Most cited documents in this series:

Year	Title	Cited
2004	Multidimensional scaling RePEc:dgr:eureir:1765001274 [Citation Analysis]	39
2002	Reverse logistics RePEc:dgr:eureir:1765000561 [Citation Analysis]	28
1995	Flexible Seasonal Long Memory and Economic Time Series RePEc:dgr:eureir:1765001351 [Citation Analysis]	24
2003	Forecasting industrial production with linear, nonlinear, and structural change models RePEc:dgr:eureir:1765001716 [Citation Analysis]	19
1998	Does the absence of cointegration explain the typical findings in long horizon regressions? RePEc:dgr:eureir:1765001555 [Citation Analysis]	17
2003	A generalized dynamic conditional correlation model for many asset returns RePEc:dgr:eureir:1765001718 [Citation Analysis]	17
2011	How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience RePEc:dgr:eureir:1765022236 [Citation Analysis]	14
1999	Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation RePEc:dgr:eureir:1765001619 [Citation Analysis]	13
2000	Smooth transition autoregressive models - A survey of recent developments RePEc:dgr:eureir:1765001656 [Citation Analysis]	11
2010	Model Selection and Testing of Conditional and Stochastic Volatility Models RePEc:dgr:eureir:1765020940 [Citation Analysis]	11
2005	Semi-Parametric Modelling of Correlation Dynamics RePEc:dgr:eureir:1765006849 [Citation Analysis]	10
2002	Changes in variability of the business cycle in the G7 countries RePEc:dgr:eureir:1765000551 [Citation Analysis]	10
2000	A nonlinear long memory model for US unemployment RePEc:dgr:eureir:1765001660 [Citation Analysis]	9
2000	Daily exchange rate behaviour and hedging of currency risk RePEc:dgr:eureir:1765001657 [Citation Analysis]	9
1999	On SETAR non- linearity and forecasting RePEc:dgr:eureir:1765001567 [Citation Analysis]	9
1995	An Efficient Optimal Solution Method for the Joint Replenishment Problem RePEc:dgr:eureir:1765001359 [Citation Analysis]	8
1999	Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk RePEc:dgr:eureir:1765007712 [Citation Analysis]	8
1996	Testing for Smooth Transition Nonlinearity in the Presence of Outliers RePEc:dgr:eureir:1765001382 [Citation Analysis]	8
2009	How Accurate are Government Forecast of Economic Fundamentals? RePEc:dgr:eureir:1765016264 [Citation Analysis]	8
2005	Operations research in passenger railway transportation RePEc:dgr:eureir:1765001941 [Citation Analysis]	7
1996	Testing for ARCH in the Presence of Additive Outliers RePEc:dgr:eureir:1765001395 [Citation Analysis]	7
1996	A Review of Multi-Component Maintenance Models with Economic Dependence RePEc:dgr:eureir:1765001372 [Citation Analysis]	7
1998	Censored latent effects autoregression, with an application to US unemployment RePEc:dgr:eureir:1765001532 [Citation Analysis]	6
2008	The ten commandments for optimizing value-at-risk and daily capital charges RePEc:dgr:eureir:1765013910 [Citation Analysis]	6
2004	Rank reduction of correlation matrices by majorization RePEc:dgr:eureir:1765001202 [Citation Analysis]	6
1998	A seasonal periodic long memory model for monthly river flows RePEc:dgr:eureir:1765001530 [Citation Analysis]	6
2007	Modeling regional house prices RePEc:dgr:eureir:1765011723 [Citation Analysis]	6
2006	Bayesian Model Averaging in the Presence of Structural Breaks RePEc:dgr:eureir:1765007904 [Citation Analysis]	6
2000	Optimal portfolio choice under loss aversion RePEc:dgr:eureir:1765001641 [Citation Analysis]	6
2000	Networks of Collaboration in Oligopoly RePEc:dgr:eureir:1765006932 [Citation Analysis]	6
2011	Citations and Impact of ISI Tourism and Hospitality Journals RePEc:dgr:eureir:1765025607 [Citation Analysis]	6
2000	Learning, Network Formation and Coordination RePEc:dgr:eureir:1765006931 [Citation Analysis]	6
2009	Modelling conditional correlations for risk diversification in crude oil markets RePEc:dgr:eureir:1765016105 [Citation Analysis]	5
2003	Pricing default swaps: empirical evidence RePEc:dgr:eureir:1765001083 [Citation Analysis]	5
2011	Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures RePEc:dgr:eureir:1765022807 [Citation Analysis]	5
2001	Testing for common deterministic trend slopes RePEc:dgr:eureir:1765001680 [Citation Analysis]	5
2011	Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX RePEc:dgr:eureir:1765022806 [Citation Analysis]	5
2008	Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets RePEc:dgr:eureir:1765013780 [Citation Analysis]	5
2004	Testing for causality in variance using multivariate GARCH models RePEc:dgr:eureir:1765001285 [Citation Analysis]	5
2000	R&D Networks RePEc:dgr:eureir:1765006945 [Citation Analysis]	5
2000	Seasonal smooth transition autoregression RePEc:dgr:eureir:1765001639 [Citation Analysis]	5
2008	Modelling sustainable international tourism demand to the Brazilian Amazon RePEc:dgr:eureir:1765013773 [Citation Analysis]	5
2008	A decision rule to minimize daily capital charges in forecasting value-at-risk RePEc:dgr:eureir:1765013986 [Citation Analysis]	5
2000	Asymmetric and common absorption of shocks in nonlinear autoregressive models RePEc:dgr:eureir:1765001637 [Citation Analysis]	4
2010	Asymmetry and Long Memory in Volatility Modelling RePEc:dgr:eureir:1765020978 [Citation Analysis]	4
1999	Unit roots and asymetric adjustment - a reassessment RePEc:dgr:eureir:1999101 [Citation Analysis]	4
2008	The new Dutch timetable: The OR revolution RePEc:dgr:eureir:1765013767 [Citation Analysis]	4
2012	Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability RePEc:dgr:eureir:1765032529 [Citation Analysis]	4
1998	Bayesian and classical approaches to instrumental variable regression RePEc:dgr:eureir:1765001540 [Citation Analysis]	4
2005	A column generation approach to solve the crew re-scheduling problem RePEc:dgr:eureir:1765007149 [Citation Analysis]	4

Citing documents used to compute impact factor 31:

Year	Title	See
2011	Fast Heuristics for Delay Management with Passenger Rerouting RePEc:dgr:eureir:1765026866	[Citation Analysis]
2011	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns RePEc:ucm:doicae:1134	[Citation Analysis]
2011	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates RePEc:ucm:doicae:1113	[Citation Analysis]
2011	Modeling frailty-correlated defaults using many macroeconomic covariates RePEc:eee:econom:v:162:y:2011:i:2:p:312-325	[Citation Analysis]
2011	Axiomatic Characterization of the Antimedian Function on Paths and Hypercubes RePEc:dgr:eureir:1765022803	[Citation Analysis]
2011	Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries RePEc:eee:finana:v:20:y:2011:i:3:p:152-164	[Citation Analysis]
2011	Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures RePEc:cbt:econwp:11/26	[Citation Analysis]
2011	GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies RePEc:cbt:econwp:11/28	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:ucm:doicae:1135	[Citation Analysis]
2011	International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord RePEc:ucm:doicae:1101	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:kyo:wpaper:795	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:cbt:econwp:11/32	[Citation Analysis]
2011	Currency Hedging Strategies Using Dynamic Multivariate GARCH RePEc:ucm:doicae:1133	[Citation Analysis]
2011	Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures RePEc:ucm:doicae:1132	[Citation Analysis]
2011	Volatility models RePEc:cor:louvco:2011058	[Citation Analysis]
2011	GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies RePEc:ucm:doicae:1127	[Citation Analysis]
2011	Asymmetry and Long Memory in Volatility Modelling RePEc:ucm:doicae:1129	[Citation Analysis]
2011	End-of-Life Inventory Problem with Phase-out Returns RePEc:dgr:eureir:1765023109	[Citation Analysis]
2011	Customer Differentiated End-of-Life Inventory Problem RePEc:dgr:eureir:1765023784	[Citation Analysis]
2011	The impact of external shocks on the eurozone: a structural VAR model RePEc:hal:cepnwp:hal-00610024	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:ucm:doicae:1120	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:dgr:eureir:1765023582	[Citation Analysis]
2011	Real-time inflation forecast densities from ensemble Phillips curves RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87	[Citation Analysis]
2011	Algorithmic Support for Disruption Management at Netherlands Railways RePEc:dgr:eureir:1765022456	[Citation Analysis]
2011	Are Forecast Updates Progressive? RePEc:ucm:doicae:1103	[Citation Analysis]
2011	A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile RePEc:nbr:nberwo:16945	[Citation Analysis]
2011	Evaluating Individual and Mean Non-Replicable Forecasts RePEc:ucm:doicae:1115	[Citation Analysis]
2011	A Solution to Fiscal Procyclicality: the Structural Budget Institutions Pioneered by Chile RePEc:chb:bcchec:v:14:y:2011:i:2:p:39-51	[Citation Analysis]
2011	A Solution to Overoptimistic Forecasts and Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile RePEc:hrv:hksfac:4723209	[Citation Analysis]
2011	Currency Hedging Strategies Using Dynamic Multivariate GARCH RePEc:ucm:doicae:1133	[Citation Analysis]
2011	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates RePEc:ucm:doicae:1113	[Citation Analysis]

Cites in year: CiY