14
H index
24
i10 index
586
Citations
David Edmund Allen : Citation Profile
Asia University (50% share) | RESEARCH PRODUCTION: 97 Articles 103 Papers 6 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David Edmund Allen. | Is cited by:
| Cites to:
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Main data
Where David Edmund Allen has published?
Recent works citing David Edmund Allen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Does Bubble Still Exist after COVID-19? Evidence from Hong Kong Housing Market. (2024). , Edward. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:1:p:27-46. Full description at Econpapers || Download paper |
| 2023 | El-DĂ©ficit-Fiscal-Deteriora-el-Tipo-de-Cambio-Real.-Evidencias-por-medio-de-un-modelo-de-EGDE-para-Argentina. (2023). Jorge, Oviedo ; Daniel, Mamondi Victor ; la Rosa, DE. In: AsociaciĂłn Argentina de EconomĂa PolĂtica: Working Papers. RePEc:aep:anales:4666. Full description at Econpapers || Download paper |
| 2023 | Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567. Full description at Econpapers || Download paper |
| 2023 | Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes. (2021). Rachev, Svetlozar T ; Lindquist, Brent W ; Mittnik, Stefan ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2109.15051. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper |
| 2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
| 2023 | Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. (2023). , Mike. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000130. Full description at Econpapers || Download paper |
| 2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper |
| 2024 | Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield. (2024). Parnes, Dror. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001390. Full description at Econpapers || Download paper |
| 2024 | Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Chen, Ying ; Tang, Zhenpeng ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x. Full description at Econpapers || Download paper |
| 2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper |
| 2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
| 2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper |
| 2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects of international oil prices on Chinas PPI in different industries——Research based on NARDL model. (2024). Xu, Fang ; Deng, Xiang. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035077. Full description at Econpapers || Download paper |
| 2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper |
| 2024 | Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Chen, Kaijie ; Cai, YI ; Lin, Qiaofeng ; Tang, Zhenpeng ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x. Full description at Econpapers || Download paper |
| 2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper |
| 2023 | Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x. Full description at Econpapers || Download paper |
| 2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006. Full description at Econpapers || Download paper |
| 2023 | Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379. Full description at Econpapers || Download paper |
| 2023 | On a quantile autoregressive conditional duration model. (2023). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:425-448. Full description at Econpapers || Download paper |
| 2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers || Download paper |
| 2023 | Managing ridesharing with incentives in a bottleneck model. (2023). Sun, Jian ; Tian, YE ; Wu, Jiyan. In: Research in Transportation Economics. RePEc:eee:retrec:v:101:y:2023:i:c:s0739885923000896. Full description at Econpapers || Download paper |
| 2023 | Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385. Full description at Econpapers || Download paper |
| 2024 | Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414. Full description at Econpapers || Download paper |
| 2024 | Travel behavior and system dynamics in a simple gamified automated multimodal network. (2024). Ben-Elia, Eran ; Etzioni, Shelly ; Collins, Mor. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:183:y:2024:i:c:s0965856424001083. Full description at Econpapers || Download paper |
| 2023 | Causality Estimation in Panel Data. (2023). Vinod, Hrishikesh. In: Fordham Economics Discussion Paper Series. RePEc:frd:wpaper:dp2023-09er:dp2023-09. Full description at Econpapers || Download paper |
| 2023 | Uncovering the Effect of News Signals on Daily Stock Market Performance: An Econometric Analysis. (2023). Kemal, Muhammad Ali ; Kay-Khine, Pwint ; Baiqing, Sun ; Raza, Shahid. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:3:p:99-:d:1210725. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Sustainable Quality Management Based on Metrological Sampling Scheme Design: A Case Study of Food Processor. (2023). Chen, Zhisong ; Zhang, Bin ; Yang, Fengping ; Wang, Mingquan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:5283-:d:1099108. Full description at Econpapers || Download paper |
| 2023 | The Relationship between Macroeconomic Factors and Tourism Demand for OIC Countries . (2023). Jemin, Shaidathul. In: GATR Journals. RePEc:gtr:gatrjs:jber238. Full description at Econpapers || Download paper |
| 2023 | Rating transitions forecasting: a filtering approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Post-Print. RePEc:hal:journl:hal-03347521. Full description at Econpapers || Download paper |
| 2023 | Dependence Analysis of the ISE100 Banking Sector Using Vine Copula. (2023). Evkaya, Ozan ; Gur, Ismail ; Poyraz, Gulden ; Kulekci, Bukre Yildirim. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:55-81. Full description at Econpapers || Download paper |
| 2023 | Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7. Full description at Econpapers || Download paper |
| 2023 | Impact of government integrity and corruption on sustainable stock market development: linear and nonlinear evidence from Pakistan. (2023). Kamboh, Muhammad Husnain ; Sardar, Samina ; Saeed, Zeeshan ; Bilal, Ahmad Raza ; Islam, Kashif. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09523-7. Full description at Econpapers || Download paper |
| 2023 | Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032. (2023). Potrykus, Marcin ; Zawadzki, Krystian M. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:6:p:759-800. Full description at Econpapers || Download paper |
| 2023 | Market fear, investor mood, sentiment, economic uncertainty and tourism sector in the United States amid COVID-19 pandemic: A spillover analysis. (2023). Kumar, Dilip ; Zargar, Faisal Nazir. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:551-558. Full description at Econpapers || Download paper |
| 2023 | Psychological factors of Canadian and Mexican tourists and the US tourism sector. (2023). Istiak, Khandokar. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:5:p:1328-1354. Full description at Econpapers || Download paper |
| 2024 | The impact of the COVID-19 outbreak on intra- and inter-regional domestic travel: Evidence from Spain. (2024). Gonzlez-Gmez, Manuel ; Otero-Girldez, Mara Soledad ; Chamorro-Rivas, Jos Mara ; Lvarez-Daz, Marcos. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:4:p:1039-1061. Full description at Econpapers || Download paper |
| 2023 | Estimating conservative profitability of a newsboy-type product with exponentially distributed demand based on multiple samples. (2023). Yang, Yu-Cheng ; Lin, He-Jhen ; Su, Rung-Hung. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-023-05167-y. Full description at Econpapers || Download paper |
| 2023 | An Application of Extreme Value Theory for Measuring Financial Risk in BRICS Economies. (2023). Nnanatu, Chibuzor ; Ranganai, Edmore ; Utazi, Chigozie ; Afuecheta, Emmanuel. In: Annals of Data Science. RePEc:spr:aodasc:v:10:y:2023:i:2:d:10.1007_s40745-020-00294-w. Full description at Econpapers || Download paper |
| 2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ĺžtefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
| 2023 | Determining the (A)symmetric Role of Business–Consumer Confidence in Outward–Inward Tourism in Russia: A Competitiveness Perspective. (2023). Alola, Andrew Adewale ; Baeva, Darya. In: International Journal of Global Business and Competitiveness. RePEc:spr:ijogbc:v:18:y:2023:i:1:d:10.1007_s42943-023-00077-z. Full description at Econpapers || Download paper |
| 2023 | Quantile Regression Based Enhanced Indexing with Portfolio Rebalancing. (2023). Mehra, Aparna ; Sehgal, Ruchika. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00355-w. Full description at Econpapers || Download paper |
| 2023 | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1. Full description at Econpapers || Download paper |
| 2023 | Modeling Long Term Return Distribution and Nonparametric Market Risk Estimation. (2023). Powdel, Tushar Kanti ; Dutta, Santanu. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-023-00303-x. Full description at Econpapers || Download paper |
Works by David Edmund Allen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
| 2018 | Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump.(2018) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2021 | Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 2 |
| 2023 | Modeling trading games in a stochastic non-life insurance market In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets In: Accounting and Finance. [Full Text][Citation analysis] | article | 26 |
| 2006 | Benchmarking Australian fixed interest fund performance: finding the optimal factors In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective In: Accounting and Finance. [Full Text][Citation analysis] | article | 14 |
| 2012 | The Global Financial Crisis: some attributes and responses In: Accounting and Finance. [Full Text][Citation analysis] | article | 6 |
| 1993 | WHATS SO SUPER ABOUT SUPER? In: Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2013 | Making sense of digital traces: An activity theory driven ontological approach In: Journal of the American Society for Information Science and Technology. [Full Text][Citation analysis] | article | 1 |
| 1999 | A Test of the Persistence in the Performance of UK Managed Funds In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 16 |
| 2004 | Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 1986 | Technical Change, Economies of Scope and Contestable Markets In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Financial dependence analysis: applications of vine copulas In: Statistica Neerlandica. [Full Text][Citation analysis] | article | 13 |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Financial Dependence Analysis: Applications of Vine Copulae.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
| 2020 | Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2010 | Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 20 |
| 2010 | Realized Volatility Risk.(2010) In: CARF F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2010 | REALIZED VOLATILITY RISK.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2013 | Realized Volatility Risk.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2009 | Realized Volatility Risk.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | ||
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Recent developments in financial economics and econometrics: An overview.(2013) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics:An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Recent Developments in Financial Economics and Econometrics: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 2013 | Risk Modeling and Management: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Risk Modelling and Management: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2013 | A Capital Adequacy Buffer Model In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | A capital adequacy buffer model.(2016) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | A Capital Adequacy Buffer Model.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | ||
| 2014 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 13 |
| 2017 | Risk Measurement and Risk Modelling Using Applications of Vine Copulas.(2017) In: Sustainability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2014 | Risk Measurement and Risk Modelling using Applications of Vine Copulas.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
| 2014 | Asymmetric Realized Volatility Risk In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: JRFM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Asymmetric Realized Volatility Risk.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 2014 | Volatility Spillovers from Australias major trading partners across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Volatility Spillovers from Australias major trading partners across the GFC.(2017) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2014 | Volatility Spillovers from Australias Major Trading Partners across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | ||
| 2014 | European Market Portfolio Diversifcation Strategies across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | European Market Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2014 | Hedge Fund Portfolio Diversification Strategies Across the GFC In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Hedge Fund Portfolio Diversification Strategies across the GFC.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | ||
| 2013 | Estimating and simulating Weibull models of risk or price durations: An application to ACD models In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | EVT and tail-risk modelling: Evidence from market indices and volatility series In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
| 2017 | Efficient modelling and forecasting with range based volatility models and its application In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Econometric modelling in finance and risk management: An overview In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2007 | Econometric modelling in finance and risk management: An overview.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
| 2016 | Take it to the limit: Innovative CVaR applications to extreme credit risk measurement In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 15 |
| 2002 | A hidden Markov chain model for the term structure of bond credit risk spreads In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 1998 | Determinants of the cross-section of stock returns in the Malaysian stock market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2004 | Do UK stock prices deviate from fundamentals? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 11 |
| 2005 | Some statistical models for durations and an application to News Corporation stock prices In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | Long-run underperformance of seasoned equity offerings: Fact or an illusion? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2009 | Modelling and managing financial risk: An overview In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2009 | Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2009 | Modelling interstate tourism demand in Australia: A cointegration approach In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2009 | The suitability of a monetary union in East Asia: What does the cointegration approach tell? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2011 | Monte Carlo option pricing with asymmetric realized volatility dynamics In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 3 |
| 2011 | Investigating other leading indicators influencing Australian domestic tourism demand In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 14 |
| 2013 | Modelling tail credit risk using transition matrices In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2013 | Volatility spillovers from the Chinese stock market to economic neighbours In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 23 |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2011 | Volatility Spillovers from the Chinese Stock Market to Economic Neighbours.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
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| 2013 | Extreme market risk and extreme value theory In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 1994 | Australian domestic portfolio diversification and estimation risk: A review of investment strategies In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 1995 | Australian domestic porfolio diversification and estimation risk: A review of investment strategies.(1995) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2007 | AUSFTA and its Implications for the Australian Stock Market In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
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| 2006 | Investors response to mutual fund company mergers In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
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| 2018 | Fake News and Indifference to Truth In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond: Comment In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2018 | Cointegrated Dynamics for A Generalized Long Memory Process In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Fake News and Propaganda: Trumps Democratic America and Hitlers National Socialist (Nazi) Germany In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany.(2019) In: Sustainability. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
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| 2019 | Drawbacks in the 3-Factor Approach of Fama and French (2018) In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Drawbacks in the 3-Factor Approach of Fama and French (2018).(2023) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Multivariate Volatility Impulse Response Analysis of GFC News Events.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
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| 2015 | Daily Market News Sentiment and Stock Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 20 |
| 2019 | Daily market news sentiment and stock prices.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2015 | Daily Market News Sentiment and Stock Prices.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
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| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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| 2015 | Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies.(2016) In: Risks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2015 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies.(2015) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2016 | An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
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| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 14 |
| 2018 | A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2016 | A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Volatility spillover and multivariate volatility impulse response analysis of GFC news events.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2016 | Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
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| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
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| 2001 | The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management. In: University of Southampton - Department of Accounting and Management Science. [Citation analysis] | paper | 4 |
| 2018 | Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2017 | Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
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| 2020 | A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index In: Energies. [Full Text][Citation analysis] | article | 5 |
| 2019 | Risk Analysis and Portfolio Modelling In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2020 | Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information? In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Cryptocurrencies, Diversification and the COVID-19 Pandemic In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2021 | Cryptocurrencies, Diversification and the COVID-19 Pandemic.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2024 | Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2012 | A non-parametric and entropy based analysis of the relationship between the VIX and S&P500.(2012) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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| 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis In: JRFM. [Full Text][Citation analysis] | article | 7 |
| 2023 | GARMA, HAR and Rules of Thumb for Modelling Realized Volatility In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2018 | Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants In: Risks. [Full Text][Citation analysis] | article | 1 |
| 2020 | Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2021 | A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes In: Risks. [Full Text][Citation analysis] | article | 6 |
| 2018 | President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2018 | Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models In: Sustainability. [Full Text][Citation analysis] | article | 7 |
| 2009 | Measuring and modelling risk In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2013 | Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 4 |
| 2012 | The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
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| 2012 | Volatility spillovers from the US to Australia and China across the GFC In: KIER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Volatility Spillovers from the US to Australia and China across the GFC.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
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| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis In: KIER Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Nonparametric Multiple Change Point Analysis of the Global Financial Crisis.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
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| 2018 | NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS.(2018) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2011 | A Risk and Forecasting Analysis of West Texas Intermediate Prices In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2011 | The Consumption-Based Capital Asset-Pricing Model (CCAPM), Habit-Based Consumption and the Equity Premium in an Australian Context In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2011 | Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2015 | Aspects of Volatility and Correlations in European Emerging Economies In: Palgrave Macmillan Books. [Citation analysis] | chapter | 2 |
| 2020 | The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Asset Pricing Tests, Endogeneity issues and Fama-French factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2013 | The Determinants of Capital Structure: Empirical evidence from Thai Banks In: Information Management and Business Review. [Full Text][Citation analysis] | article | 3 |
| 1991 | The Determinants of the Capital Structure of Listed Australian Companies: The Financial Managers Perspective In: Australian Journal of Management. [Full Text][Citation analysis] | article | 17 |
| 2000 | Spare Debt Capacity: Company Practices in Australia, Britain and Japan In: Australian Journal of Management. [Full Text][Citation analysis] | article | 4 |
| 2005 | An Examination of the Role of Time and its Impact on Price Revision In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2012 | The fluctuating default risk of Australian banks In: Australian Journal of Management. [Full Text][Citation analysis] | article | 19 |
| 2019 | Robust newsvendor problems: effect of discrete demands In: Annals of Operations Research. [Full Text][Citation analysis] | article | 6 |
| 2018 | Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather In: Scientometrics. [Full Text][Citation analysis] | article | 2 |
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| 2022 | Trump’s COVID-19 tweets and Dr. Fauci’s emails In: Scientometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | A Gourmets delight: CAViaR and the Australian stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2012 | Beyond reasonable doubt: multiple tail risk measures applied to European industries In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1995 | The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2010 | Empirical performance of affine option pricing models: evidence from the Australian index options market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1999 | The long-run performance of initial public offerings in Thailand In: Applied Financial Economics. [Full Text][Citation analysis] | article | 12 |
| 2002 | Purchasing Power Parity-evidence from a new panel test In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
| 2005 | Forecasting profitability and earnings: a study of the UK market (1982-2000) In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Tail dependence analysis of stock markets using extreme value theory In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Semiparametric Autoregressive Conditional Duration Model: Theory and Practice In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
| 2022 | “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 1 |
| 2013 | Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Carpooling with heterogeneous users in the bottleneck model In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
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| 2002 | Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures In: Published Paper Series. [Citation analysis] | paper | 0 |
| 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 2 |
| 2013 | A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2013 | THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2014 | YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2020 | FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2020 | PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2023 | Editorial: Statement for the Special Issue in Honor of Michael McAleer In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
| 2006 | Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidders Interests? In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 4 |
| 2019 | Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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