Citation analysis for Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

0.54

Impact Factor

0.34

5-Years IF

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]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1		1	1				0		4		(%)			0.06
1991		0.09		3	4			1	1		5		(%)			0.05
1992		0.11			4				4		6		(%)			0.06
1993		0.14		4	8			2	3		4		(%)			0.07
1994		0.12		2	10			1	4		8		(%)			0.06
1995		0.16		18	28			19	6		10		2 (10.5%)			0.1
1996	0.15	0.2	0.11	29	57	5	0.09	30	20	3	27	3	5 (16.7%)	2	0.07	0.09
1997	0.28	0.21	0.25	24	81	18	0.22	21	47	13	53	13	5 (23.8%)	5	0.21	0.09
1998	0.21	0.22	0.14	31	112	13	0.12	60	53	11	77	11	2 (3.3%)	1	0.03	0.13
1999	0.15	0.28	0.1	47	159	15	0.09	71	55	8	104	10	3 (4.2%)	4	0.09	0.16
2000	0.14	0.37	0.09	28	187	16	0.09	74	78	11	149	13	(%)	3	0.11	0.14
2001	0.05	0.36	0.07	36	223	14	0.06	38	75	4	159	11	4 (10.5%)	1	0.03	0.17
2002	0.14	0.37	0.14	48	271	37	0.14	130	64	9	166	24	7 (5.4%)	4	0.08	0.18
2003	0.19	0.4	0.15	53	324	38	0.12	98	84	16	190	28	5 (5.1%)	1	0.02	0.19
2004	0.23	0.42	0.2	49	373	59	0.16	92	101	23	212	42	9 (9.8%)	5	0.1	0.19
2005	0.26	0.43	0.24	55	428	71	0.17	76	102	27	214	51	21 (27.6%)	6	0.11	0.21
2006	0.25	0.45	0.19	50	478	75	0.16	47	104	26	241	46	9 (19.1%)	5	0.1	0.2
2007	0.17	0.39	0.18	54	532	65	0.12	56	105	18	255	47	12 (21.4%)	4	0.07	0.17
2008	0.13	0.39	0.13	37	569	77	0.14	75	104	14	261	33	16 (21.3%)	2	0.05	0.17
2009	0.29	0.37	0.18	46	615	82	0.13	117	91	26	245	43	12 (10.3%)	6	0.13	0.18
2010	0.35	0.33	0.18	74	689	85	0.12	140	83	29	242	44	32 (22.9%)	4	0.05	0.15
2011	0.25	0.41	0.16	45	734	89	0.12	68	120	30	261	42	17 (25%)	7	0.16	0.2
2012	0.3	0.46	0.26	34	768	107	0.14	33	119	36	256	66	2 (6.1%)	5	0.15	0.21
2013	0.42	0.5	0.39	32	800	148	0.19	64	79	33	236	92	9 (14.1%)	2	0.06	0.21
2014	0.44	0.54	0.36	31	831	140	0.17	44	66	29	231	84	14 (31.8%)	10	0.32	0.26
2015	0.54	0.6	0.34	38	869	153	0.18	35	63	34	216	74	10 (28.6%)	14	0.37	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

50 most cited documents in this series:

#	Year	Title	Cited
1	2002	Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561. Full description at Econpapers \|\| Download paper	59
2	2010	What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers \|\| Download paper	35
3	1998	Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers \|\| Download paper	35
4	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers \|\| Download paper	33
5	2011	How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers \|\| Download paper	33
6	2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers \|\| Download paper	31
7	2004	Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829. Full description at Econpapers \|\| Download paper	27
8	2010	Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940. Full description at Econpapers \|\| Download paper	23
9	2009	Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105. Full description at Econpapers \|\| Download paper	22
10	2005	Operations research in passenger railway transportation. (2005). Huisman, Dennis ; 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	21
11	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523. Full description at Econpapers \|\| Download paper	20
12	1999	On SETAR non- linearity and forecasting. (1999). Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1567. Full description at Econpapers \|\| Download paper	19
13	2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper	19
14	2008	Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers \|\| Download paper	19
15	2009	Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522. Full description at Econpapers \|\| Download paper	18
16	2003	Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; 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
17	2003	A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, Christian ; Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1718. Full description at Econpapers \|\| Download paper	15
18	2003	Forecasting industrial production with linear, nonlinear, and structural change models. (2003). van Dijk, Dick ; Siliverstovs, Boriss ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716. Full description at Econpapers \|\| Download paper	15
19	2002	Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Osborn, Denise ; van Dijk, D. J. C., ; Sensier, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:551. Full description at Econpapers \|\| Download paper	15
20	1996	A Review of Multi-Component Maintenance Models with Economic Dependence. (1996). Dekker, Rommert ; van der Duyn Schouten, F. A., ; Wildeman, R. E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1372. Full description at Econpapers \|\| Download paper	14
21	2013	Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:39179. Full description at Econpapers \|\| Download paper	14
22	2012	Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers \|\| Download paper	14
23	2007	Disruption management in passenger railway transportation.. (2007). Huisman, Dennis ; 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	13
24	2000	Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). van Dijk, Dick ; Franses, Philip Hans ; 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	13
25	2000	Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; TerÃÂ¤svirta, Timo ; Franses, Philip Hans ; 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	12
26	2008	A decision rule to minimize daily capital charges in forecasting value-at-risk. (2008). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:13986. Full description at Econpapers \|\| Download paper	12
27	2011	Risk 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. Full description at Econpapers \|\| Download paper	12
28	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038. Full description at Econpapers \|\| Download paper	12
29	2003	Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684. Full description at Econpapers \|\| Download paper	11
30	1999	Combined forecasts from linear and nonlinear time series models. (1999). van Dijk, Herman ; Terui, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1621. Full description at Econpapers \|\| Download paper	11
31		The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Schrijver, A. ; Ybema, R. ; Fischetti, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Abbink, E. J. W., ; Steenbeek, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers \|\| Download paper	11
32	2006	Bayesian Model Averaging in the Presence of Structural Breaks. (2006). van Dijk, Dick ; Ravazzolo, Francesco ; Paap, Richard ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:7904. Full description at Econpapers \|\| Download paper	11
33	2006	Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975. Full description at Econpapers \|\| Download paper	10
34	2004	Testing for causality in variance using multivariate GARCH models. (2004). Hafner, Christian ; HERWARTZ, H.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1285. Full description at Econpapers \|\| Download paper	10
35	2009	Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16709. Full description at Econpapers \|\| Download paper	10
36	2000	Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657. Full description at Econpapers \|\| Download paper	10
37	1995	Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, Marius. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351. Full description at Econpapers \|\| Download paper	9
38		Delay Management with Re-Routing of Passengers. (2010). Huisman, Dennis ; Schobel, A. ; Schmidt, M. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19445. Full description at Econpapers \|\| Download paper	9
39	2008	Modelling sustainable international tourism demand to the Brazilian Amazon. (2008). McAleer, Michael ; Divino, Jose Angelo. In: Econometric Institute Research Papers. RePEc:ems:eureir:13773. Full description at Econpapers \|\| Download paper	9
40	2004	Rank reduction of correlation matrices by majorization. (2004). Pietersz, Raoul ; Groenen, Patrick ; Groenen, P. J. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1202. Full description at Econpapers \|\| Download paper	9
41	2005	Dynamic lot sizing with product returns. (2005). van den Heuvel, Wilco ; Teunter, R. H. ; Bayindir, Z. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6557. Full description at Econpapers \|\| Download paper	9
42	2011	Risk 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 ; Chang, C-L., ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614. Full description at Econpapers \|\| Download paper	8
43	2008	Column generation with dynamic duty selection for railway crew rescheduling. (2008). Huisman, Dennis ; Desaulniers, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:14423. Full description at Econpapers \|\| Download paper	8
44	2002	An Empirical Comparison of Default Swap Pricing Models. (2002). Vorst, Ton ; Houweling, Patrick ; Vorst, A. C. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:172. Full description at Econpapers \|\| Download paper	8
45	2001	Short-term volatility versus long-term growth: evidence in US macroeconomic time series. (2001). van Dijk, Dick ; Sensier, M. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1674. Full description at Econpapers \|\| Download paper	8
46	2000	Learning, Network Formation and Coordination. (2000). Goyal, Sanjeev ; Vega-Redondo, F.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6931. Full description at Econpapers \|\| Download paper	8
47	2004	Scheduling preventive railway maintenance activities. (2004). Huisman, Dennis ; Dekker, Rommert ; Budai-Balke, G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1632. Full description at Econpapers \|\| Download paper	8
48	1999	Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619. Full description at Econpapers \|\| Download paper	8
49	2008	An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia. (2008). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., ; 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
50		Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1627. Full description at Econpapers \|\| Download paper	8

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

#	Year	Title	Cited
1	2014	A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers \|\| Download paper	33
2	2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers \|\| Download paper	30
3	2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper	19
4	2013	Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:39179. Full description at Econpapers \|\| Download paper	13
5	2010	What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers \|\| Download paper	12
6	2009	Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523. Full description at Econpapers \|\| Download paper	11
7	2011	How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers \|\| Download paper	10
8	2011	Risk 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. Full description at Econpapers \|\| Download paper	8
9	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038. Full description at Econpapers \|\| Download paper	8
10	2011	Risk 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 ; Chang, C-L., ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25614. Full description at Econpapers \|\| Download paper	7
11	2010	Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940. Full description at Econpapers \|\| Download paper	7
12	2008	Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers \|\| Download paper	7
13	2015	On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:78126. Full description at Econpapers \|\| Download paper	6
14	2009	Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105. Full description at Econpapers \|\| Download paper	6
15	2006	Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975. Full description at Econpapers \|\| Download paper	6
16	2012	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32528. Full description at Econpapers \|\| Download paper	6
17	2002	Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561. Full description at Econpapers \|\| Download paper	6
18	2009	Interdependence of international tourism demand and volatility in leading ASEAN destinations. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17299. Full description at Econpapers \|\| Download paper	5
19	2004	Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829. Full description at Econpapers \|\| Download paper	5
20	2003	Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; 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
21	2005	Operations research in passenger railway transportation. (2005). Huisman, Dennis ; 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
22	2009	Labour Market Status and Migration Dynamics. (2009). Bijwaard, Govert. In: Econometric Institute Research Papers. RePEc:ems:eureir:17016. Full description at Econpapers \|\| Download paper	5
23	2013	Ranking 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. Full description at Econpapers \|\| Download paper	5
24	2004	Valuing structure, model uncertainty and model averaging in vector autoregressive processes. (2004). van Dijk, Herman ; Strachan, Rodney. In: Econometric Institute Research Papers. RePEc:ems:eureir:1288. Full description at Econpapers \|\| Download paper	4
25	2013	Recent 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. Full description at Econpapers \|\| Download paper	4
26	1999	Combined forecasts from linear and nonlinear time series models. (1999). van Dijk, Herman ; Terui, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1621. Full description at Econpapers \|\| Download paper	4
27	2016	Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Bai, Z. In: Econometric Institute Research Papers. RePEc:ems:eureir:80106. Full description at Econpapers \|\| Download paper	4
28	2003	Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684. Full description at Econpapers \|\| Download paper	3
29	2008	The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Schrijver, A. ; Ybema, R. ; Fischetti, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Abbink, E. J. W., ; Steenbeek, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers \|\| Download paper	3
30	2010	Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:19452. Full description at Econpapers \|\| Download paper	3
31	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
32	2005	Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results. (2005). Paap, Richard ; Franses, Philip Hans ; Fok, Dennis ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:6917. Full description at Econpapers \|\| Download paper	3
33	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
34	2014	Econometric Analysis of Financial Derivatives. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78064. Full description at Econpapers \|\| Download paper	3
35	2013	Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures. (2013). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Wong, W-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41467. Full description at Econpapers \|\| Download paper	3
36	2010	Delay Management with Re-Routing of Passengers. (2010). Huisman, Dennis ; Schobel, A. ; Schmidt, M. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19445. Full description at Econpapers \|\| Download paper	3
37	2012	Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers \|\| Download paper	3
38	2010	Improved Algorithms for a Lot-Sizing Problem with Inventory Bounds and Backlogging. (2010). van den Heuvel, Wilco ; Hwang, H. C.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18591. Full description at Econpapers \|\| Download paper	3
39	2014	The Roadside Healthcare Facility Location Problem. (2014). de Vries, H. ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Klundert, J. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51315. Full description at Econpapers \|\| Download paper	3
40	2001	Short-term volatility versus long-term growth: evidence in US macroeconomic time series. (2001). van Dijk, Dick ; Sensier, M. ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1674. Full description at Econpapers \|\| Download paper	3
41	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:18043. Full description at Econpapers \|\| Download paper	3
42	2004	Scheduling preventive railway maintenance activities. (2004). Huisman, Dennis ; Dekker, Rommert ; Budai-Balke, G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1632. Full description at Econpapers \|\| Download paper	2
43	2010	Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chun-Ping. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329. Full description at Econpapers \|\| Download paper	2
44	2000	Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). van Dijk, Dick ; Franses, Philip Hans ; 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
45	2008	Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). McAleer, Michael ; Hammoudeh, Shawkat ; Yuan, Y.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780. Full description at Econpapers \|\| Download paper	2
46	2009	Railway Crew Rescheduling with Retiming. (2009). Huisman, Dennis ; Veelenturf, L. P. ; Kroon, L. G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:16746. Full description at Econpapers \|\| Download paper	2
47	2011	GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Jimenez-Martin, J-A., ; Santos, P. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:25610. Full description at Econpapers \|\| Download paper	2
48	1997	Self-Organization in Communication Networks. (1997). Goyal, Sanjeev ; Bala, V.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1415. Full description at Econpapers \|\| Download paper	2
49	2007	Comprehensive review of the maritime safety regimes.. (2007). Franses, Philip Hans ; Franses, Ph. H. B. F., ; Knapp, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:10097. Full description at Econpapers \|\| Download paper	2
50	1999	A multivariate STAR analysis of the relationship between money and output. (1999). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Rothman, P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1616. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 34:

Year	Title
2015	Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126. Full description at Econpapers \|\| Download paper
2015	A Column Generation Approach for Locating Roadside Clinics in Africa based upon Effectiveness and Equity. (2015). Huisman, Dennis ; Ares, Nuez J ; de Vries, H. In: Econometric Institute Research Papers. RePEc:ems:eureir:78708. Full description at Econpapers \|\| Download paper
2015	On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1503. Full description at Econpapers \|\| Download paper
2015	Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150133. Full description at Econpapers \|\| Download paper
2015	On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150022. Full description at Econpapers \|\| Download paper
2015	Downside risks in EU carbon and fossil fuel markets. (2015). Reboredo, Juan C. ; Ugando, Mikel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35. Full description at Econpapers \|\| Download paper
2015	A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150056. Full description at Econpapers \|\| Download paper
2015	On the Invertibility of EGARCH(p,q). (2015). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:78126. Full description at Econpapers \|\| Download paper
2015	A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78155. Full description at Econpapers \|\| Download paper
2015	A stochastic dominance approach to financial risk management strategies. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:472-485. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper
2015	A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1516. Full description at Econpapers \|\| Download paper
2015	Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79539. Full description at Econpapers \|\| Download paper
2015	A multi-layered risk exposure assessment approach for the shipping industry. (2015). Hoorn, Stephen Vander ; Knapp, Sabine . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:78:y:2015:i:c:p:21-33. Full description at Econpapers \|\| Download paper
2015	Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501. Full description at Econpapers \|\| Download paper
2015	The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers \|\| Download paper
2015	A method to measure enforcement effort in shipping with incomplete information. (2015). Ji, Xichen ; Knapp, Sabine ; Brinkhuis, Jan . In: Marine Policy. RePEc:eee:marpol:v:60:y:2015:i:c:p:162-170. Full description at Econpapers \|\| Download paper
2015	The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets. (2015). Karfakis, Costas . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:795-811. Full description at Econpapers \|\| Download paper
2015	Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126. Full description at Econpapers \|\| Download paper
2015	Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper
2015	An Empirical Study of the Dynamic Correlation of Japanese Stock Returns.. (2015). Isogai, Takashi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e07. Full description at Econpapers \|\| Download paper
2015	ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails. (2015). Paolella, Marc S ; Polak, Pawe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:282-297. Full description at Econpapers \|\| Download paper
2015	Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50. Full description at Econpapers \|\| Download paper
2015	Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501. Full description at Econpapers \|\| Download paper
2015	Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005. Full description at Econpapers \|\| Download paper
2015	Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044. Full description at Econpapers \|\| Download paper
2015	Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067. Full description at Econpapers \|\| Download paper
2015	Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515. Full description at Econpapers \|\| Download paper
2015	Are Researcher Rankings Stable Across Alternative Output Measurement Schemes in the Context of a Time Limited Research Evaluation? The New Zealand Case.. (2015). Tressler, John ; Anderson, David L. In: Working Papers in Economics. RePEc:wai:econwp:15/10. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349. Full description at Econpapers \|\| Download paper
2015	Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, AK. In: Econometric Institute Research Papers. RePEc:ems:eureir:78711. Full description at Econpapers \|\| Download paper
2015	The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:79221. Full description at Econpapers \|\| Download paper
2015	Benchmarking judgmentally adjusted forecasts. (2015). Franses, Philip Hans ; de Bruijn, L P. In: Econometric Institute Research Papers. RePEc:ems:eureir:79222. Full description at Econpapers \|\| Download paper
2015	Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79539. Full description at Econpapers \|\| Download paper
2015	The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers \|\| Download paper
2015	Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044. Full description at Econpapers \|\| Download paper
2015	A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150056. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077. Full description at Econpapers \|\| Download paper
2015	Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150089. Full description at Econpapers \|\| Download paper
2015	The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150129. Full description at Econpapers \|\| Download paper
2015	Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508. Full description at Econpapers \|\| Download paper
2015	Multivariate Volatility Impulse Response Analysis of GFC News Events. (2015). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1510. Full description at Econpapers \|\| Download paper
2015	Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21. Full description at Econpapers \|\| Download paper
2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24. Full description at Econpapers \|\| Download paper
2014	The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401. Full description at Econpapers \|\| Download paper
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
2014	On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750. Full description at Econpapers \|\| Download paper
2014	A Multivariate Model for Multinomial Choices. (2014). Paap, Richard ; Bel, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:77168. Full description at Econpapers \|\| Download paper
2014	Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers \|\| Download paper
2014	On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096. Full description at Econpapers \|\| Download paper
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
2014	On the Invertibility of EGARCH. (2014). McAleer, Michael ; Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
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
2013	Ranking 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. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Journal 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. Full description at Econpapers \|\| Download paper
2012	Journal 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. Full description at Econpapers \|\| Download paper
2012	Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819. Full description at Econpapers \|\| Download paper
2012	Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822. Full description at Econpapers \|\| Download paper
2012	Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	81
2	Tinbergen Institute Discussion Papers / Tinbergen Institute	36
3	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	34
4	Working Papers in Economics / University of Canterbury, Department of Economics and Finance	13
5	European Journal of Operational Research / Elsevier	12
6	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	10
7		10
8	ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam	10
9	Energy Economics / Elsevier	9
10	International Journal of Production Economics / Elsevier	8
11	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	8

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.