[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 | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2000 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.48 | 0.25 | 0 | 16 | 16 | 45 | 4 | 5 | 0 | 0 | 4 | 100 | 4 | 0.25 | 0.26 | ||
2007 | 0.13 | 0.4 | 0.09 | 0.13 | 6 | 22 | 1 | 2 | 7 | 16 | 2 | 16 | 2 | 0 | 0 | 0.22 | ||
2008 | 0.32 | 0.45 | 0.23 | 0.32 | 22 | 44 | 71 | 10 | 17 | 22 | 7 | 22 | 7 | 4 | 40 | 3 | 0.14 | 0.23 |
2009 | 0.14 | 0.43 | 0.19 | 0.14 | 20 | 64 | 37 | 10 | 29 | 28 | 4 | 44 | 6 | 4 | 40 | 3 | 0.15 | 0.23 |
2010 | 0.21 | 0.37 | 0.23 | 0.22 | 79 | 143 | 396 | 33 | 62 | 42 | 9 | 64 | 14 | 5 | 15.2 | 18 | 0.23 | 0.19 |
2011 | 0.46 | 0.47 | 0.53 | 0.39 | 43 | 186 | 120 | 98 | 160 | 99 | 46 | 143 | 56 | 25 | 25.5 | 25 | 0.58 | 0.25 |
2012 | 0.45 | 0.5 | 0.47 | 0.37 | 19 | 205 | 54 | 97 | 257 | 122 | 55 | 170 | 63 | 9 | 9.3 | 9 | 0.47 | 0.26 |
2013 | 0.73 | 0.52 | 0.82 | 0.62 | 33 | 238 | 145 | 194 | 451 | 62 | 45 | 183 | 114 | 30 | 15.5 | 24 | 0.73 | 0.24 |
2014 | 0.87 | 0.55 | 0.63 | 0.48 | 33 | 271 | 174 | 169 | 622 | 52 | 45 | 194 | 94 | 25 | 14.8 | 25 | 0.76 | 0.28 |
2015 | 0.73 | 0.54 | 0.63 | 0.45 | 18 | 289 | 11 | 181 | 805 | 66 | 48 | 207 | 93 | 3 | 1.7 | 1 | 0.06 | 0.28 |
2016 | 0.96 | 0.58 | 0.49 | 0.51 | 37 | 326 | 22 | 159 | 964 | 51 | 49 | 146 | 74 | 4 | 2.5 | 4 | 0.11 | 0.29 |
2017 | 0.2 | 0.6 | 0.34 | 0.42 | 21 | 347 | 3 | 118 | 1082 | 55 | 11 | 140 | 59 | 2 | 1.7 | 0 | 0.3 | |
2018 | 0.16 | 0.62 | 0.37 | 0.39 | 23 | 370 | 0 | 136 | 1218 | 58 | 9 | 142 | 55 | 3 | 2.2 | 1 | 0.04 | 0.33 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 88 |
2 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16. Full description at Econpapers || Download paper | 73 |
3 | 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19. Full description at Econpapers || Download paper | 67 |
4 | 2010 | Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18. Full description at Econpapers || Download paper | 63 |
5 | 2010 | Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/36. Full description at Econpapers || Download paper | 58 |
6 | 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21. Full description at Econpapers || Download paper | 56 |
7 | 2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/43. Full description at Econpapers || Download paper | 53 |
8 | 2008 | Chinaâs Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01. Full description at Econpapers || Download paper | 35 |
9 | 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58. Full description at Econpapers || Download paper | 35 |
10 | 2013 | Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12. Full description at Econpapers || Download paper | 30 |
11 | 2012 | Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/11. Full description at Econpapers || Download paper | 25 |
12 | 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19. Full description at Econpapers || Download paper | 22 |
13 | 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05. Full description at Econpapers || Download paper | 22 |
14 | 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08. Full description at Econpapers || Download paper | 20 |
15 | 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. In: Working Papers in Economics. RePEc:cbt:econwp:11/12. Full description at Econpapers || Download paper | 19 |
16 | 2010 | The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53. Full description at Econpapers || Download paper | 19 |
17 | 2010 | How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/16. Full description at Econpapers || Download paper | 18 |
18 | 2011 | Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27. Full description at Econpapers || Download paper | 18 |
19 | 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 ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26. Full description at Econpapers || Download paper | 18 |
20 | 2013 | What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/10. Full description at Econpapers || Download paper | 15 |
21 | 2010 | A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Working Papers in Economics. RePEc:cbt:econwp:10/15. Full description at Econpapers || Download paper | 15 |
22 | 2012 | Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/05. Full description at Econpapers || Download paper | 14 |
23 | 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27. Full description at Econpapers || Download paper | 14 |
24 | 2006 | Overconfidence in Forecasts of Own Performance: An Experimental Study. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/09. Full description at Econpapers || Download paper | 14 |
25 | 2010 | Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:10/56. Full description at Econpapers || Download paper | 13 |
26 | 2011 | The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32. Full description at Econpapers || Download paper | 13 |
27 | 2011 | Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13. Full description at Econpapers || Download paper | 13 |
28 | 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/03. Full description at Econpapers || Download paper | 11 |
29 | 2014 | Replications in Economics: A Progress Report. (2014). Reed, W. ; Duvendack, Maren ; Palmer-Jones, Richard W.. In: Working Papers in Economics. RePEc:cbt:econwp:14/26. Full description at Econpapers || Download paper | 11 |
30 | 2013 | Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/04. Full description at Econpapers || Download paper | 10 |
31 | 2011 | Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). McAleer, Michael ; Ishida, Isao ; Oya, Kosuke. In: Working Papers in Economics. RePEc:cbt:econwp:11/11. Full description at Econpapers || Download paper | 10 |
32 | 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/09. Full description at Econpapers || Download paper | 10 |
33 | 2010 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2010). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Working Papers in Economics. RePEc:cbt:econwp:10/23. Full description at Econpapers || Download paper | 9 |
34 | 2006 | Another Look at what to do with Time-series Cross-section Data. (2006). Reed, W. ; Lin, Shu ; Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/04. Full description at Econpapers || Download paper | 9 |
35 | 2010 | Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54. Full description at Econpapers || Download paper | 8 |
36 | 2010 | GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:10/63. Full description at Econpapers || Download paper | 8 |
37 | 2016 | The Impact of War on Happiness: the Case of Ukraine. (2016). Obrizan, Maksym ; Coupé, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:16/20. Full description at Econpapers || Download paper | 8 |
38 | 2015 | Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving. (2015). Servátka, Maroš ; Knowles, Stephen. In: Working Papers in Economics. RePEc:cbt:econwp:15/01. Full description at Econpapers || Download paper | 8 |
39 | 2009 | Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography. (2009). Oxley, Les ; McCann, Philip ; Shangqin, Hong . In: Working Papers in Economics. RePEc:cbt:econwp:09/04. Full description at Econpapers || Download paper | 7 |
40 | 2010 | Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. (2010). Wisniewski, Tomasz ; Etebari, Ahmad ; Bialkowski, Jedrzej . In: Working Papers in Economics. RePEc:cbt:econwp:10/52. Full description at Econpapers || Download paper | 7 |
41 | 2013 | Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission. (2013). Vadovic, Radovan ; Servátka, Maroš ; Cox, James. In: Working Papers in Economics. RePEc:cbt:econwp:13/25. Full description at Econpapers || Download paper | 7 |
42 | 2010 | Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/67. Full description at Econpapers || Download paper | 6 |
43 | 2008 | Strategic Use of Trust. (2008). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš. In: Working Papers in Economics. RePEc:cbt:econwp:08/11. Full description at Econpapers || Download paper | 6 |
44 | 2012 | Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:12/12. Full description at Econpapers || Download paper | 6 |
45 | 2010 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2010). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/40. Full description at Econpapers || Download paper | 6 |
46 | 2014 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/01. Full description at Econpapers || Download paper | 6 |
47 | 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/02. Full description at Econpapers || Download paper | 5 |
48 | 2014 | Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/08. Full description at Econpapers || Download paper | 5 |
49 | 2011 | An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution. (2011). Tucker, Steven ; Puzzello, Daniela ; Lugovskyy, Volodymyr. In: Working Papers in Economics. RePEc:cbt:econwp:11/07. Full description at Econpapers || Download paper | 5 |
50 | 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/04. Full description at Econpapers || Download paper | 5 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 52 |
2 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16. Full description at Econpapers || Download paper | 35 |
3 | 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21. Full description at Econpapers || Download paper | 23 |
4 | 2010 | Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19. Full description at Econpapers || Download paper | 22 |
5 | 2010 | Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18. Full description at Econpapers || Download paper | 20 |
6 | 2010 | The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53. Full description at Econpapers || Download paper | 12 |
7 | 2010 | Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:10/56. Full description at Econpapers || Download paper | 9 |
8 | 2008 | Chinaâs Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01. Full description at Econpapers || Download paper | 9 |
9 | 2016 | The Impact of War on Happiness: the Case of Ukraine. (2016). Obrizan, Maksym ; Coupé, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:16/20. Full description at Econpapers || Download paper | 8 |
10 | 2010 | Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27. Full description at Econpapers || Download paper | 8 |
11 | 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19. Full description at Econpapers || Download paper | 6 |
12 | 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/09. Full description at Econpapers || Download paper | 5 |
13 | 2014 | Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/04. Full description at Econpapers || Download paper | 5 |
14 | 2015 | Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving. (2015). Servátka, Maroš ; Knowles, Stephen. In: Working Papers in Economics. RePEc:cbt:econwp:15/01. Full description at Econpapers || Download paper | 4 |
15 | 2011 | Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13. Full description at Econpapers || Download paper | 4 |
16 | 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. In: Working Papers in Economics. RePEc:cbt:econwp:11/12. Full description at Econpapers || Download paper | 4 |
17 | 2013 | Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08. Full description at Econpapers || Download paper | 4 |
18 | 2014 | Replications in Economics: A Progress Report. (2014). Reed, W. ; Duvendack, Maren ; Palmer-Jones, Richard W.. In: Working Papers in Economics. RePEc:cbt:econwp:14/26. Full description at Econpapers || Download paper | 4 |
19 | 2013 | Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12. Full description at Econpapers || Download paper | 3 |
20 | 2010 | Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Working Papers in Economics. RePEc:cbt:econwp:10/66. Full description at Econpapers || Download paper | 3 |
21 | 2017 | Replication in Labor Economics. (2017). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:17/06. Full description at Econpapers || Download paper | 3 |
22 | 2010 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2010). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/40. Full description at Econpapers || Download paper | 3 |
23 | 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/13. Full description at Econpapers || Download paper | 3 |
24 | 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 ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26. Full description at Econpapers || Download paper | 3 |
25 | 2010 | Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/03. Full description at Econpapers || Download paper | 3 |
26 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Working Papers in Economics. RePEc:cbt:econwp:14/20. Full description at Econpapers || Download paper | 3 |
27 | 2011 | Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation. (2011). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:11/23. Full description at Econpapers || Download paper | 2 |
28 | 2015 | Stock Selection with Principal Component Analysis. (2015). Rea, William ; Yang, Libin . In: Working Papers in Economics. RePEc:cbt:econwp:15/03. Full description at Econpapers || Download paper | 2 |
29 | 2011 | International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05. Full description at Econpapers || Download paper | 2 |
30 | 2016 | The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/10. Full description at Econpapers || Download paper | 2 |
31 | 2010 | Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/02. Full description at Econpapers || Download paper | 2 |
32 | 2011 | Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27. Full description at Econpapers || Download paper | 2 |
33 | 2010 | Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58. Full description at Econpapers || Download paper | 2 |
34 | 2010 | Modeling the Effect of Oil Price on Global Fertilizer Prices. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Working Papers in Economics. RePEc:cbt:econwp:10/55. Full description at Econpapers || Download paper | 2 |
35 | 2014 | A Tourism Financial Conditions Index. (2014). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/13. Full description at Econpapers || Download paper | 2 |
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2018 | A REVIEW OF THE RECENT LITERATURE ON THE INSTITUTIONAL ECONOMICS ANALYSIS OF THE LONGâ⬠RUN PERFORMANCE OF NATIONS. (2018). Lee, Cassey ; Lloyd, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:1:p:1-22. Full description at Econpapers || Download paper | |
2018 | Erratum To âWhat Drives Health Care Expenditure?âBaumolâs Model of âUnbalanced Growthâ Revisitedâ [J. Health Econ. 27 (2008) 603â623]. (2018). Reed, W. ; Atanda, Akinwande. In: Working Papers in Economics. RePEc:cbt:econwp:18/15. Full description at Econpapers || Download paper | |
2018 | Resource curse? The case of Kern County. (2018). Michieka, Nyakundi M ; Gearhart, Richard S. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:446-459. Full description at Econpapers || Download paper | |
2018 | The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151. Full description at Econpapers || Download paper | |
2018 | Communism as the Unhappy Coming. (2018). Nikolova, Elena ; Djankov, Simeon. In: GLO Discussion Paper Series. RePEc:zbw:glodps:192. Full description at Econpapers || Download paper | |
2018 | War and well-being in transition: Evidence from two natural experiments. (2018). Yakovlev, Evgeny ; Gokmen, Gunes. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:3:p:788-799. Full description at Econpapers || Download paper | |
2018 | Quantifying the Gap in Self-Rated Health for Transition Countries Over 1989â2014. (2018). Obrizan, Maksym. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0067-3. Full description at Econpapers || Download paper | |
2018 | A Primer on the ââ¬ËReproducibility Crisisââ¬â¢ and Ways to Fix It. (2018). Reed, W.. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:2:p:286-300. Full description at Econpapers || Download paper | |
2018 | A Replication of âBank Competition and Financial Stability: Much Ado About Nothing?â (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18. Full description at Econpapers || Download paper |
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Year | Citing document | |
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2016 | The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/10. Full description at Econpapers || Download paper | |
2016 | Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?. (2016). Reed, W. ; Alinaghi, Nazila. In: Working Papers in Economics. RePEc:cbt:econwp:16/26. Full description at Econpapers || Download paper | |
2016 | Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Lubian, Diego ; Cappuccio, Nunzio. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21-:d:67747. Full description at Econpapers || Download paper | |
2016 | Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Cappuccio, Nunzio ; Lubian, Diego. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21:d:67747. Full description at Econpapers || Download paper |
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2015 | Deadlines, Procrastination, and Inattention in Charitable Giving: A Field Experiment. (2015). Servátka, Maroš ; Knowles, Stephen ; Sullivan, Trudy. In: Working Papers in Economics. RePEc:cbt:econwp:15/06. Full description at Econpapers || Download paper |