Moderate Deviations from the Unit Boundary in Quantile Autoregressive Time Series. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2204.02073.

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2020Corporate Governance and Cash Holdings in Hospitality Firms: Do Board Characteristics Matter?. (2020). Lau, Wee-Yeap ; Kwan, Jing-Hui. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:816-832.

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2020Forecasting import demand of table grapes: Empirical evidence from Thailand. (2020). Thongkaew, Supat ; Suvanvihok, Vasu ; Tongchure, Siros ; Sukprasert, Patana ; Jatuporn, Chalermpon. In: Asian Journal of Agriculture and rural Development. RePEc:asi:ajosrd:2020:p:578-586.

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2021Carbon Reduction and Sustainable Investment: A Way to Sustainable Development. (2021). Nishad, Mohamed T. In: Energy Economics Letters. RePEc:asi:eneclt:2021:p:134-144.

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2021Energy 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.

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2022Modeling 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.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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2021Volatility 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.

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2020News media analytics in finance: a survey. (2020). Hahn, Tobias ; Vanstone, Bruce ; Marty, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1385-1434.

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2020The seasonality of gold prices in China does the risk‐aversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664.

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2021Information 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.

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2022Do 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.

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2021Does 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.

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2020Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. (2020). de Oliveira, Erick Meira ; Fogliano, Felipe Arias ; Gusmo, Rodrigo Goyannes ; Cyrino, Fernando Luiz ; Klotzle, Marcelo Cabus ; Orsato, Renato J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:682-697.

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2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

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2020Growth Shocks in the United States and China: Effects on Australias Growth. (2020). Kim, David ; Huh, Hyeonseung ; Fisher, Lance A. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:185-203.

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2021Economic 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.

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2021Biases 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.

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2020GRADING JOURNALS IN ECONOMICS: THE ABCS OF THE ABDC. (2020). Lye, Jeanette ; Hirschberg, Joseph. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:876-921.

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2021ENVIRONMENTAL 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.

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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.

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2021A 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.

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2022Variable 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.

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2020Robust risk aggregation with neural networks. (2020). Pohl, Mathias ; Kupper, Michael ; Eckstein, Stephan. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1229-1272.

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2021Regional 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.

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2021The 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.

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2020Changing Grocery Shopping Behaviours Among Chinese Consumers At The Outset Of The COVID‐19 Outbreak. (2020). Hallsworth, Alan G ; Li, Junxiong ; Cocastefaniak, Andres J. In: Tijdschrift voor Economische en Sociale Geografie. RePEc:bla:tvecsg:v:111:y:2020:i:3:p:574-583.

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2020Sources of inequality in the Philippines: Insights from stochastic dominance tests for richness and poorness. (2020). Wong, Wing-Keung ; Valenzuela, Maria Rebecca ; Zhu, Zhenzhen. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2650-2673.

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2021Fast & 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.

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2021Application 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.

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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

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2021ASPECTS 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.

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2022Exponential High-Frequency-Based-Volatility (EHEAVY) Models. (2022). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2022/5.

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2021Forecasting 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.

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2020Quantifying Qualitative Survey Data: New Insights on the (Ir)Rationality of Firms Forecasts. (2020). Sakellaris, Plutarchos ; Görtz, Christoph ; Botsis, Alexandros ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8148.

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2021Connectedness 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.

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2021Tackling 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.

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2020Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023.

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2020To Kill a Black Swan: The Credibility Revolution at CEDE, 2000-2018. (2020). Castilla, Juan Pablo. In: Documentos CEDE. RePEc:col:000089:018366.

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2021Climate 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.

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2021Integrated 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.

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2021Forecasting 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.

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2022EQUITY 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.

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2020DOES EXCHANGE RATE VOLATILITY AFFECT TOURIST ARRIVAL IN INDIA: A QUANTILE REGRESSION APPROACH. (2020). Dash, Aruna Kumar ; Jena, Sangram Keshari. In: Regional and Sectoral Economic Studies. RePEc:eaa:eerese:v:20:y2020:i:2_5.

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2021On 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.

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2020An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272.

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2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

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2020Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul. (2020). Elik, Gulah Gener. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-03-20.

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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:

YearTitleTypeCited

Works by Michael McAleer:

YearTitleTypeCited
201822ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 In: Advances in Decision Sciences.
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2018Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 In: Advances in Decision Sciences.
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2018FAKE 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]		article2
2018Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Tinbergen Institute Discussion Papers.
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2018RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 In: Advances in Decision Sciences.
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2018Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018.(2018) In: Econometric Institute Research Papers.
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2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article2
2019A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries In: Advances in Decision Sciences.
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2017A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Econometric Institute Research Papers.
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2017A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries.(2017) In: Tinbergen Institute Discussion Papers.
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2019The Gender Wealth Gap by Household Head in Vietnam In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article2
2019Applications of the Newton-Raphson Method in Decision Sciences and Education In: Advances in Decision Sciences.
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2019Summary of Advances in Decision Sciences (ADS) - 2019 In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2020Net Interest Marginof Commercial Banks in Vietnam In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article3
2020Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2020The Future of Tourism in the COVID-19 Era In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article5
2020Comments on Recent COVID-19 Research in JAMA In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2020Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article0
2020Seeking Clarity in a World Infected by COVID-19 and Fake News In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2020Summary of Advances in Decision Sciences (ADS) - 2020 In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2021A Critical Analysis of Some Recent Medical Research in Science on COVID-19 In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2021A Critique of Recent Medical Research in JAMA on COVID-19 In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article2
2021Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2021The Safety of Banks in Vietnam Using CAMEL In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
2021Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences In: Advances in Decision Sciences.
[Full Text][Citation analysis]		article1
1985What Will Take the Con out of Econometrics? In: American Economic Review.
[Full Text][Citation analysis]		article98
1985What Will Take the Con Out of Econometrics?.(1985) In: CEPR Discussion Papers.
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2005Risk Management of Daily Tourist Tax Revenues for the Maldives In: Natural Resources Management Working Papers.
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2005Risk Management of Daily Tourist Tax Revenues for the Maldives.(2005) In: Working Papers.
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1979A 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]		paper0
1980Interest Rates and durability in the Linear Expenditure Family In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper1
1981Interest Rates and Durability in the Linear Expenditure Family..(1981) In: Canadian Journal of Economics.
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1980Interest Rates and Durability in the Linear Expenditure Family.(1980) In: Working Paper.
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1980Principles and Methods in the Testing of Alternative Models In: Queen's Institute for Economic Research Discussion Papers.
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1980Principles and Methods in the Testing of Alternative Models.(1980) In: Working Paper.
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1980Two Papers on Linear Models In: Queen's Institute for Economic Research Discussion Papers.
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1980Two Papers on Linear Models.(1980) In: Working Paper.
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1980Two Papers on Model Testing and Discrimination In: Queen's Institute for Economic Research Discussion Papers.
[Full Text][Citation analysis]		paper0
1980Two Papers on Model Testing and Discrimination.(1980) In: Working Paper.
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2014A One Line Derivation of EGARCH In: LIDAM Reprints ISBA.
[Citation analysis]		paper22
2014A One Line Derivation of EGARCH.(2014) In: Working Papers in Economics.
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2014A One Line Derivation of EGARCH.(2014) In: Econometric Institute Research Papers.
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2014A One Line Derivation of EGARCH.(2014) In: Econometrics.
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2014A One Line Derivation of EGARCH.(2014) In: Tinbergen Institute Discussion Papers.
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2015Structure and asymptotic theory for nonlinear models with GARCH erros In: Economia.
[Full Text][Citation analysis]		article1
2010Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: Working Papers in Economics.
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2011Structure and Asymptotic theory for Nonlinear Models with GARCH Errors.(2011) In: Econometric Institute Research Papers.
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2010Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: KIER Working Papers.
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1989A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article18
2012It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance.
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1982A Note on Identifiability in the Linear Expenditure Family. In: Australian Economic Papers.
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1982A Note on Identifiability in the Linear Expenditure Family.(1982) In: Cahiers de recherche.
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2005Testing Multiple Non?Nested Factor Demand Systems In: Bulletin of Economic Research.
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2001Testing Multiple Non-nested Factor Demand Systems,.(2001) In: ISER Discussion Paper.
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1988Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record.
[Full Text][Citation analysis]		article0
1989Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record.
[Full Text][Citation analysis]		article0
1989Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors Introduction In: The Economic Record.
[Full Text][Citation analysis]		article0
1989Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors Introduction In: The Economic Record.
[Full Text][Citation analysis]		article0
1992Efficient Estimation: The Rao?Zyskind Condition, Kruskals Theorem and Ordinary Least Squares* In: The Economic Record.
[Full Text][Citation analysis]		article2
2001Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts In: The Economic Record.
[Full Text][Citation analysis]		article2
2015Volatility smirk as an externality of agency conflict and growing debt In: International Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2013Volatility Smirk as an Externality of Agency Conflict and Growing Debt.(2013) In: Tinbergen Institute Discussion Papers.
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1997On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach In: The Japanese Economic Review.
[Full Text][Citation analysis]		article104
1990On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach..(1990) In: Australian National University - Department of Economics.
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1999Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models In: The Japanese Economic Review.
[Full Text][Citation analysis]		article1
1990SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS..(1990) In: Australian National University - Department of Economics.
[Citation analysis]
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2003Asymptotic 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]		article0
2001Asymptotic 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.
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2003Asymptotic 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.
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2012AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES In: The Japanese Economic Review.
[Full Text][Citation analysis]		article6
2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Working Papers in Economics.
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2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: Econometric Institute Research Papers.
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2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: KIER Working Papers.
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2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates.(2010) In: CIRJE F-Series.
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2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis In: The Japanese Economic Review.
[Full Text][Citation analysis]		article6
2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Working Papers in Economics.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: KIER Working Papers.
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2016Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis.(2016) In: The Japanese Economic Review.
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2013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers.
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1996 The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995. In: Journal of Economic Surveys.
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1996 The Osaka Econometrics Conference: Osaka, Japan, 1995. In: Journal of Economic Surveys.
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1997The Ten Commandments for Organizing a Conference In: Journal of Economic Surveys.
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1997Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 In: Journal of Economic Surveys.
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1998The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia In: Journal of Economic Surveys.
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1998The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 In: Journal of Economic Surveys.
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1998Cointegration in Practice In: Journal of Economic Surveys.
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1998Cointegration Analysis of Seasonal Time Series In: Journal of Economic Surveys.
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1998Editorial In: Journal of Economic Surveys.
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1999Editorial In: Journal of Economic Surveys.
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2000Pricing of Forward and Futures Contracts In: Journal of Economic Surveys.
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2001The Ten Commandments for Attending a Conference In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article1
2002The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article0
2002The Ten Commandments for Presenting a Conference Paper In: Journal of Economic Surveys.
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2002The Econometrics of Financial Time Series In: Journal of Economic Surveys.
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2002Recent Theoretical Results for Time Series Models with GARCH Errors In: Journal of Economic Surveys.
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2004An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys.
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2004Econometric modelling of non?ferrous metal prices In: Journal of Economic Surveys.
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2005The ten commandments for ranking university quality In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2005The Ten Commandments for Academics In: Journal of Economic Surveys.
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2006INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES In: Journal of Economic Surveys.
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2006HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA In: Journal of Economic Surveys.
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2006INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA In: Journal of Economic Surveys.
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2007MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys.
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2009In Memoriam In: Journal of Economic Surveys.
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2009THE TEN COMMANDMENTS FOR OPTIMIZING VALUE?AT?RISK AND DAILY CAPITAL CHARGES In: Journal of Economic Surveys.
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2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CARF F-Series.
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2008The ten commandments for optimizing value-at-risk and daily capital charges.(2008) In: Econometric Institute Research Papers.
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2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges.(2009) In: CIRJE F-Series.
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2009THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD In: Journal of Economic Surveys.
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2010A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS In: Journal of Economic Surveys.
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2010THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS In: Journal of Economic Surveys.
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2011TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES In: Journal of Economic Surveys.
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2010Ten Things We Should Know About Time Series.(2010) In: Working Papers in Economics.
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2010Ten Things We Should Know About Time Series.(2010) In: Econometric Institute Research Papers.
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2010Ten Things We Should Know About Time Series.(2010) In: KIER Working Papers.
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2011FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS In: Journal of Economic Surveys.
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2010Forecasting Realized Volatility with Linear and Nonlinear Univariate Models.(2010) In: Working Papers in Economics.
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2011WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG In: Journal of Economic Surveys.
[Citation analysis]		article19
2010What Makes a Great Journal Great in Economics? The Singer Not the Song.(2010) In: Working Papers in Economics.
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2010What Makes a Great Journal Great in Economics? The Singer Not the Song..(2010) In: Econometric Institute Research Papers.
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2010What Makes a Great Journal Great in Economics? The Singer Not the Song.(2010) In: KIER Working Papers.
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2012Professor Halbert L. White, 1950–2012 In: Journal of Economic Surveys.
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2012DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS In: Journal of Economic Surveys.
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2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: Working Papers in Economics.
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2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: Econometric Institute Research Papers.
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2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: KIER Working Papers.
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2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models.(2010) In: CIRJE F-Series.
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2014EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article8
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments.(2012) In: Working Papers in Economics.
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2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments.(2012) In: KIER Working Papers.
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1993 Econometric Issues in Macroeconomic Models with Generated Regressors. In: Journal of Economic Surveys.
[Citation analysis]		article156
1994 Sherlock Holmes and the Search for Truth: A Diagnostic Tale. In: Journal of Economic Surveys.
[Citation analysis]		article30
1998Testing for Unit Roots and Non?linear Transformations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
1988TESTING SEPARATE TIME SERIES MODELS In: Journal of Time Series Analysis.
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1994ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
1994On the Effects of Misspecification Errors in Models with Generated Regressors..(1994) In: Oxford Bulletin of Economics and Statistics.
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2009Expert opinion versus expertise in forecasting In: Statistica Neerlandica.
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2008Expert opinion versus expertise in forecasting.(2008) In: Econometric Institute Research Papers.
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2010A general asymptotic theory for time?series models In: Statistica Neerlandica.
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2009A General Asymptotic Theory for Time Series Models.(2009) In: CIRJE F-Series.
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2011Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH In: Statistica Neerlandica.
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2010Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH.(2010) In: Working Papers in Economics.
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2009Modelling conditional correlations in the volatility of Asian rubber spot and futures returns.(2009) In: Econometric Institute Research Papers.
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2011Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan.(2011) In: KIER Working Papers.
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2010Model Selection and Testing of Conditional and Stochastic Volatility Models.(2010) In: KIER Working Papers.
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2012Asymmetry and Long Memory in Volatility Modeling.(2012) In: Journal of Financial Econometrics.
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2010Dynamic Conditional Correlations for Asymmetric Processes.(2010) In: Econometric Institute Research Papers.
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2013Recent developments in financial economics and econometrics: An overview.(2013) In: The North American Journal of Economics and Finance.
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2013Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Econometric Institute Research Papers.
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2013Recent Developments in Financial Economics and Econometrics:An Overview.(2013) In: KIER Working Papers.
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2013Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Tinbergen Institute Discussion Papers.
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2013Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility In: Working Papers in Economics.
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2013Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Econometric Institute Research Papers.
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2012Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2012) In: JRFM.
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2013Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: KIER Working Papers.
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2013Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility.(2013) In: Tinbergen Institute Discussion Papers.
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2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics.
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2013Has the Basel Accord improved risk management during the global financial crisis?.(2013) In: The North American Journal of Economics and Finance.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: KIER Working Papers.
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2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2013) In: Tinbergen Institute Discussion Papers.
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2013Statistical Modelling of Extreme Rainfall in Taiwan In: Working Papers in Economics.
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2012Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: Econometric Institute Research Papers.
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2012Statistical Modelling of Extreme Rainfall in Taiwan.(2012) In: KIER Working Papers.
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2013Statistical Modelling of Extreme Rainfall in Taiwan.(2013) In: Tinbergen Institute Discussion Papers.
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2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance In: Working Papers in Economics.
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2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?.(2013) In: Econometric Institute Research Papers.
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2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: KIER Working Papers.
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2013What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance.(2013) In: Tinbergen Institute Discussion Papers.
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2013WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE.(2013) In: Annals of Financial Economics (AFE).
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2013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence In: Working Papers in Economics.
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2013Coercive journal self citations, impact factor, Journal Influence and Article Influence.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Econometric Institute Research Papers.
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2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: KIER Working Papers.
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2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence.(2013) In: Tinbergen Institute Discussion Papers.
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2013Ten Things You Should Know About DCC In: Working Papers in Economics.
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2013Ten Things You Should Know About DCC.(2013) In: Econometric Institute Research Papers.
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2013Ten Things You Should Know About DCC.(2013) In: KIER Working Papers.
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2013Ten Things you should know about DCC.(2013) In: Tinbergen Institute Discussion Papers.
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2013Modeling and Simulation: An Overview In: Working Papers in Economics.
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2013Modelling and Simulation: An Overview.(2013) In: Econometric Institute Research Papers.
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2013Modelling and Simulation: An Overview.(2013) In: KIER Working Papers.
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2013Modelling and Simulation: An Overview.(2013) In: Tinbergen Institute Discussion Papers.
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2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation In: Working Papers in Economics.
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2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: Econometric Institute Research Papers.
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2013Ten Things You Should Know about the Dynamic Conditional Correlation Representation.(2013) In: Econometrics.
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2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation.(2013) In: KIER Working Papers.
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2013Ten Things you should know about the Dynamic Conditional Correlation Representation.(2013) In: Tinbergen Institute Discussion Papers.
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2013Risk Modeling and Management: An Overview In: Working Papers in Economics.
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2013Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers.
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2013Herding, Information Cascades and Volatility Spillovers in Futures Markets In: Working Papers in Economics.
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2013Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Econometric Institute Research Papers.
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2013Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: KIER Working Papers.
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2013Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Journal of Reviews on Global Economics.
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2013Herding, Information Cascades and Volatility Spillovers in Futures Markets.(2013) In: Tinbergen Institute Discussion Papers.
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2013International Technology Diffusion of Joint and Cross-border Patents In: Working Papers in Economics.
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2013International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Econometric Institute Research Papers.
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2015International Technology Diffusion of Joint and Cross-border Patents.(2015) In: Econometric Institute Research Papers.
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2013International Technology Diffusion of Joint and Cross-border Patents.(2013) In: Tinbergen Institute Discussion Papers.
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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry In: Working Papers in Economics.
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2014The impact of China on stock returns and volatility in the Taiwan tourism industry.(2014) In: The North American Journal of Economics and Finance.
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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry.(2013) In: Econometric Institute Research Papers.
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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry.(2013) In: Tinbergen Institute Discussion Papers.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures In: Working Papers in Economics.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Econometric Institute Research Papers.
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2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures.(2013) In: Tinbergen Institute Discussion Papers.
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2013A Capital Adequacy Buffer Model In: Working Papers in Economics.
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2016A capital adequacy buffer model.(2016) In: Applied Economics Letters.
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2013A Capital Adequacy Buffer Model.(2013) In: Tinbergen Institute Discussion Papers.
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2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc In: Working Papers in Economics.
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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometric Institute Research Papers.
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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc.(2013) In: Econometrics.
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2013Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc.(2013) In: Tinbergen Institute Discussion Papers.
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2014The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations In: Working Papers in Economics.
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2014The maximum number of parameters for the Hausman test when the estimators are from different sets of equations.(2014) In: Economics Letters.
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2013The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Econometric Institute Research Papers.
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2013The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations.(2013) In: Tinbergen Institute Discussion Papers.
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2014A Tourism Conditions Index In: Working Papers in Economics.
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2014A Tourism Conditions Index.(2014) In: Econometric Institute Research Papers.
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2014A Tourism Conditions Index.(2014) In: Tinbergen Institute Discussion Papers.
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2014Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series In: Working Papers in Economics.
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2014Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series.(2014) In: Tinbergen Institute Discussion Papers.
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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations In: Working Papers in Economics.
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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Econometric Institute Research Papers.
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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Review of Economics.
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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations.(2014) In: Tinbergen Institute Discussion Papers.
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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences In: Working Papers in Economics.
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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.(2014) In: Econometric Institute Research Papers.
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2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.(2014) In: Tinbergen Institute Discussion Papers.
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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay In: Working Papers in Economics.
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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay.(2014) In: Econometric Institute Research Papers.
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2014Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay.(2014) In: Tinbergen Institute Discussion Papers.
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2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance In: Working Papers in Economics.
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2015Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance.(2015) In: Journal of Econometrics.
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2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance.(2014) In: Tinbergen Institute Discussion Papers.
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2014Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics.
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2017Risk Measurement and Risk Modelling Using Applications of Vine Copulas.(2017) In: Sustainability.
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2014Risk Measurement and Risk Modelling using Applications of Vine Copulas.(2014) In: Tinbergen Institute Discussion Papers.
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2014A Tourism Financial Conditions Index In: Working Papers in Economics.
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2014A Tourism Financial Conditions Index.(2014) In: Econometric Institute Research Papers.
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2014A Tourism Financial Conditions Index.(2014) In: Tinbergen Institute Discussion Papers.
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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations.(2014) In: Econometric Institute Research Papers.
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2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations.(2014) In: Tinbergen Institute Discussion Papers.
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2014JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS.(2014) In: Annals of Financial Economics (AFE).
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2014Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan In: Working Papers in Economics.
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2014Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Econometric Institute Research Papers.
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2014Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan.(2014) In: Tinbergen Institute Discussion Papers.
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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview In: Working Papers in Economics.
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2015Advances in financial risk management and economic policy uncertainty: An overview.(2015) In: International Review of Economics & Finance.
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2014Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview.(2014) In: Tinbergen Institute Discussion Papers.
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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process In: Working Papers in Economics.
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2014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process.(2014) In: Tinbergen Institute Discussion Papers.
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2014Asymmetric Realized Volatility Risk In: Working Papers in Economics.
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2014Asymmetric Realized Volatility Risk.(2014) In: JRFM.
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2014Asymmetric Realized Volatility Risk.(2014) In: Tinbergen Institute Discussion Papers.
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2014On the Invertibility of EGARCH In: Working Papers in Economics.
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2014On the Invertibility of EGARCH.(2014) In: Econometric Institute Research Papers.
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2015On the Invertibility of EGARCH(p,q).(2015) In: Econometric Institute Research Papers.
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2018On the invertibility of EGARCH(p, q).(2018) In: Econometric Reviews.
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2014On the Invertibility of EGARCH.(2014) In: Tinbergen Institute Discussion Papers.
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2015On the Invertibility of EGARCH(p,q).(2015) In: Tinbergen Institute Discussion Papers.
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2014Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics.
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2017Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance.
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2014Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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2014Asymmetry and Leverage in Conditional Volatility Models In: Working Papers in Economics.
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2014Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Econometrics.
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2014Asymmetry and Leverage in Conditional Volatility Models.(2014) In: Tinbergen Institute Discussion Papers.
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2014European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics.
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2014European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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2014Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics.
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2014Hedge Fund Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers.
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2014Econometric Analysis of Financial Derivatives: An Overview In: Working Papers in Economics.
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2015Econometric analysis of financial derivatives: An overview.(2015) In: Journal of Econometrics.
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2014Econometric Analysis of Financial Derivatives: An Overview.(2014) In: Tinbergen Institute Discussion Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models In: CARF F-Series.
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2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models.(2009) In: CIRJE F-Series.
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2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return In: CARF F-Series.
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2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return.(2009) In: CIRJE F-Series.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers.
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2009Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?.(2009) In: Tinbergen Institute Discussion Papers.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series.
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2008A decision rule to minimize daily capital charges in forecasting value-at-risk.(2008) In: Econometric Institute Research Papers.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: CIRJE F-Series.
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2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets In: CARF F-Series.
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2009Modelling conditional correlations for risk diversification in crude oil markets.(2009) In: Econometric Institute Research Papers.
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2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets.(2009) In: CIRJE F-Series.
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2009Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets In: CARF F-Series.
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2009Forecasting volatility and spillovers in crude oil spot, forward and future markets.(2009) In: Econometric Institute Research Papers.
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2009Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets.(2009) In: CIRJE F-Series.
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2009Asymmetry and Leverage in Realized Volatility In: CARF F-Series.
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2008Asymmetry and leverage in realized volatility.(2008) In: Econometric Institute Research Papers.
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2009Asymmetry and Leverage in Realized Volatility.(2009) In: CIRJE F-Series.
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2009Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets In: CARF F-Series.
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2010Modelling the interactions across international stock, bond and foreign exchange markets.(2010) In: Applied Economics.
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2009Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets.(2009) In: CIRJE F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series.
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2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies In: CARF F-Series.
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2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies.(2009) In: CIRJE F-Series.
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