Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

0.61

Impact Factor

0.56

5-Years IF

12

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
19950.160100 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.220100 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.36111110.09300 (%)0.17
20020.090.370.09283930.08121111113 (25%)20.070.18
20030.030.40.03115020.046391391 (%)0.19
20040.050.420.04136330.052392502 (%)10.080.19
20050.040.430.03137620.0332416322 (66.7%)0.21
20060.454802676 (%)0.2
20070.39801769 (%)0.17
20080.398030.04441 (%)0.17
20090.370.0720100400.489030211 (12.4%)231.150.18
20100.80.330.434104270.2616201637164 (25%)0.15
20110.710.410.6139143280.2802417281718 (22.5%)50.130.2
20120.190.460.2130173180.155438631313 (23.6%)20.070.21
20130.490.50.5239212640.3786934934815 (19.2%)50.130.21
20140.580.540.4332244910.376469401325718 (28.1%)230.720.26
20150.610.60.56202641150.44257143144816 (24%)50.250.3
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
12014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1415.

Full description at Econpapers || Download paper

33
2Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0904.

Full description at Econpapers || Download paper

33
32013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1321.

Full description at Econpapers || Download paper

28
42011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104.

Full description at Econpapers || Download paper

26
52009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0907.

Full description at Econpapers || Download paper

17
62015Volatility 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.

Full description at Econpapers || Download paper

17
72009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910.

Full description at Econpapers || Download paper

17
82013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1310.

Full description at Econpapers || Download paper

15
9GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1001.

Full description at Econpapers || Download paper

14
102014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

Full description at Econpapers || Download paper

14
112011Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1114.

Full description at Econpapers || Download paper

13
122012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1212.

Full description at Econpapers || Download paper

13
132009What Happened to Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0919.

Full description at Econpapers || Download paper

12
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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1102.

Full description at Econpapers || Download paper

10
152013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1309.

Full description at Econpapers || Download paper

10
162012Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. (2012). Puch, Luis ; Marrero, Gustavo ; Guerrero-Lemus, Ricardo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1218.

Full description at Econpapers || Download paper

10
172009Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Slottje, Dan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0906.

Full description at Econpapers || Download paper

9
182009Modelling Sustainable International Tourism Demand to the Brazilian Amazon. (2009). McAleer, Michael ; Divino, Jose Angelo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0913.

Full description at Econpapers || Download paper

9
192009Modelling the Growth and Volatility in Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0915.

Full description at Econpapers || Download paper

8
202012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1211.

Full description at Econpapers || Download paper

8
212011Risk 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. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1132.

Full description at Econpapers || Download paper

8
222014Ranking 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.

Full description at Econpapers || Download paper

7
232013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

Full description at Econpapers || Download paper

7
242012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1207.

Full description at Econpapers || Download paper

6
252009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0918.

Full description at Econpapers || Download paper

6
262012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1205.

Full description at Econpapers || Download paper

6
272013Ranking 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.

Full description at Econpapers || Download paper

5
282013Is 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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1301.

Full description at Econpapers || Download paper

5
292011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1127.

Full description at Econpapers || Download paper

5
302011Estimating 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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1117.

Full description at Econpapers || Download paper

5
312011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1133.

Full description at Econpapers || Download paper

5
322013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303.

Full description at Econpapers || Download paper

4
332011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). McAleer, Michael ; Allen, David ; Amram, Ron . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1138.

Full description at Econpapers || Download paper

4
342012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1214.

Full description at Econpapers || Download paper

4
352011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1101.

Full description at Econpapers || Download paper

4
362003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). perez-amaral, teodosio ; Gallo, Giampiero ; White, Halbert . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0309.

Full description at Econpapers || Download paper

4
372015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

Full description at Econpapers || Download paper

4
382013Analyzing Fixed-event Forecast Revisions. (2013). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; de Bruijn, Bert . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314.

Full description at Econpapers || Download paper

4
392014Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-Alvarez, Carmelo ; Rivas, Javier. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404.

Full description at Econpapers || Download paper

4
402009Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2009). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0914.

Full description at Econpapers || Download paper

3
412012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1210.

Full description at Econpapers || Download paper

3
422002An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples. (2002). Bujosa, Marcos ; Ferrer, Antonio Garcia ; Young, Peter ; GarciaFerrer, Antonio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0204.

Full description at Econpapers || Download paper

3
432013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

Full description at Econpapers || Download paper

3
442011Dynamic Conditional Correlations for Asymmetric Processes. (2011). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1130.

Full description at Econpapers || Download paper

3
452013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Mohammad. A. Ashraf, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1305.

Full description at Econpapers || Download paper

3
462001Optimal Growth under Endogeneous Depreciation, Capital Utilization and Maintenance Costs. (2001). Ruiz-Tamarit, José ; Puch, Luis ; Licandro, Omar ; J. Ramon Ruiz Tamaritz, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0101.

Full description at Econpapers || Download paper

2
472014Risk Measurement and risk modelling using applications of Vine Copulas. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1409.

Full description at Econpapers || Download paper

2
482005Fast estimation methods for time series models in state-space form. (2005). Jerez, Miguel ; Garcia-Hiernaux, Alfredo ; Carro, Jose Casals . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0504.

Full description at Econpapers || Download paper

2
492013Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital. (2013). ruiz, jesus ; perez, rafaela ; Novales, Alfonso. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1323.

Full description at Econpapers || Download paper

2
502002Can forward rates be used to improve interest rate forecasts?.. (2002). Novales, Alfonso ; Domínguez Irastorza, Emilio. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0225.

Full description at Econpapers || Download paper

2

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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1415.

Full description at Econpapers || Download paper

33
22013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1321.

Full description at Econpapers || Download paper

28
32011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104.

Full description at Econpapers || Download paper

24
42015Volatility 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.

Full description at Econpapers || Download paper

17
52013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1310.

Full description at Econpapers || Download paper

15
62014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1406.

Full description at Econpapers || Download paper

14
72012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1212.

Full description at Econpapers || Download paper

8
82011Risk 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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1102.

Full description at Econpapers || Download paper

8
92012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1211.

Full description at Econpapers || Download paper

8
102013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1309.

Full description at Econpapers || Download paper

8
112009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910.

Full description at Econpapers || Download paper

7
122011Risk 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. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1132.

Full description at Econpapers || Download paper

7
132014Ranking 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.

Full description at Econpapers || Download paper

7
142009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0904.

Full description at Econpapers || Download paper

6
152012Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. (2012). Puch, Luis ; Marrero, Gustavo ; Guerrero-Lemus, Ricardo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1218.

Full description at Econpapers || Download paper

6
162013Ranking 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.

Full description at Econpapers || Download paper

5
172011Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1114.

Full description at Econpapers || Download paper

5
182013Analyzing Fixed-event Forecast Revisions. (2013). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; de Bruijn, Bert . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314.

Full description at Econpapers || Download paper

4
192013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303.

Full description at Econpapers || Download paper

4
202014Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-Alvarez, Carmelo ; Rivas, Javier. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404.

Full description at Econpapers || Download paper

4
212015Daily Market News Sentiment and Stock Prices. (2015). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1511.

Full description at Econpapers || Download paper

4
222013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

Full description at Econpapers || Download paper

3
232010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; JimenezMartin, Juanangel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1001.

Full description at Econpapers || Download paper

3
242011Dynamic Conditional Correlations for Asymmetric Processes. (2011). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1130.

Full description at Econpapers || Download paper

3
252012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1214.

Full description at Econpapers || Download paper

3
262009Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2009). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0914.

Full description at Econpapers || Download paper

3
272013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. ; Mohammad. A. Ashraf, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1305.

Full description at Econpapers || Download paper

3
282012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1205.

Full description at Econpapers || Download paper

3
292013Is 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: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1301.

Full description at Econpapers || Download paper

3
302009Modelling Sustainable International Tourism Demand to the Brazilian Amazon. (2009). McAleer, Michael ; Divino, Jose Angelo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0913.

Full description at Econpapers || Download paper

3
312014Risk Measurement and risk modelling using applications of Vine Copulas. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1409.

Full description at Econpapers || Download paper

2
322012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1210.

Full description at Econpapers || Download paper

2
332014A Stochastic Dominance Approach to Financial Risk Management Strategies. (2014). perez-amaral, teodosio ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1408.

Full description at Econpapers || Download paper

2
342012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1206.

Full description at Econpapers || Download paper

2
352014A Tourism Conditions Index. (2014). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1401.

Full description at Econpapers || Download paper

2
362014A new approach to the unconditional measurement of default risk. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1411.

Full description at Econpapers || Download paper

2
372014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1405.

Full description at Econpapers || Download paper

2
382012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1207.

Full description at Econpapers || Download paper

2
392011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1127.

Full description at Econpapers || Download paper

2
402011Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2011). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1131.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 43:

YearTitle
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Research Ideas for the Journal of Informatics and Data Mining: Opinion. (2015). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1513.

Full description at Econpapers || Download paper

2015Research Ideas for the Journal of Informatics and Data Mining: Opinion. (2015). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:78716.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Gathering support from rivals: the two agent case with random order. (2015). Bannikova, Marina ; Gimenez, Jose M. In: Working Papers. RePEc:urv:wpaper:2072/260957.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Are Researcher Rankings Stable Across Alternative Output Measurement Schemes in the Context of a Time Limited Research Evaluation? The New Zealand Case.. (2015). Tressler, John ; Anderson, David L. In: Working Papers in Economics. RePEc:wai:econwp:15/10.

Full description at Econpapers || Download paper

2015Mean-variance portfolio methods for energy policy risk management. (2015). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:246-264.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, AK. In: Econometric Institute Research Papers. RePEc:ems:eureir:78711.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150089.

Full description at Econpapers || Download paper

2015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150129.

Full description at Econpapers || Download paper

2015Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1510.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/07.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Asymmetry 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

2014Econometric Analysis of Financial Derivatives: An Overview. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/29.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Modelling a Latent Daily Tourism Financial Conditions Index. (2014). Chang, Chia-Lin. In: MPRA Paper. RePEc:pra:mprapa:54887.

Full description at Econpapers || Download paper

2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Conditional coverage and its role in determining and assessing long-term capital requirements. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1412.

Full description at Econpapers || Download paper

2014Linking the problems of estimating and allocating unconditional capital. (2014). Ferrer, Alex ; Sotoca, Sonia ; Casals, Jose . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1413.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Econometric Analysis of Financial Derivatives: An Overview. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1431.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Gathering support from rivals: the two rivals case. (2014). Bannikova, Marina. In: Working Papers. RePEc:urv:wpaper:2072/246960.

Full description at Econpapers || Download paper

Recent citations received in 2013
YearCiting document
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2013Optimal time-consistent fiscal policy under endogenous growth with elastic labour supply. (2013). ruiz, jesus ; perez, rafaela ; Novales, Alfonso. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1324.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations received in 2012
YearCiting document
2012A STRATEGY TO IMPROVE THE GDP INDEX FORCASTS IN ROMANIA USING MOVING AVERAGE MODELS OF HISTORICAL ERRORS OF THE DOBRESCU MACROMODEL. (2012). Simionescu (Bratu), Mihaela. In: Romanian Journal of Economics. RePEc:ine:journl:v:2:y:2012:i:44:p:128-138.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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