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

0.76

Impact Factor

0.56

5-Years IF

15

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.42000 (%)0.19
20050.430100 (%)0.21
20060.45161640.2535008 (22.9%)40.250.2
20070.130.390.1362220.091162162 (%)0.17
20080.320.390.322244100.23522272278 (15.4%)30.140.17
20090.140.370.142064110.173228444613 (40.6%)30.150.18
20100.140.330.1679143290.2283426641021 (7.4%)180.230.15
20110.450.410.3944187970.52959945143567 (7.4%)150.340.2
20120.470.460.3919206960.474612358171675 (10.9%)50.260.21
20130.780.50.73332391920.8100634918413413 (13%)190.580.21
20140.870.540.52332721510.567752451951025 (6.5%)190.580.26
20150.760.60.56182901680.58466502081161 (25%)10.060.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

#YearTitleCited
12010Great 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.

Full description at Econpapers || Download paper

57
22010What 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.

Full description at Econpapers || Download paper

53
32010Analyzing 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.

Full description at Econpapers || Download paper

40
42010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

37
52014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

33
62010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

33
72013Ten 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.

Full description at Econpapers || Download paper

32
82014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

28
92013Coercive 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.

Full description at Econpapers || Download paper

25
102012Ranking 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.

Full description at Econpapers || Download paper

25
112008China’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.

Full description at Econpapers || Download paper

22
122011International 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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20
132010How 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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18
142011Risk 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.

Full description at Econpapers || Download paper

16
152011Risk 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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16
162010A 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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15
172011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

14
182013What 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.

Full description at Econpapers || Download paper

14
192013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

14
202011The 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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13
212012Robust 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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12
222011Estimating 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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10
232011Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

Full description at Econpapers || Download paper

8
242010GFC-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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8
252010Identifying 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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8
262006Overconfidence 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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8
272013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

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8
282006Another 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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7
292010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

Full description at Econpapers || Download paper

6
302010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

6
312010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/67.

Full description at Econpapers || Download paper

6
322014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

Full description at Econpapers || Download paper

6
332014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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6
342010Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54.

Full description at Econpapers || Download paper

6
352014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

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5
362010Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. (2010). Wisniewski, Tomasz ; Etebari, Ahmad ; Bialkowski, Jedrzej . In: Working Papers in Economics. RePEc:cbt:econwp:10/52.

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5
372012Evaluating 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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5
382008The 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
392013Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission. (2013). Vadovic, Radovan ; Servátka, Maroš ; Cox, James. In: Working Papers in Economics. RePEc:cbt:econwp:13/25.

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5
402011An 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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5
412009Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography. (2009). Oxley, Les ; McCann, Philip ; Shangqin, Hong . In: Working Papers in Economics. RePEc:cbt:econwp:09/04.

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5
422006The 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
432016What to Aim for? The Choice of an Inflation Objective When Openness Matters. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/09.

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4
442010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/34.

Full description at Econpapers || Download paper

4
452006The 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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4
462009How 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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4
472010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/04.

Full description at Econpapers || Download paper

4
482013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/16.

Full description at Econpapers || Download paper

4
492012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:12/06.

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4
502009An 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

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

33
22013Ten 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.

Full description at Econpapers || Download paper

31
32014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

28
42010Analyzing 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.

Full description at Econpapers || Download paper

28
52013Coercive 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.

Full description at Econpapers || Download paper

19
62010Great 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.

Full description at Econpapers || Download paper

16
72008China’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.

Full description at Econpapers || Download paper

15
82010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

15
92013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

13
102010What 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.

Full description at Econpapers || Download paper

12
112012Ranking 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.

Full description at Econpapers || Download paper

10
122013What 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.

Full description at Econpapers || Download paper

10
132011Risk 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.

Full description at Econpapers || Download paper

8
142011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

8
152011Risk 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.

Full description at Econpapers || Download paper

8
162010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

6
172014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

Full description at Econpapers || Download paper

6
182014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

Full description at Econpapers || Download paper

6
192011The 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.

Full description at Econpapers || Download paper

5
202010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/67.

Full description at Econpapers || Download paper

5
212014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

Full description at Econpapers || Download paper

5
222013Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission. (2013). Vadovic, Radovan ; Servátka, Maroš ; Cox, James. In: Working Papers in Economics. RePEc:cbt:econwp:13/25.

Full description at Econpapers || Download paper

5
232016What to Aim for? The Choice of an Inflation Objective When Openness Matters. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/09.

Full description at Econpapers || Download paper

4
242013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Working Papers in Economics. RePEc:cbt:econwp:13/06.

Full description at Econpapers || Download paper

4
252013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/16.

Full description at Econpapers || Download paper

4
262010Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:10/56.

Full description at Econpapers || Download paper

4
272014Replications in Economics: A Progress Report. (2014). Reed, W. ; Duvendack, Maren ; Palmer-Jones, Richard W.. In: Working Papers in Economics. RePEc:cbt:econwp:14/26.

Full description at Econpapers || Download paper

4
282011International 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.

Full description at Econpapers || Download paper

4
292011Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

Full description at Econpapers || Download paper

4
302010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

Full description at Econpapers || Download paper

4
312014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

Full description at Econpapers || Download paper

3
322010Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54.

Full description at Econpapers || Download paper

3
332012Evaluating 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.

Full description at Econpapers || Download paper

3
342010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

3
352014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/23.

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3
362014European Market Portfolio Diversifcation Strategies across the GFC. (2014). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/25.

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3
372010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/04.

Full description at Econpapers || Download paper

3
382015Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving. (2015). Servátka, Maroš ; Knowles, Stephen. In: Working Papers in Economics. RePEc:cbt:econwp:15/01.

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3
392013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

Full description at Econpapers || Download paper

3
402012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:12/06.

Full description at Econpapers || Download paper

3
412010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/34.

Full description at Econpapers || Download paper

3
422010Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2010). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/40.

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3
432012Robust 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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3
442009Unequal 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
452010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/03.

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2
462011A Method for Inferring Batting Conditions in ODI Cricket from Historical Data. (2011). Hogan, Seamus ; Brooker, Scott . In: Working Papers in Economics. RePEc:cbt:econwp:11/44.

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2
472009Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography. (2009). Oxley, Les ; McCann, Philip ; Shangqin, Hong . In: Working Papers in Economics. RePEc:cbt:econwp:09/04.

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2
482016Univariate Unit Root Tests Perform Poorly When Data Are Cointegrated. (2016). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:16/01.

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2
492013The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe. (2013). Guender, Alfred ; Tolan, Bernard . In: Working Papers in Economics. RePEc:cbt:econwp:13/29.

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2
502010Modeling the Effect of Oil Price on Global Fertilizer Prices. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Working Papers in Economics. RePEc:cbt:econwp:10/55.

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2

Citing documents used to compute impact factor 50:

YearTitle
2015Meta-analysis in a nutshell: Techniques and general findings. (2015). Paldam, Martin. In: Economics Discussion Papers. RePEc:zbw:ifwedp:20153.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1503.

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2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150133.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150022.

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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150056.

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2015On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:78126.

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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78155.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508.

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2015Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349.

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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1516.

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2015Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting. (2015). Khrapov, Stanislav ; Anatolyev, Stanislav. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:610-632:d:53976.

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2015Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262.

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2015Statistical inference for conditional quantiles in nonlinear time series models. (2015). , Mike . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:457-472.

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2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79539.

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2015On the Need for a Replication Journal. (2015). Zimmermann, Christian. In: Working Papers. RePEc:fip:fedlwp:2015-016.

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2015Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context. (2015). Sosvilla-Rivero, Simon ; Chang, Chia-Lin ; Adame-Garcia, Victor M. ; Fernandez-Rodriguez, Fernando . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1507.

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2015Robust estimation based on the third-moment restriction of the error terms for the Box-Cox transformation model: An estimator consistent under heteroscedasticity. (2015). Nawata, Kazumitsu . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00592.

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2015Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126.

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2015Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515.

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2015The Impact of Jumps and Leverage in Forecasting Co-Volatility. (2015). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1502.

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2015Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067.

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2015Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501.

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2015Downside risks in EU carbon and fossil fuel markets. (2015). Reboredo, Juan C. ; Ugando, Mikel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35.

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2015A stochastic dominance approach to financial risk management strategies. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:472-485.

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2015Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067.

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2015Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005.

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2015Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501.

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2015The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets. (2015). Karfakis, Costas . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:795-811.

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2015Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements. (2015). Jimenez-Rodriguez, Enrique ; Sholarin, Ola ; Feria-Dominguez, Jose Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:206-221.

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2015Policy interest rate, loan portfolio management and bank liquidity. (2015). giulioni, gianfranco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:52-74.

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2015A stochastic dominance approach to financial risk management strategies. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:472-485.

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2015Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

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2015Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508.

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2015Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349.

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2015An Empirical Study of the Dynamic Correlation of Japanese Stock Returns.. (2015). Isogai, Takashi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e07.

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2015ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails. (2015). Paolella, Marc S ; Polak, Pawe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:282-297.

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2015Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50.

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2015Is there an omission effect in prosocial behavior?. (2015). Sandberg, Anna ; Gartner, Manja . In: SSE Working Paper Series in Economics. RePEc:hhs:hastec:2014_001.

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2015The Making of Homo Honoratus: From Omission to Commission. (2015). Metcalfe, Robert ; list, john ; Vlaev, Ivo ; Hallsworth, Michael . In: NBER Working Papers. RePEc:nbr:nberwo:21210.

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2015Norm Enforcement in Social Dilemmas An Experiment with Police Commissioners. (2015). Villeval, Marie Claire ; Masclet, David ; Dickinson, David. In: Post-Print. RePEc:hal:journl:halshs-01137702.

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2015The Making of Homo Honoratus: From Omission to Commission. (2015). Metcalfe, Robert ; list, john ; Hallsworth, Michael ; Vlaev, Ivo . In: Natural Field Experiments. RePEc:feb:natura:00403.

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2015Predicting Economic Activity via Eurozone Yield Spreads: Impact of Credit Risk. (2015). Schock, Matthias. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-542.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Deadlines, Procrastination, and Inattention in Charitable Giving: A Field Experiment. (2015). Servátka, Maroš ; Knowles, Stephen ; Sullivan, Trudy . In: Working Papers in Economics. RePEc:cbt:econwp:15/06.

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Recent citations received in 2014
YearCiting document
2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/14.

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2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

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2014Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton . In: Working Papers in Economics. RePEc:cbt:econwp:14/27.

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2014Does Group Identity Prevent Inefficient Investment in Outside Options? An Experimental Investigation. (2014). Servátka, Maroš ; Morita, Hodaka. In: Working Papers in Economics. RePEc:cbt:econwp:14/33.

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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744.

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2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585.

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2014Research Ranking Place of Turkish Economists in the World. (2014). HALICIOGLU, Ferda. In: MPRA Paper. RePEc:pra:mprapa:54058.

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2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062.

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2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096.

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2014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125.

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2014Hedge Fund Portfolio Diversification Strategies across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140151.

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2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403.

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2014Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410.

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2014On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428.

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2014Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Peiris, Shelton . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1432.

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Recent citations received in 2013
YearCiting document
2013The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis. (2013). Menclova, Andrea ; Woodfield, Alan. In: Working Papers in Economics. RePEc:cbt:econwp:13/13.

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2013An Empirical Analysis of Changing Guidelines for Health and Safety in Employment Sentences in New Zealand. (2013). Menclova, Andrea ; Woodfield, Alan ; Hickson, Stephen . In: Working Papers in Economics. RePEc:cbt:econwp:13/14.

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2013Forecasting Fines for Health and Safety in Employment Offences in New Zealand. (2013). Menclova, Andrea ; Woodfield, Alan ; Hickson, Stephen . In: Working Papers in Economics. RePEc:cbt:econwp:13/15.

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2013Modeling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/27.

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2013An Empirical Analysis of Sentencing Starting Points for HSE Offences. (2013). Menclova, Andrea ; Woodfield, Alan ; Hickson, Stephen . In: Working Papers in Economics. RePEc:cbt:econwp:13/34.

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2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:38695.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin ; Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41465.

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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50130.

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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130069.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118.

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2013Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130173.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

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Recent citations received in 2012
YearCiting document
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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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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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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2012A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals. (2012). Bratu, Mihaela . In: International Journal of Synergy and Research. RePEc:tkp:ijsrsy:v:1:y:2012:i:2:p:45-59.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215.

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team