Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

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

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

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.43000000.19
20050.45010000.23
20060.46161640.25300040.250.2
20070.130.462220.09116200.17
20080.320.42244100.233222714.330.140.18
20090.110.372064100.162528333.330.150.18
20100.190.3379143310.2217042825170.220.16
20110.430.4544187910.4956994323.3140.320.22
20120.410.4819206870.422912350450.260.24
20130.710.54332391640.693563456.7170.520.26
20140.40.2318257660.265522133.350.280.17
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

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

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44
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/36.

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42
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

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21
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/11.

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19
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

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18
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

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18
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/16.

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17
2013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

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15
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

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14
2010A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Working Papers in Economics. RePEc:cbt:econwp:10/15.

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

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10
2006Overconfidence in Forecasts of Own Performance: An Experimental Study. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/09.

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

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8
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

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8
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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8
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

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8
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:10/63.

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

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8
2008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

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7
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). McAleer, Michael ; Ishida, Isao ; Oya, Kosuke . In: Working Papers in Economics. RePEc:cbt:econwp:11/11.

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7
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/10.

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6
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

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6
2006Another Look at what to do with Time-series Cross-section Data. (2006). Reed, W. ; Lin, Shu ; Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/04.

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5
2008The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Brown, Jennifer ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:08/13.

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5
2008Words Speak Louder Than Money. (2008). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servtka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:08/18.

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

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

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

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4
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

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

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4
2006Incentives and the Changing Structure of Penalties in New Zealands Health and Safety in Employment Act. (2006). Woodfield, Alan ; Gordon, Paul. In: Working Papers in Economics. RePEc:cbt:econwp:06/03.

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4
2009How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms. (2009). Reed, W. ; Castle, Jennifer ; Qin, Xiaochuan . In: Working Papers in Economics. RePEc:cbt:econwp:09/13.

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

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4
2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/02.

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

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

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

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3
2009An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Pricing Mechanism. (2009). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr. In: Working Papers in Economics. RePEc:cbt:econwp:09/19.

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3
2014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

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3
2013The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis. (2013). Menclova, Andrea ; Woodfield, Alan. In: Working Papers in Economics. RePEc:cbt:econwp:13/13.

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3
2010Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. (2010). Wisniewski, Tomasz ; Etebari, Ahmad ; Bialkowski, Jedrzej . In: Working Papers in Economics. RePEc:cbt:econwp:10/52.

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

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3
2011An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution. (2011). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr. In: Working Papers in Economics. RePEc:cbt:econwp:11/07.

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

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

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2
2010Asymmetric Adjustments in the Ethanol and Grains Markets. (2010). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Working Papers in Economics. RePEc:cbt:econwp:10/78.

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

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

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

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

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2

Citing documents used to compute impact factor 21:

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

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[Citation Analysis]
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 del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1410.

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[Citation Analysis]
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

[Citation Analysis]
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140023.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140026.

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[Citation Analysis]
2014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50641.

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

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

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1403.

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

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140007.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1401.

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[Citation Analysis]
2014On the stationarity of Dynamic Conditional Correlation models. (2014). Fermanian, Jean-David ; Malongo, Hassan . In: Papers. RePEc:arx:papers:1405.6905.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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

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[Citation Analysis]
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 del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1410.

Full description at Econpapers || Download paper

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

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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

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

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

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1403.

Full description at Econpapers || Download paper

[Citation Analysis]
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 del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1410.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2013

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

Full description at Econpapers || Download paper

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

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

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

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

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

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

Full description at Econpapers || Download paper

[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130069.

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[Citation Analysis]
2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Allen, David . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2013021.

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

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

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

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

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

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

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[Citation Analysis]
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1316.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1334.

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[Citation Analysis]

Recent citations received in: 2012

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

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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

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

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

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Recent citations received in: 2011

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

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

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

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

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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Chang, C-L., ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, P. A. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25610.

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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, R. ; Jimenez-Martin, J-A., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Chang, C-L., ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:26880.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:31230.

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

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

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

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

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1135.

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

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