Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Working Papers in Economics / University of Canterbury, Department of Economics and Finance

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37000000.17
20020.38000000.18
20030.4000000.19
20040.43000000.19
20050.45010000.24
20060.46161640.25250040.250.2
20070.130.3962220.09116200.17
20080.270.41224490.22522616.730.140.18
20090.110.37206490.142228333.330.150.18
20100.190.3370134260.1912142825120.170.16
20110.390.4544178730.4141903528.6110.250.23
20120.430.4617195830.4324114494.150.290.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2010What Makes a Great Journal Great in Economics? The Singer Not the Song. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/43.

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37
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/36.

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36
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/11.

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16
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

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13
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

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13
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/16.

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13
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

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12
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/05.

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10
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

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10
2010A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Working Papers in Economics. RePEc:cbt:econwp:10/15.

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9
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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8
2010Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2010). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Working Papers in Economics. RePEc:cbt:econwp:10/23.

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7
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

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6
2013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

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6
2006Overconfidence in Forecasts of Own Performance: An Experimental Study. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/09.

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6
2008The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Brown, Jennifer ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:08/13.

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5
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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5
2006Another Look at what to do with Time-series Cross-section Data. (2006). Reed, W. ; Lin, Shu ; Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/04.

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5
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:10/63.

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4
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). McAleer, Michael ; Ishida, Isao ; Oya, Kosuke . In: Working Papers in Economics. RePEc:cbt:econwp:11/11.

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4
2006The Robust Relationship Between Taxes and State Economic Growth. (2006). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:06/13.

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4
2008Strategic Use of Trust. (2008). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš. In: Working Papers in Economics. RePEc:cbt:econwp:08/11.

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4
2009An Empirical Analysis of Health and Safety in Employment Sentencing in New Zealand. (2009). Menclova, Andrea ; Woodfield, Alan. In: Working Papers in Economics. RePEc:cbt:econwp:09/17.

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4
2013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

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4
2008Words Speak Louder Than Money. (2008). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servtka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:08/18.

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4
2011Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

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3
2011Group Identity and Relation-Specific Investment: An Experimental Investigation. (2011). Servátka, Maroš ; Morita, Hodaka ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/01.

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3
2006The Causes of Order Effects in Contingent Valuation Surveys: An Experimental Investigation. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/06.

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3
2010Value-at-Risk for Country Risk Ratings. (2010). McAleer, Michael ; da Veiga, Bernardo ; Hoti, Suhejla . In: Working Papers in Economics. RePEc:cbt:econwp:10/29.

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3
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms. (2009). Reed, W. ; Castle, Jennifer ; Qin, Xiaochuan . In: Working Papers in Economics. RePEc:cbt:econwp:09/13.

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3
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/10.

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3
2008Constructing Structural VAR Models with Conditional Independence Graphs. (2008). Oxley, Les ; Wilson, Granville Tunnicliffe ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:08/19.

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3
2006Incentives and the Changing Structure of Penalties in New Zealands Health and Safety in Employment Act. (2006). Woodfield, Alan ; Gordon, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:06/03.

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3
2010Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2010). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Working Papers in Economics. RePEc:cbt:econwp:10/39.

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3
2006Ex Ante Liability Rules in New Zealands Health and Safety in Employment Act: A Law and Economics Analysis. (2006). Woodfield, Alan ; Gordon, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:06/02.

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2
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

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2
2011The Dynamics of Energy-Grain Prices with Open Interest. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Sarafrazi, Soodabeh . In: Working Papers in Economics. RePEc:cbt:econwp:11/24.

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2
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

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2
2009Unequal Outside Options in the Lost Wallet Game. (2009). Vadovic, Radovan ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:09/14.

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2
2006A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator. (2006). Reed, W. ; Lin, Shu ; Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/14.

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2
2008Testing for Energy Market Integration in China. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John. In: Working Papers in Economics. RePEc:cbt:econwp:08/12.

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2
2009An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism. (2009). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr. In: Working Papers in Economics. RePEc:cbt:econwp:09/19.

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2
2009China’s Energy Situation and Its Implications in the New Millennium. (2009). Oxley, Les ; Ma, Hengyun ; Gibson, John. In: Working Papers in Economics. RePEc:cbt:econwp:09/01.

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2
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

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2
2010Wolves in the Hen-House? The Consequences of Formal CEO Involvement in the Executive Pay-Setting Process. (2010). boyle, glenn ; Roberts, Helen . In: Working Papers in Economics. RePEc:cbt:econwp:10/45.

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2
2008The Pastoral Boom, the Rural Land Market, and Long Swings in New Zealand Economic Growth 1873-1939. (2008). Oxley, Les ; Greasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:08/02.

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2
2011An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution. (2011). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr. In: Working Papers in Economics. RePEc:cbt:econwp:11/07.

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2
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

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2
2011Comment on Promises and Partnership. (2011). Tucker, Steven ; Servátka, Maroš ; Deck, Cary ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/14.

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2
2008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

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2

Citing documents used to compute impact factor 49:

YearTitleSee
2012Risk Management and Financial Derivatives:An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: KIER Working Papers. RePEc:kyo:wpaper:816.

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[Citation Analysis]
2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1208.

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[Citation Analysis]
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. (2012). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A. K. ; Kramadibrata, A.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1219.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1211.

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[Citation Analysis]
2012Asymmetric adjustments in the ethanol and grains markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1990-2002.

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[Citation Analysis]
2012Promises as Commitments. (2012). Potters, Jan ; Ismayilov, H. ; Potters, J. J. M., . In: Discussion Paper. RePEc:dgr:kubcen:2012064.

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[Citation Analysis]
2012The microfoundations of the Keynesian wage-price spiral. (2012). Malikane, Christopher. In: MPRA Paper. RePEc:pra:mprapa:42921.

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[Citation Analysis]
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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[Citation Analysis]
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:832.

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[Citation Analysis]
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1226.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Eliminating Laboratory Asset Bubbles by Paying Interest on Cash. (2012). Jiang, Janet Hua ; Giusti, Giovanni ; Xu, Yiping . In: MPRA Paper. RePEc:pra:mprapa:37321.

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[Citation Analysis]
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:832.

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[Citation Analysis]
2012Price Asymmetric Relationships in Commodity and Energy Markets. (2012). Katchova, Ani ; Wixson, Sarah E.. In: 123rd Seminar, February 23-24, 2012, Dublin, Ireland. RePEc:ags:eaa123:122553.

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[Citation Analysis]
2012Is it better to say goodbye? When former executives set executive pay. (2012). Theissen, Erik ; Andres, Christian ; Fernau, Erik . In: CFR Working Papers. RePEc:zbw:cfrwps:1202.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:806.

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[Citation Analysis]
2012How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:808.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Emory Economics. RePEc:emo:wp2003:1204.

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[Citation Analysis]
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1205.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1201.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012Which Journal Rankings Best Explain Academic Salaries? Evidence from the University of California. (2012). Tressler, John ; Gibson, John ; Anderson, David. In: Working Papers in Economics. RePEc:wai:econwp:12/10.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Investor sentiment and market reaction: evidence on 2010 FIFA World Cup. (2012). . In: International Journal of Economics and Accounting. RePEc:ids:ijecac:v:3:y:2012:i:1:p:51-76.

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[Citation Analysis]
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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[Citation Analysis]
2012On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness. (2012). Nguyen, Duc Khuong ; JOUINI, Jamel ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:2:p:611-617.

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[Citation Analysis]
2012Market risk of developed and developing countries during the global financial crisis. (2012). Köksal, Bülent ; Koksal, Bulent ; Orhan, Mehmet . In: MPRA Paper. RePEc:pra:mprapa:37523.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012GLOBALISATION AND THE UNPREDICTABILITY OF CRISIS EPISODES: AN EMPIRICAL ANALYSIS OF COUNTRY RISK INDEXES / LA IMPREVISIBILIDAD DE LOS EPISODIOS DE CRISIS: UN ANÁLISIS SOBRE LOS ÍNDICES DE RIESGO P. (2012). Rodriguez-Castellanos, Arturo ; San-Martin-Albizuri, Nerea, . In: Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE). RePEc:idi:jiedee:v:18:y:2012:i:2:p:148-155.

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2012Portfolio Value at Risk Estimate for Crude Oil Markets: A Multivariate Wavelet Denoising Approach. (2012). Xiang, Guocheng ; Lai, Kin Keung ; He, Kaijian . In: Energies. RePEc:gam:jeners:v:5:y:2012:i:4:p:1018-1043:d:17268.

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[Citation Analysis]
2012Returns in Commodities Futures Markets and Financial Speculation: A Multivariate GARCH Approach. (2012). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: Working Papers. RePEc:fem:femwpa:2012.23.

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[Citation Analysis]
2012Returns in commodities futures markets and financial speculation: a multivariate GARCH approach. (2012). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: Quaderni di Dipartimento. RePEc:pav:wpaper:170.

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[Citation Analysis]
2012A characterization of oil price behavior — Evidence from jump models. (2012). Gronwald, Marc . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1310-1317.

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[Citation Analysis]
2012Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies. (2012). Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:248-255.

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[Citation Analysis]
2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?. (2012). Wang, Yudong ; Wu, Chongfeng . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:2167-2181.

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[Citation Analysis]
2012Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1209.

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2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong . In: KIER Working Papers. RePEc:kyo:wpaper:820.

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2012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1213.

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2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. (2012). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A. K. ; Kramadibrata, A.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1219.

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Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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2012.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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2012[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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Recent citations received in: 2011

YearTitleSee
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio ; Santos, Paulo Araujo . In: Working Papers in Economics. RePEc:cbt:econwp:11/28.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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2011Symbols, Group Identity and the Hold-up Problem. (2011). Servátka, Maroš ; Morita, Hodaka ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/38.

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2011.

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2011.

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2011.

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2011Building Trust—One Gift at a Time. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš. In: Games. RePEc:gam:jgames:v:2:y:2011:i:4:p:412-433:d:14167.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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2011Free-Riding and Performance in Collaborative and Non-Collaborative Groups. (2011). Shor, Mikhael ; Sarangi, Sudipta ; Deck, Cary ; Besedes, Tibor ; Quintanar, Sarah . In: MPRA Paper. RePEc:pra:mprapa:33948.

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2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1133.

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Recent citations received in: 2010

YearTitleSee
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:10/09.

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2010Are Forecast Updates Progressive?. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/12.

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2010Combining Non-Replicable Forecasts. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/35.

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Recent citations received in: 2009

YearTitleSee
2009China’s Energy Situation and Its Implications in the New Millennium. (2009). Oxley, Les ; Ma, Hengyun ; Gibson, John. In: Working Papers in Economics. RePEc:cbt:econwp:09/01.

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2009Bayesian Extreme Value Mixture Modelling for Estimating VaR. (2009). Oxley, Les ; Scarrott, Carl John ; Zhao, Xin ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:09/15.

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2009Substitution possibilities and determinants of energy intensity for China. (2009). Oxley, Les ; Ma, Hengyun ; Gibson, John. In: Energy Policy. RePEc:eee:enepol:v:37:y:2009:i:5:p:1793-1804.

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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.