[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 | 1 | 1 | 0 | 0 | 0 | 4 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 3 | 4 | 3 | 0 | 1 | 5 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 4 | 0 | 0 | 4 | 6 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 4 | 8 | 2 | 0 | 3 | 4 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 2 | 10 | 0 | 0 | 4 | 8 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 18 | 28 | 23 | 0 | 6 | 10 | 0 | 0 | 0.09 | |||||
1996 | 0.15 | 0.22 | 0.11 | 0.11 | 29 | 57 | 45 | 6 | 6 | 20 | 3 | 27 | 3 | 4 | 66.7 | 3 | 0.1 | 0.11 |
1997 | 0.23 | 0.23 | 0.23 | 0.21 | 24 | 81 | 25 | 19 | 25 | 47 | 11 | 53 | 11 | 3 | 15.8 | 5 | 0.21 | 0.12 |
1998 | 0.25 | 0.24 | 0.16 | 0.18 | 31 | 112 | 74 | 18 | 43 | 53 | 13 | 77 | 14 | 4 | 22.2 | 1 | 0.03 | 0.15 |
1999 | 0.13 | 0.32 | 0.1 | 0.09 | 47 | 159 | 81 | 16 | 59 | 55 | 7 | 104 | 9 | 4 | 25 | 4 | 0.09 | 0.21 |
2000 | 0.14 | 0.46 | 0.1 | 0.09 | 28 | 187 | 90 | 18 | 77 | 78 | 11 | 149 | 14 | 0 | 3 | 0.11 | 0.2 | |
2001 | 0.05 | 0.39 | 0.09 | 0.08 | 36 | 223 | 43 | 16 | 96 | 75 | 4 | 159 | 12 | 2 | 12.5 | 2 | 0.06 | 0.22 |
2002 | 0.16 | 0.42 | 0.15 | 0.16 | 48 | 271 | 169 | 40 | 137 | 64 | 10 | 166 | 27 | 7 | 17.5 | 4 | 0.08 | 0.24 |
2003 | 0.19 | 0.41 | 0.15 | 0.17 | 53 | 324 | 128 | 48 | 186 | 84 | 16 | 190 | 32 | 6 | 12.5 | 3 | 0.06 | 0.24 |
2004 | 0.25 | 0.47 | 0.18 | 0.22 | 49 | 373 | 124 | 69 | 255 | 101 | 25 | 212 | 47 | 6 | 8.7 | 6 | 0.12 | 0.27 |
2005 | 0.26 | 0.49 | 0.18 | 0.25 | 55 | 428 | 100 | 76 | 331 | 102 | 27 | 214 | 54 | 6 | 7.9 | 6 | 0.11 | 0.29 |
2006 | 0.24 | 0.48 | 0.18 | 0.19 | 50 | 478 | 98 | 83 | 415 | 104 | 25 | 241 | 46 | 10 | 12 | 5 | 0.1 | 0.26 |
2007 | 0.16 | 0.4 | 0.14 | 0.2 | 54 | 532 | 87 | 72 | 487 | 105 | 17 | 255 | 50 | 12 | 16.7 | 4 | 0.07 | 0.22 |
2008 | 0.13 | 0.45 | 0.14 | 0.11 | 37 | 569 | 136 | 78 | 568 | 104 | 13 | 261 | 29 | 18 | 23.1 | 2 | 0.05 | 0.23 |
2009 | 0.3 | 0.43 | 0.16 | 0.2 | 46 | 615 | 210 | 97 | 667 | 91 | 27 | 245 | 48 | 11 | 11.3 | 6 | 0.13 | 0.23 |
2010 | 0.4 | 0.37 | 0.16 | 0.21 | 74 | 689 | 207 | 108 | 775 | 83 | 33 | 242 | 50 | 17 | 15.7 | 4 | 0.05 | 0.19 |
2011 | 0.27 | 0.47 | 0.14 | 0.17 | 45 | 734 | 86 | 105 | 881 | 120 | 32 | 261 | 45 | 14 | 13.3 | 9 | 0.2 | 0.25 |
2012 | 0.23 | 0.5 | 0.17 | 0.25 | 34 | 768 | 60 | 129 | 1010 | 119 | 27 | 256 | 64 | 18 | 14 | 8 | 0.24 | 0.26 |
2013 | 0.37 | 0.52 | 0.22 | 0.36 | 32 | 800 | 101 | 172 | 1182 | 79 | 29 | 236 | 86 | 14 | 8.1 | 2 | 0.06 | 0.24 |
2014 | 0.5 | 0.55 | 0.22 | 0.38 | 31 | 831 | 90 | 180 | 1362 | 66 | 33 | 231 | 87 | 21 | 11.7 | 10 | 0.32 | 0.28 |
2015 | 0.52 | 0.54 | 0.23 | 0.29 | 38 | 869 | 106 | 198 | 1560 | 63 | 33 | 216 | 62 | 24 | 12.1 | 14 | 0.37 | 0.28 |
2016 | 0.62 | 0.58 | 0.22 | 0.36 | 47 | 916 | 71 | 205 | 1765 | 69 | 43 | 180 | 65 | 38 | 18.5 | 18 | 0.38 | 0.29 |
2017 | 0.32 | 0.6 | 0.19 | 0.3 | 31 | 947 | 54 | 177 | 1942 | 85 | 27 | 182 | 55 | 17 | 9.6 | 16 | 0.52 | 0.3 |
2018 | 0.79 | 0.62 | 0.3 | 0.45 | 52 | 999 | 41 | 301 | 2243 | 78 | 62 | 179 | 80 | 65 | 21.6 | 41 | 0.79 | 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 | 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 | 78 |
2 | 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 | 72 |
3 | 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 | 55 |
4 | 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308. Full description at Econpapers || Download paper | 50 |
5 | 2008 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780. Full description at Econpapers || Download paper | 43 |
6 | 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 | 42 |
7 | 1998 | Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers || Download paper | 41 |
8 | 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 | 37 |
9 | 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 |
10 | 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 | 35 |
11 | 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 | 32 |
12 | 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 | 31 |
13 | 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 | 30 |
14 | 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 | 28 |
15 | 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 | 27 |
16 | 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923. Full description at Econpapers || Download paper | 27 |
17 | 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 | 25 |
18 | 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 | 24 |
19 | 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 | 22 |
20 | 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 | 22 |
21 | 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 | 21 | |
22 | 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 | 21 | |
23 | 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 | 20 |
24 | 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 | 20 |
25 | 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 | 20 |
26 | 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 | 20 |
27 | 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 | 20 |
28 | 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 | 19 |
29 | 2000 | Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; Teräsvirta, 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 | 18 |
30 | 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 | 18 |
31 | 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 | 18 |
32 | 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79219. Full description at Econpapers || Download paper | 17 |
33 | 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 | 17 |
34 | 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 | 16 |
35 | 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 | 16 |
36 | 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 |
37 | 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 | 15 |
38 | 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 | 15 |
39 | 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331. Full description at Econpapers || Download paper | 15 |
40 | 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 | 15 | |
41 | 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 | 15 |
42 | 2018 | The fiction of full BEKK: Pricing fossil fuels and carbon emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105431. Full description at Econpapers || Download paper | 14 |
43 | 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 |
44 | 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 | 14 |
45 | 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 | 14 |
46 | 2017 | The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416. Full description at Econpapers || Download paper | 14 |
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 | 14 |
48 | 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 |
49 | 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17313. Full description at Econpapers || Download paper | 13 |
50 | 2016 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Bai, Z ; Li, H. In: Econometric Institute Research Papers. RePEc:ems:eureir:80106. Full description at Econpapers || Download paper | 13 |
# | 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 | 34 |
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 | 23 |
3 | 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923. Full description at Econpapers || Download paper | 15 |
4 | 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 | 15 |
5 | 2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331. Full description at Econpapers || Download paper | 15 |
6 | 2018 | The fiction of full BEKK: Pricing fossil fuels and carbon emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105431. Full description at Econpapers || Download paper | 14 |
7 | 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308. Full description at Econpapers || Download paper | 14 |
8 | 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 | 14 |
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 | 14 |
10 | 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79219. Full description at Econpapers || Download paper | 14 |
11 | 2017 | The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416. Full description at Econpapers || Download paper | 14 |
12 | 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 | 11 |
13 | 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 | 10 |
14 | 2018 | Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104258. Full description at Econpapers || Download paper | 10 |
15 | 2008 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780. Full description at Econpapers || Download paper | 10 |
16 | 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 |
17 | 2017 | Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:101761. Full description at Econpapers || Download paper | 10 |
18 | 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 | 9 |
19 | 2016 | Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization. (2016). Wong, Wing-Keung ; McAleer, Michael ; Bai, Z ; Li, H. In: Econometric Institute Research Papers. RePEc:ems:eureir:80106. Full description at Econpapers || Download paper | 9 |
20 | 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 | 7 |
21 | 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 | 7 |
22 | 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 | 7 |
23 | 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 | 7 |
24 | 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 | 7 |
25 | 2012 | An Iterative Optimization Framework for Delay Management and Train Scheduling. (2012). Huisman, Dennis ; D'Ariano, A. ; Corman, F. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32416. Full description at Econpapers || Download paper | 7 |
26 | 2018 | Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:110015. Full description at Econpapers || Download paper | 6 |
27 | 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 | 6 |
28 | 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:98648. Full description at Econpapers || Download paper | 6 |
29 | 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17313. Full description at Econpapers || Download paper | 6 |
30 | 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611. Full description at Econpapers || Download paper | 5 |
31 | 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 |
32 | 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 | 5 |
33 | 2012 | Delay Management including Capacities of Stations. (2012). Huisman, Dennis ; Schobel, A. ; Schmidt, M. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:37239. Full description at Econpapers || Download paper | 5 |
34 | 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 |
35 | 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615. Full description at Econpapers || Download paper | 5 |
36 | 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers || Download paper | 5 |
37 | 2018 | Simple Market Timing with Moving Averages. (2018). McAleer, Michael ; Laurila, H ; Ilomaki, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:107290. Full description at Econpapers || Download paper | 5 |
38 | 2009 | Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17312. Full description at Econpapers || Download paper | 5 |
39 | 2017 | The Fiction of Full BEKK. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:99514. Full description at Econpapers || Download paper | 5 |
40 | 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 | 4 |
41 | 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115612. Full description at Econpapers || Download paper | 4 |
42 | 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 | 4 |
43 | 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 | 4 |
44 | 2004 | 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 | 4 |
45 | 2006 | Comparison of heuristic approaches for the multiple depot vehicle scheduling problem. (2006). Huisman, Dennis ; Hertz, A. ; Desaulniers, G. ; Pepin, A. S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:8069. Full description at Econpapers || Download paper | 4 |
46 | 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576. Full description at Econpapers || Download paper | 4 |
47 | 2017 | Theory and Application of an Economic Performance Measure of Risk. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Niu, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:100417. Full description at Econpapers || Download paper | 4 |
48 | 2011 | Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2011). McAleer, Michael ; Chang, Chia-Lin ; Lim, C. H. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:25611. Full description at Econpapers || Download paper | 4 |
49 | 1998 | Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers || Download paper | 4 |
50 | 2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:112499. Full description at Econpapers || Download paper | 4 |
Year | Title | |
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2018 | Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Ma, Jason Z. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105884. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1811. Full description at Econpapers || Download paper | |
2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180052. Full description at Econpapers || Download paper | |
2018 | Asymptotic Theory for Rotated Multivariate GARCH Models. (2018). Pauwels, Laurent ; McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111553. Full description at Econpapers || Download paper | |
2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1815. Full description at Econpapers || Download paper | |
2018 | The Value-At-Risk Estimate of Stock and Currency-Stock Portfoliosâ Returns. (2018). Su, Jung-Bin ; Hung, Jui-Cheng . In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:133-:d:183478. Full description at Econpapers || Download paper | |
2018 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161. Full description at Econpapers || Download paper | |
2018 | Asymptotic Theory for Rotated Multivariate GARCH Models. (2018). McAleer, Michael ; Chang, Chia-Lin ; Pauwels, Laurent ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1827. Full description at Econpapers || Download paper | |
2018 | The Korean Air nut rage scandal: Domestic versus international responses to a viral incident. (2018). Kim, Rebecca Chunghee ; Uddin, Helal ; Yoo, Kate Inyoung. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:4:p:533-544. Full description at Econpapers || Download paper | |
2018 | The candidate experience: Is it damaging your employer brand?. (2018). Miles, Sandra Jeanquart ; McCamey, Randy. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:5:p:755-764. Full description at Econpapers || Download paper | |
2018 | ||
2018 | Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:984-997. Full description at Econpapers || Download paper | |
2018 | Two-Echelon Lot-Sizing with Asymmetric Information and Continuous Type Space. (2018). van den Heuvel, Wilco ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Kerkkamp, R. B. O., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107288. Full description at Econpapers || Download paper | |
2018 | Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104258. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260. Full description at Econpapers || Download paper | |
2018 | Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1805. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809. Full description at Econpapers || Download paper | |
2018 | Management Information, Decision Sciences, and Financial Economics: A Connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180004. Full description at Econpapers || Download paper | |
2018 | An Event Study of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180003. Full description at Econpapers || Download paper | |
2018 | An Event Study of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104254. Full description at Econpapers || Download paper | |
2018 | An event study of chinese tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1801. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180031. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, T-L., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111552. Full description at Econpapers || Download paper | |
2018 | The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1808. Full description at Econpapers || Download paper | |
2018 | RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263. Full description at Econpapers || Download paper | |
2018 | Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y-A., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107292. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906. Full description at Econpapers || Download paper | |
2018 | Literature review: The vaccine supply chain. (2018). Dekker, Rommert ; van Jaarsveld, Willem ; Duijzer, Lotty Evertje. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:174-192. Full description at Econpapers || Download paper | |
2018 | The benefits of combining early aspecific vaccination with later specific vaccination. (2018). Duijzer, Lotty Evertje ; Dekker, Rommert ; van Jaarsveld, Willem. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:606-619. Full description at Econpapers || Download paper | |
2018 | To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas A. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:97-107. Full description at Econpapers || Download paper | |
2018 | Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1002-1018. Full description at Econpapers || Download paper | |
2018 | Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management. (2018). McAleer, Michael ; Allen, David. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1627-:d:153801. Full description at Econpapers || Download paper | |
2018 | Bayesian analysis of realized matrix-exponential GARCH models. (2018). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1804. Full description at Econpapers || Download paper | |
2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180005. Full description at Econpapers || Download paper | |
2018 | Bayesian Analysis of Realized Matrix-Exponential GARCH Models. (2018). McAleer, Michael ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:104259. Full description at Econpapers || Download paper | |
2018 | Multiple-lock Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2018). Omori, Yasuhiro ; Kurose, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1075. Full description at Econpapers || Download paper | |
2018 | Multilevel rationing policy for spare parts when demand is state dependent. (2018). Sahba, Pedram ; Banjevic, Dragan ; Balcioglu, Bari. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:40:y:2018:i:3:d:10.1007_s00291-018-0518-2. Full description at Econpapers || Download paper | |
2018 | The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469. Full description at Econpapers || Download paper | |
2018 | A base-stock inventory model with service differentiation and response time guarantees. (2018). Gabor, Adriana F ; Axsater, Sven ; Yang, Guangyuan ; van Vianen, Lars A. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:3:p:900-908. Full description at Econpapers || Download paper | |
2018 | Balancing Expected and Worst-Case Utility in Contracting Models with Asymmetric Information and Pooling. (2018). van den Heuvel, Wilco ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Kerkkamp, R. B. O., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104261. Full description at Econpapers || Download paper | |
2018 | Is stock market volatility asymmetric? A multi-period analysis for five countries. (2018). Bentes, Sonia R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:258-265. Full description at Econpapers || Download paper | |
2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180047. Full description at Econpapers || Download paper | |
2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107294. Full description at Econpapers || Download paper | |
2018 | Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets. (2018). Toyoshima, Yuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:21-:d:143280. Full description at Econpapers || Download paper | |
2018 | Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1813. Full description at Econpapers || Download paper | |
2018 | Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market. (2018). Zhang, Zhaoyong ; Djajadikerta, Hadrian Geri. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3361-:d:170985. Full description at Econpapers || Download paper | |
2018 | DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94. Full description at Econpapers || Download paper | |
2018 | A scenario decomposition algorithm for strategic time window assignment vehicle routing problems. (2018). Subramanyam, Anirudh ; Gounaris, Chrysanthos E ; Wang, Akang. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:117:y:2018:i:pa:p:296-317. Full description at Econpapers || Download paper | |
2018 | The time window assignment vehicle routing problem with product dependent deliveries. (2018). Neves-Moreira, Fabio ; Almada-Lobo, Bernardo ; Amorim, Pedro ; Guimares, Luis ; da Silva, Diogo Pereira. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:116:y:2018:i:c:p:163-183. Full description at Econpapers || Download paper | |
2018 | Analyzing a Family of Formulations for Cyclic Crew Rostering. (2018). Huisman, Dennis ; Dollevoet, T. A. B., ; Breugem, T. In: Econometric Institute Research Papers. RePEc:ems:eureir:111555. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Mai, TeKe ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105880. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180028. Full description at Econpapers || Download paper | |
2018 | Pricing carbon emissions in China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1803. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1810. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1826. Full description at Econpapers || Download paper | |
2018 | Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557. Full description at Econpapers || Download paper | |
2018 | PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers || Download paper |
Year | Citing document | |
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2018 | Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Mai, TeKe ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105880. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105884. Full description at Econpapers || Download paper | |
2018 | Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, T-L., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111552. Full description at Econpapers || Download paper | |
2018 | Asymptotic Theory for Rotated Multivariate GARCH Models. (2018). Pauwels, Laurent ; McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111553. Full description at Econpapers || Download paper | |
2018 | Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556. Full description at Econpapers || Download paper | |
2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111616. Full description at Econpapers || Download paper | |
2018 | Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations. (2018). Huisman, Dennis ; Bouman, P C ; van Lieshout, R N. In: Econometric Institute Research Papers. RePEc:ems:eureir:112228. Full description at Econpapers || Download paper | |
2018 | Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360. Full description at Econpapers || Download paper | |
2018 | Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906. Full description at Econpapers || Download paper | |
2018 | Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554. Full description at Econpapers || Download paper | |
2018 | Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380. Full description at Econpapers || Download paper | |
2018 | Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees. (2018). Moslehpour, Massoud ; Wong, Wing-Keung ; Mou, Weiming ; Altantsetseg, Purevdulam. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:125-:d:193424. Full description at Econpapers || Download paper | |
2018 | Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180028. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180031. Full description at Econpapers || Download paper | |
2018 | Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180051. Full description at Econpapers || Download paper | |
2018 | Big data, computational science, economics, finance, marketing, management, and psychology: connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1805. Full description at Econpapers || Download paper | |
2018 | Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1809. Full description at Econpapers || Download paper | |
2018 | Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1810. Full description at Econpapers || Download paper | |
2018 | Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1811. Full description at Econpapers || Download paper | |
2018 | Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1824. Full description at Econpapers || Download paper | |
2018 | Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825. Full description at Econpapers || Download paper | |
2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1826. Full description at Econpapers || Download paper | |
2018 | Asymptotic Theory for Rotated Multivariate GARCH Models. (2018). McAleer, Michael ; Chang, Chia-Lin ; Pauwels, Laurent ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1827. Full description at Econpapers || Download paper |
Year | Citing document | |
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2017 | A Generalized Email Classification System for Workflow Analysis. (2017). McAleer, Michael ; Chang, Chia-Lin ; Prexawanprasut, T ; Chaipornkaew, P. In: Econometric Institute Research Papers. RePEc:ems:eureir:101762. Full description at Econpapers || Download paper | |
2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576. Full description at Econpapers || Download paper | |
2017 | The Effects of Real Exchange Rates and Income on International Tourism Demand for the USA from Some European Union Countries. (2017). Ongan, Serdar ; Ozdemir, Dilek ; Iik, Cem. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:51-:d:123300. Full description at Econpapers || Download paper | |
2017 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175. Full description at Econpapers || Download paper | |
2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | |
2017 | Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, Guangdong . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1789-:d:113954. Full description at Econpapers || Download paper | |
2017 | A Generalized Email Classification System for Workflow Analysis. (2017). McAleer, Michael ; Chang, Chia-Lin ; Prexawanprasut, Takorn ; Chaipornkaew, Piyanuch . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170066. Full description at Econpapers || Download paper | |
2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170105. Full description at Econpapers || Download paper | |
2017 | A Generalized Email Classification System for Workflow Analysis. (2017). McAleer, Michael ; Chang, Chia-Lin ; Prexawanprasut, Takorn ; Chaipornkaew, Piyanuch . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1721. Full description at Econpapers || Download paper | |
2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management. (2017). McAleer, Michael ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1722. Full description at Econpapers || Download paper | |
2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, Shelton. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1726. Full description at Econpapers || Download paper |
Year | Citing document | |
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2016 | Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93113. Full description at Econpapers || Download paper | |
2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93115. Full description at Econpapers || Download paper | |
2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Y. In: Econometric Institute Research Papers. RePEc:ems:eureir:93116. Full description at Econpapers || Download paper | |
2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:93117. Full description at Econpapers || Download paper | |
2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93118. Full description at Econpapers || Download paper | |
2016 | Making Markowitzs Portfolio Optimization Theory Practically Useful. (2016). Wong, Wing-Keung ; Bai, Zhi Dong ; Liu, Huixia . In: MPRA Paper. RePEc:pra:mprapa:74360. Full description at Econpapers || Download paper | |
2016 | Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160040. Full description at Econpapers || Download paper | |
2016 | Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160046. Full description at Econpapers || Download paper | |
2016 | Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160047. Full description at Econpapers || Download paper | |
2016 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160052. Full description at Econpapers || Download paper | |
2016 | Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160053. Full description at Econpapers || Download paper | |
2016 | Management science, economics and finance: A connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1607. Full description at Econpapers || Download paper | |
2016 | Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China. (2016). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1609. Full description at Econpapers || Download paper | |
2016 | Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1610. Full description at Econpapers || Download paper | |
2016 | Volatility spillovers for spot, futures, and ETF prices in energy and agriculture. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1611. Full description at Econpapers || Download paper | |
2016 | An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1612. Full description at Econpapers || Download paper | |
2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. (2016). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1704. Full description at Econpapers || Download paper |
Year | Citing document | |
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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, A K. 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 ; Perez-Amaral, Teodosio. 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 |