0.42
Impact Factor
0.33
5-Years IF
15
5-Years H index
0.42
Impact Factor
0.33
5-Years IF
15
5-Years H index
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.08 | 1 | 1 | 0 | 4 | (%) | 0.05 | |||||||||
1991 | 0.08 | 3 | 4 | 1 | 5 | (%) | 0.05 | |||||||||
1992 | 0.09 | 4 | 4 | 6 | (%) | 0.05 | ||||||||||
1993 | 0.1 | 4 | 8 | 3 | 4 | (%) | 0.05 | |||||||||
1994 | 0.11 | 2 | 10 | 1 | 4 | 8 | (%) | 0.05 | ||||||||
1995 | 0.15 | 18 | 28 | 17 | 6 | 10 | 2 (11.8%) | 0.1 | ||||||||
1996 | 0.15 | 0.19 | 0.11 | 29 | 57 | 5 | 0.09 | 19 | 20 | 3 | 27 | 3 | 5 (26.3%) | 2 | 0.07 | 0.09 |
1997 | 0.28 | 0.2 | 0.25 | 24 | 81 | 18 | 0.22 | 18 | 47 | 13 | 53 | 13 | 5 (27.8%) | 5 | 0.21 | 0.08 |
1998 | 0.19 | 0.21 | 0.13 | 31 | 112 | 11 | 0.1 | 53 | 53 | 10 | 77 | 10 | 2 (3.8%) | 1 | 0.03 | 0.12 |
1999 | 0.13 | 0.27 | 0.08 | 47 | 159 | 12 | 0.08 | 59 | 55 | 7 | 104 | 8 | 3 (5.1%) | 4 | 0.09 | 0.15 |
2000 | 0.13 | 0.36 | 0.07 | 28 | 187 | 14 | 0.07 | 67 | 78 | 10 | 149 | 11 | (%) | 3 | 0.11 | 0.14 |
2001 | 0.05 | 0.36 | 0.07 | 36 | 223 | 12 | 0.05 | 31 | 75 | 4 | 159 | 11 | 4 (12.9%) | 1 | 0.03 | 0.17 |
2002 | 0.13 | 0.37 | 0.14 | 48 | 271 | 30 | 0.11 | 91 | 64 | 8 | 166 | 23 | 7 (7.7%) | 4 | 0.08 | 0.18 |
2003 | 0.19 | 0.39 | 0.15 | 53 | 324 | 37 | 0.11 | 86 | 84 | 16 | 190 | 28 | 5 (5.8%) | 1 | 0.02 | 0.18 |
2004 | 0.23 | 0.41 | 0.19 | 49 | 373 | 57 | 0.15 | 75 | 101 | 23 | 212 | 41 | 9 (12%) | 5 | 0.1 | 0.18 |
2005 | 0.23 | 0.43 | 0.21 | 55 | 428 | 64 | 0.15 | 66 | 102 | 23 | 214 | 45 | 21 (31.8%) | 6 | 0.11 | 0.22 |
2006 | 0.21 | 0.45 | 0.16 | 50 | 478 | 60 | 0.13 | 39 | 104 | 22 | 241 | 39 | 9 (23.1%) | 5 | 0.1 | 0.19 |
2007 | 0.15 | 0.38 | 0.15 | 54 | 532 | 48 | 0.09 | 42 | 105 | 16 | 255 | 37 | 12 (28.6%) | 4 | 0.07 | 0.17 |
2008 | 0.13 | 0.38 | 0.11 | 37 | 569 | 64 | 0.11 | 64 | 104 | 13 | 261 | 30 | 14 (21.9%) | 2 | 0.05 | 0.17 |
2009 | 0.29 | 0.35 | 0.17 | 46 | 615 | 71 | 0.12 | 92 | 91 | 26 | 245 | 41 | 8 (8.7%) | 6 | 0.13 | 0.17 |
2010 | 0.34 | 0.32 | 0.17 | 74 | 689 | 73 | 0.11 | 115 | 83 | 28 | 242 | 41 | 30 (26.1%) | 4 | 0.05 | 0.15 |
2011 | 0.24 | 0.41 | 0.15 | 45 | 734 | 76 | 0.1 | 61 | 120 | 29 | 261 | 39 | 16 (26.2%) | 7 | 0.16 | 0.2 |
2012 | 0.29 | 0.46 | 0.24 | 34 | 768 | 97 | 0.13 | 25 | 119 | 34 | 256 | 62 | 2 (8%) | 5 | 0.15 | 0.21 |
2013 | 0.39 | 0.49 | 0.34 | 32 | 800 | 125 | 0.16 | 36 | 79 | 31 | 236 | 81 | 6 (16.7%) | 2 | 0.06 | 0.22 |
2014 | 0.42 | 0.56 | 0.33 | 31 | 831 | 128 | 0.15 | 23 | 66 | 28 | 231 | 77 | 7 (30.4%) | 10 | 0.32 | 0.3 |
  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 |
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50 most cited documents in this series:
[Click on heading to sort table]
Year | Title | Cited |
---|---|---|
1998 | Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers || Download paper | 34 |
2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers || Download paper | 33 |
2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers || Download paper | 32 |
2002 | Reverse logistics. (2002). Flapper, S. D. P., ; Dekker, R. ; de Brito, M. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:561. Full description at Econpapers || Download paper | 28 |
2004 | Quasi-random simulation of discrete choice models. (2004). Train, K. ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829. Full description at Econpapers || Download paper | 23 |
2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940. Full description at Econpapers || Download paper | 20 |
2014 | A One Line Derivation of EGARCH. (2014). . In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers || Download paper | 19 |
2005 | Operations research in passenger railway transportation. (2005). Huisman, D. ; Vromans, M. J. C. M., ; Lentink, R. M. ; Kroon, L. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941. Full description at Econpapers || Download paper | 16 |
2009 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Sato, K. ; Zhang, Z. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522. Full description at Econpapers || Download paper | 16 |
1999 | On SETAR non- linearity and forecasting. (1999). Franses, Ph. H. B. F., ; Clements, M. P. ; Smith, J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1567. Full description at Econpapers || Download paper | 16 |
2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers || Download paper | 15 |
2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). Asai, M. ; Caporin, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523. Full description at Econpapers || Download paper | 15 |
2009 | Modelling conditional correlations for risk diversification in crude oil markets. (2009). Chang, C-L., ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:16105. Full description at Econpapers || Download paper | 15 |
2003 | Forecasting industrial production with linear, nonlinear, and structural change models. (2003). Siliverstovs, B. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716. Full description at Econpapers || Download paper | 15 |
2003 | Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). Franses, Ph. H. B. F., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703. Full description at Econpapers || Download paper | 15 |
2002 | Changes in variability of the business cycle in the G7 countries. (2002). Osborn, D. R. ; van Dijk, D. J. C., ; Sensier, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:551. Full description at Econpapers || Download paper | 14 |
2003 | A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, C. M. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1718. Full description at Econpapers || Download paper | 13 |
2008 | Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). Ravazzolo, F. ; Segers, R. ; de Pooter, M. D. ; Van Dijk, H. K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers || Download paper | 13 |
2008 | A decision rule to minimize daily capital charges in forecasting value-at-risk. (2008). Jimenez-Martin, J-A., ; Perez-Amaral, T. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13986. Full description at Econpapers || Download paper | 12 |
2006 | Bayesian Model Averaging in the Presence of Structural Breaks. (2006). Ravazzolo, F. ; van Dijk, D. J. C., ; Paap, R. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:7904. Full description at Econpapers || Download paper | 11 |
2000 | Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Boswijk, H. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1637. Full description at Econpapers || Download paper | 11 |
2000 | Smooth transition autoregressive models - A survey of recent developments. (2000). Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; TERaSVIRTA, T.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1656. Full description at Econpapers || Download paper | 11 |
2012 | Robust Ranking of Journal Quality: An Application to Economics. (2012). Chang, C-L., ; McAleer, M. J. ; Maasoumi, E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers || Download paper | 11 |
2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807. Full description at Econpapers || Download paper | 10 |
2000 | Daily exchange rate behaviour and hedging of currency risk. (2000). Bos, C. S. ; Mahieu, R. J. ; Van Dijk, H. K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657. Full description at Econpapers || Download paper | 9 |
2005 | Dynamic lot sizing with product returns. (2005). Teunter, R. H. ; Bayindir, Z. P. ; van den Heuvel, W.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6557. Full description at Econpapers || Download paper | 9 |
2004 | Testing for causality in variance using multivariate GARCH models. (2004). Hafner, C. M. ; HERWARTZ, H.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1285. Full description at Econpapers || Download paper | 9 |
2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:39179. Full description at Econpapers || Download paper | 9 |
The new Dutch timetable: The OR revolution. (2008). Schrijver, A. ; Ybema, R. ; Fischetti, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Huisman, D. ; Abbink, E. J. W., ; Steenbeek, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers || Download paper | 9 | |
2009 | Real-time inflation forecasting in a changing world. (2009). Groen, J. J. J., ; Paap, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:16709. Full description at Econpapers || Download paper | 8 |
1995 | Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351. Full description at Econpapers || Download paper | 8 |
1999 | Combined forecasts from linear and nonlinear time series models. (1999). Van Dijk, H. K. ; Terui, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1621. Full description at Econpapers || Download paper | 8 |
2009 | Labour Market Status and Migration Dynamics. (2009). Bijwaard, G. E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17016. Full description at Econpapers || Download paper | 8 |
2007 | Disruption management in passenger railway transportation.. (2007). Huisman, D. ; Nielsen, M. N. ; Kroon, L. G. ; Jespersen-Groth, J. ; Clausen, J. ; Maroti, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:8527. Full description at Econpapers || Download paper | 8 |
1999 | Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Doornik, J. A. ; Ooms, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619. Full description at Econpapers || Download paper | 8 |
2008 | Modelling sustainable international tourism demand to the Brazilian Amazon. (2008). Divino, J. A. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13773. Full description at Econpapers || Download paper | 8 |
2004 | Rank reduction of correlation matrices by majorization. (2004). Groenen, P. J. F., ; Pietersz, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1202. Full description at Econpapers || Download paper | 8 |
2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Lean, H. H. ; Wong, W. K. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038. Full description at Econpapers || Download paper | 8 |
Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). de Pooter, M. D. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1627. Full description at Econpapers || Download paper | 8 | |
2008 | An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia. (2008). Chang, C-L., ; McAleer, M. J. ; Kuo, H-I., ; Huang, B-W., ; Chen, C-C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:13771. Full description at Econpapers || Download paper | 8 |
2002 | An Empirical Comparison of Default Swap Pricing Models. (2002). Houweling, P. ; Vorst, A. C. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:172. Full description at Econpapers || Download paper | 8 |
2000 | Learning, Network Formation and Coordination. (2000). Vega-Redondo, F. ; Goyal, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6931. Full description at Econpapers || Download paper | 7 |
2010 | Ranking multivariate GARCH models by problem dimension. (2010). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:19447. Full description at Econpapers || Download paper | 7 |
2009 | Modelling conditional correlations in the volatility of Asian rubber spot and futures returns. (2009). Chang, C-L., ; Khamkaew, T. ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17297. Full description at Econpapers || Download paper | 7 |
2006 | Optimal maintenance of multi-component systems: a review. (2006). Dekker, R. ; Nicolai, R. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975. Full description at Econpapers || Download paper | 7 |
2001 | Short-term volatility versus long-term growth: evidence in US macroeconomic time series. (2001). Sensier, M. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1674. Full description at Econpapers || Download paper | 7 |
2008 | Column generation with dynamic duty selection for railway crew rescheduling. (2008). Huisman, D. ; Desaulniers, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:14423. Full description at Econpapers || Download paper | 7 |
2005 | Trends and cycles in economic time series: A Bayesian approach. (2005). Harvey, A. C. ; Trimbur, T. M. ; Van Dijk, H. K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6913. Full description at Econpapers || Download paper | 7 |
2000 | Networks of Collaboration in Oligopoly. (2000). Goyal, S. ; Joshi, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6932. Full description at Econpapers || Download paper | 7 |
2000 | Seasonal smooth transition autoregression. (2000). Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; de Bruin, P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1639. Full description at Econpapers || Download paper | 7 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
Year | Title | Cited |
---|---|---|
2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers || Download paper | 21 |
2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers || Download paper | 21 |
2014 | A One Line Derivation of EGARCH. (2014). . In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers || Download paper | 19 |
2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers || Download paper | 15 |
2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:39179. Full description at Econpapers || Download paper | 9 |
2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). Asai, M. ; Caporin, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523. Full description at Econpapers || Download paper | 9 |
2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Lean, H. H. ; Wong, W. K. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038. Full description at Econpapers || Download paper | 8 |
2009 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Sato, K. ; Zhang, Z. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522. Full description at Econpapers || Download paper | 8 |
2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807. Full description at Econpapers || Download paper | 7 |
2008 | A decision rule to minimize daily capital charges in forecasting value-at-risk. (2008). Jimenez-Martin, J-A., ; Perez-Amaral, T. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13986. Full description at Econpapers || Download paper | 7 |
2009 | Labour Market Status and Migration Dynamics. (2009). Bijwaard, G. E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17016. Full description at Econpapers || Download paper | 7 |
2012 | Robust Ranking of Journal Quality: An Application to Economics. (2012). Chang, C-L., ; McAleer, M. J. ; Maasoumi, E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers || Download paper | 7 |
2011 | Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Chang, C-L., ; Perez-Amaral, T. ; Casarin, R. ; McAleer, M. J. ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614. Full description at Econpapers || Download paper | 6 |
2004 | Quasi-random simulation of discrete choice models. (2004). Train, K. ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829. Full description at Econpapers || Download paper | 6 |
1998 | Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers || Download paper | 6 |
2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Chang, C-L., ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32528. Full description at Econpapers || Download paper | 6 |
2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940. Full description at Econpapers || Download paper | 6 |
2008 | Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). Ravazzolo, F. ; Segers, R. ; de Pooter, M. D. ; Van Dijk, H. K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers || Download paper | 6 |
1999 | Combined forecasts from linear and nonlinear time series models. (1999). Van Dijk, H. K. ; Terui, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1621. Full description at Econpapers || Download paper | 6 |
2003 | Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). Franses, Ph. H. B. F., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703. Full description at Econpapers || Download paper | 5 |
2010 | Are Forecast Updates Progressive?. (2010). Chang, C-L., ; McAleer, M. J. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19358. Full description at Econpapers || Download paper | 5 |
2005 | Operations research in passenger railway transportation. (2005). Huisman, D. ; Vromans, M. J. C. M., ; Lentink, R. M. ; Kroon, L. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941. Full description at Econpapers || Download paper | 5 |
2015 | Volatility Spillovers Between Energy and Agricultural Markets:
A Critical Appraisal of Theory and Practice. (2015). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers || Download paper | 4 |
2006 | Optimal maintenance of multi-component systems: a review. (2006). Dekker, R. ; Nicolai, R. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975. Full description at Econpapers || Download paper | 4 |
2013 | Ranking Leading Econometrics Journals
Using Citations Data from ISI and RePEc. (2013). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:50130. Full description at Econpapers || Download paper | 4 |
2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Chang, C-L., ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18043. Full description at Econpapers || Download paper | 4 |
2010 | Investor preferences for oil spot and futures based on mean-variance and stochastic dominance. (2010). Lean, H. H. ; Wong, W. K. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:19455. Full description at Econpapers || Download paper | 3 |
2010 | Axiomatic Characterization of the Mean Function on Trees. (2010). McMorris, F. R. ; Ortega, O. ; Mulder, H. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18261. Full description at Econpapers || Download paper | 3 |
2009 | Interdependence of international tourism demand and volatility in leading ASEAN destinations. (2009). Chang, C-L., ; Khamkaew, T. ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17299. Full description at Econpapers || Download paper | 3 |
1997 | Self-Organization in Communication Networks. (1997). Goyal, S. ; Bala, V.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1415. Full description at Econpapers || Download paper | 3 |
2002 | Inflation rates; long-memoray, level shifts, or both?. (2002). Franses, Ph. H. B. F., ; Hyung, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:579. Full description at Econpapers || Download paper | 3 |
2002 | Reverse logistics. (2002). Flapper, S. D. P., ; Dekker, R. ; de Brito, M. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:561. Full description at Econpapers || Download paper | 3 |
2010 | Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH. (2010). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:19452. Full description at Econpapers || Download paper | 3 |
2009 | On the Economic Order Quantity Model With Transportation Costs. (2009). Frenk, J. B. G., ; Birbil, S. I. ; Bulbul, K. ; Mulder, H. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:16675. Full description at Econpapers || Download paper | 3 |
2013 | Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). Lean, H. H. ; Wong, W-K., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:41467. Full description at Econpapers || Download paper | 3 |
2009 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Chang, C-L., ; Tansuchat, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17298. Full description at Econpapers || Download paper | 3 |
2005 | Dynamic lot sizing with product returns. (2005). Teunter, R. H. ; Bayindir, Z. P. ; van den Heuvel, W.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6557. Full description at Econpapers || Download paper | 3 |
2009 | Testing Non-nested Demand Relations: Linear Expenditure System versus Indirect Addilog. (2009). De Boer, P. M. C., ; Paap, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:15564. Full description at Econpapers || Download paper | 2 |
2010 | Solving Large Scale Crew Scheduling Problems in Practice. (2010). Abbink, E. J. W., ; Saldanha, R. L. ; Albino, L. ; Roussado, J. ; Dollevoet, T. A. B., ; Huisman, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:21711. Full description at Econpapers || Download paper | 2 |
2004 | Vehicle and crew scheduling: solving large real-world instances with an integrated approach. (2004). Huisman, D. ; de Groot, S. W.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1204. Full description at Econpapers || Download paper | 2 |
2000 | Seasonal smooth transition autoregression. (2000). Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; de Bruin, P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1639. Full description at Econpapers || Download paper | 2 |
2008 | The new Dutch timetable: The OR revolution. (2008). Schrijver, A. ; Ybema, R. ; Fischetti, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Huisman, D. ; Abbink, E. J. W., ; Steenbeek, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers || Download paper | 2 |
2015 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067. Full description at Econpapers || Download paper | 2 |
2011 | Causality Between Market Liquidity and Depth for Energy and Grains. (2011). Chang, C-L., ; Hammoudeh, S. M. ; Sari, R. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:23115. Full description at Econpapers || Download paper | 2 |
2000 | Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Boswijk, H. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1637. Full description at Econpapers || Download paper | 2 |
2000 | Daily exchange rate behaviour and hedging of currency risk. (2000). Bos, C. S. ; Mahieu, R. J. ; Van Dijk, H. K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657. Full description at Econpapers || Download paper | 2 |
2012 | Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, M. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:32526. Full description at Econpapers || Download paper | 2 |
2011 | International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord. (2011). Jimenez-Martin, J-A., ; Perez-Amaral, T. ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:22237. Full description at Econpapers || Download paper | 2 |
2004 | Valuing structure, model uncertainty and model averaging in vector autoregressive processes. (2004). Van Dijk, H. K. ; Strachan, R. W.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1288. Full description at Econpapers || Download paper | 2 |
2003 | Forecasting industrial production with linear, nonlinear, and structural change models. (2003). Siliverstovs, B. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 28:
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Year | Title | See |
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2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview. (2014). Hammoudeh, Shawkat . In: Working Papers in Economics. RePEc:cbt:econwp:14/17. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview. (2014). Hammoudeh, Shawkat . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1417. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview. (2014). McAleer, and Michael ; Hammoudeh, Shawkat . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140076. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A method to measure enforcement effort in shipping
with incomplete information. (2014). Brinkhuis, J. ; Ji, X. ; Knapp, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:77166. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Modelling a Latent Daily Tourism Financial Conditions Index. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54887. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Tourism Conditions Index. (2014). Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Tourism Conditions Index. (2014). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1401. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the stationarity of Dynamic Conditional Correlation models. (2014). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1418. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian M.. In: Working Papers in Economics. RePEc:cbt:econwp:14/19. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1429. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140007. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, and Michael ; Hafner, Christian M.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140087. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Sea Container Terminals. (2014). Gharehgozli, A. H. ; de Koster, M. B. M., ; Roy, D.. In: ERIM Report Series Research in Management. RePEc:ems:eureri:51656. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Just How Good are the Top Three Journals in Finance?
An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140023. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ranking Economics and Econometrics ISI Journals
by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Analyzing the impacts of carbon regulatory mechanisms on supplier and mode selection decisions: An application to a biofuel supply chain. (2014). Palak, Goke ; Ekiolu, Sandra Duni ; Geunes, Joseph . In: International Journal of Production Economics. RePEc:eee:proeco:v:154:y:2014:i:c:p:198-216. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Chkili, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The direct and indirect eects of oil shocks on energy related stocks. (2014). Broadstock, David C ; Wang, Rui . In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:146. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. (2014). Algieri, Bernardina . In: Energy Policy. RePEc:eee:enepol:v:69:y:2014:i:c:p:227-247. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Direct and indirect oil shocks and their impacts upon energy related stocks. (2014). Broadstock, David C. ; Wang, Rui ; Zhang, Dayong . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:3:p:451-467. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
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Year | Title | See |
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2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). 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 | [Citation Analysis] |
2014 | Effects of wind strength and wave height on ship incident risk: regional trends and seasonality. (2014). Heij, C. ; Knapp, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51747. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Invertibility of EGARCH. (2014). Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | A Multivariate Model for Multinomial Choices. (2014). Bel, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:77168. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
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Year | Title | See |
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2013 | On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
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Year | Title | See |
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2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: Working Papers in Economics. RePEc:cbt:econwp:12/13. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, C-L., ; McAleer, M. J. ; Oxley, L.. In: Econometric Institute Research Papers. RePEc:ems:eureir:37619. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). Chang, Chia-Lin ; McAleer, Michael . In: KIER Working Papers. RePEc:kyo:wpaper:819. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Chang, Chia-Lin ; McAleer, Michael ; Oxley, Les . In: KIER Working Papers. RePEc:kyo:wpaper:822. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
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Year | Title | See |
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2011 | The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics. (2011). Chang, C-L., ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:31230. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-ngel ; Perez-Amaral, Teodosio . In: KIER Working Papers. RePEc:kyo:wpaper:795. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Do Experts SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110135. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1133. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Rise and Fall of S&P500 Variance Futures. (2011). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1135. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource
Economics. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1139. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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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.