[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 | 5 | 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 | 28 | 0 | 6 | 10 | 0 | 0 | 0.09 | |||||
1996 | 0.2 | 0.21 | 0.16 | 0.15 | 29 | 57 | 54 | 9 | 9 | 20 | 4 | 27 | 4 | 7 | 77.8 | 5 | 0.17 | 0.12 |
1997 | 0.28 | 0.23 | 0.26 | 0.25 | 24 | 81 | 30 | 21 | 30 | 47 | 13 | 53 | 13 | 4 | 19 | 5 | 0.21 | 0.13 |
1998 | 0.26 | 0.24 | 0.18 | 0.21 | 31 | 112 | 88 | 20 | 50 | 53 | 14 | 77 | 16 | 4 | 20 | 1 | 0.03 | 0.15 |
1999 | 0.13 | 0.32 | 0.11 | 0.09 | 47 | 159 | 84 | 16 | 67 | 55 | 7 | 104 | 9 | 4 | 25 | 4 | 0.09 | 0.21 |
2000 | 0.17 | 0.44 | 0.11 | 0.11 | 28 | 187 | 102 | 20 | 87 | 78 | 13 | 149 | 16 | 0 | 3 | 0.11 | 0.2 | |
2001 | 0.05 | 0.4 | 0.08 | 0.08 | 36 | 223 | 46 | 16 | 105 | 75 | 4 | 159 | 12 | 2 | 12.5 | 2 | 0.06 | 0.22 |
2002 | 0.19 | 0.42 | 0.17 | 0.18 | 48 | 271 | 188 | 45 | 151 | 64 | 12 | 166 | 30 | 8 | 17.8 | 6 | 0.13 | 0.23 |
2003 | 0.18 | 0.42 | 0.15 | 0.17 | 53 | 324 | 127 | 48 | 200 | 84 | 15 | 190 | 32 | 6 | 12.5 | 3 | 0.06 | 0.24 |
2004 | 0.25 | 0.47 | 0.19 | 0.22 | 49 | 373 | 130 | 70 | 270 | 101 | 25 | 212 | 47 | 6 | 8.6 | 7 | 0.14 | 0.27 |
2005 | 0.27 | 0.49 | 0.2 | 0.27 | 55 | 428 | 108 | 87 | 357 | 102 | 28 | 214 | 57 | 7 | 8 | 6 | 0.11 | 0.29 |
2006 | 0.24 | 0.47 | 0.19 | 0.2 | 50 | 478 | 115 | 90 | 448 | 104 | 25 | 241 | 47 | 10 | 11.1 | 5 | 0.1 | 0.27 |
2007 | 0.2 | 0.39 | 0.14 | 0.2 | 54 | 532 | 87 | 72 | 520 | 105 | 21 | 255 | 50 | 14 | 19.4 | 4 | 0.07 | 0.22 |
2008 | 0.13 | 0.46 | 0.13 | 0.11 | 37 | 569 | 129 | 72 | 595 | 104 | 13 | 261 | 28 | 19 | 26.4 | 2 | 0.05 | 0.23 |
2009 | 0.29 | 0.43 | 0.16 | 0.19 | 46 | 615 | 217 | 97 | 693 | 91 | 26 | 245 | 47 | 12 | 12.4 | 6 | 0.13 | 0.22 |
2010 | 0.4 | 0.37 | 0.15 | 0.2 | 74 | 689 | 198 | 102 | 795 | 83 | 33 | 242 | 49 | 17 | 16.7 | 3 | 0.04 | 0.19 |
2011 | 0.2 | 0.46 | 0.12 | 0.14 | 45 | 734 | 70 | 87 | 883 | 120 | 24 | 261 | 37 | 14 | 16.1 | 6 | 0.13 | 0.25 |
2012 | 0.17 | 0.5 | 0.14 | 0.21 | 34 | 768 | 55 | 106 | 989 | 119 | 20 | 256 | 55 | 18 | 17 | 7 | 0.21 | 0.25 |
2013 | 0.33 | 0.5 | 0.2 | 0.33 | 32 | 800 | 108 | 160 | 1149 | 79 | 26 | 236 | 78 | 14 | 8.8 | 2 | 0.06 | 0.24 |
2014 | 0.41 | 0.53 | 0.2 | 0.34 | 31 | 831 | 86 | 165 | 1314 | 66 | 27 | 231 | 78 | 21 | 12.7 | 9 | 0.29 | 0.27 |
2015 | 0.41 | 0.53 | 0.2 | 0.25 | 38 | 869 | 85 | 177 | 1491 | 63 | 26 | 216 | 53 | 24 | 13.6 | 11 | 0.29 | 0.27 |
2016 | 0.43 | 0.54 | 0.18 | 0.28 | 47 | 916 | 86 | 169 | 1660 | 69 | 30 | 180 | 50 | 38 | 22.5 | 12 | 0.26 | 0.27 |
2017 | 0.27 | 0.54 | 0.16 | 0.25 | 31 | 947 | 65 | 153 | 1813 | 85 | 23 | 182 | 45 | 18 | 11.8 | 12 | 0.39 | 0.27 |
2018 | 0.64 | 0.53 | 0.23 | 0.37 | 52 | 999 | 52 | 230 | 2043 | 78 | 50 | 179 | 67 | 67 | 29.1 | 30 | 0.58 | 0.26 |
2019 | 0.39 | 0.55 | 0.17 | 0.23 | 38 | 1037 | 43 | 174 | 2217 | 83 | 32 | 199 | 46 | 9 | 5.2 | 11 | 0.29 | 0.32 |
2020 | 0.34 | 0.63 | 0.12 | 0.29 | 9 | 1046 | 0 | 128 | 2345 | 90 | 31 | 206 | 60 | 1 | 0.8 | 0 | 0.58 |
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 | 83 |
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 | 67 |
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 | 63 |
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 | 49 |
6 | 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 | 46 |
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 | 43 |
8 | 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 | 40 |
9 | 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 | 34 |
10 | 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 | 33 |
11 | 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 | 31 |
12 | 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 | 27 |
13 | 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 | 27 |
14 | 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 | 25 |
15 | 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 | 24 |
16 | 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 | 24 |
17 | 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 | 23 |
18 | 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 | 22 |
19 | 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 | |
20 | 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 |
21 | 2000 | Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; TerÃÆäsvirta, 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 | 20 |
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 | 20 | |
23 | 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 |
24 | 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 |
25 | 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 | 19 |
26 | 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 | 19 |
27 | 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 |
28 | 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 | 18 |
29 | 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 | 18 |
30 | 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614. Full description at Econpapers || Download paper | 17 |
31 | 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 | 17 |
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 | 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 | 17 |
34 | 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 | 16 |
35 | 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 | 16 |
36 | 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 | |
37 | 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 | 15 |
38 | 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 | 15 |
39 | 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 |
40 | 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 | 14 |
41 | 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 | 14 |
42 | 2002 | How to organise return handling; an exploratory study with nine retailer warehouses. (2002). de Brito, Marisa ; de Koster, M. B. M., ; van de Vendel, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:576. Full description at Econpapers || Download paper | 14 |
43 | 2010 | Solving Large Scale Crew Scheduling Problems in Practice. (2010). Saldanha, Ricardo ; Huisman, Dennis ; Abbink, E. J. W., ; Albino, L. ; Roussado, J. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:21711. Full description at Econpapers || Download paper | 13 |
44 | 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 | 13 |
45 | 2000 | Optimal portfolio choice under loss aversion. (2000). Kouwenberg, Roy ; Berkelaar, A. B. ; Kouwenberg, R. R. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1641. Full description at Econpapers || Download paper | 13 |
46 | 2004 | Rank reduction of correlation matrices by majorization. (2004). Pietersz, Raoul ; Groenen, Patrick ; Groenen, P. J. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1202. Full description at Econpapers || Download paper | 13 |
47 | 1995 | Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, Marius. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351. Full description at Econpapers || Download paper | 13 |
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 | 12 |
49 | 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 | 12 |
50 | 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 | 12 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 20 |
2 | 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 | 18 |
3 | 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614. Full description at Econpapers || Download paper | 17 |
4 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers || Download paper | 13 |
5 | 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 | 12 |
6 | 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 | 11 |
7 | 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 | 10 |
8 | 2016 | Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; van Riessen, B ; Negenborn, R R. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973. Full description at Econpapers || Download paper | 10 |
9 | 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 |
10 | 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 | 9 |
11 | 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 | 9 |
12 | 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 | 9 |
13 | 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 | 8 |
14 | 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19363. Full description at Econpapers || Download paper | 7 |
15 | 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 | 6 |
16 | 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 |
17 | 2019 | CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609. Full description at Econpapers || Download paper | 6 |
18 | 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 | 6 |
19 | 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 | 5 |
20 | 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 | 5 |
21 | 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 | 5 |
22 | 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 | 5 |
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 | 4 |
24 | 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 | 4 |
25 | 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 | 4 |
26 | 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 | 4 |
27 | 2018 | Pricing Carbon Emissions in China. (2018). McAleer, Michael ; Mai, TeKe ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104257. Full description at Econpapers || Download paper | 4 |
28 | 1998 | Forecasting volatility with switching persistence GARCH models. (1998). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Neele, J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1553. Full description at Econpapers || Download paper | 4 |
29 | 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 | 3 |
30 | 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael ; Bui, N H. In: Econometric Institute Research Papers. RePEc:ems:eureir:115606. Full description at Econpapers || Download paper | 3 |
31 | 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 | 3 |
32 | 2002 | Reverse logistics - a framework. (2002). de Brito, Marisa ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:543. Full description at Econpapers || Download paper | 3 |
33 | 2017 | Efficient Move Evaluations for Time-Dependent Vehicle Routing Problems. (2017). Spliet, R ; Visser, T R. In: Econometric Institute Research Papers. RePEc:ems:eureir:100852. Full description at Econpapers || Download paper | 3 |
34 | 2014 | Designing multi-period supply contracts in a two-echelon supply chain with asymmetric information. (2014). van den Heuvel, Wilco ; Mobini, Z. In: Econometric Institute Research Papers. RePEc:ems:eureir:79290. Full description at Econpapers || Download paper | 3 |
35 | 2013 | Herding, Information Cascades and Volatility Spillovers in Futures Markets. (2013). McAleer, Michael ; Radalj, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40778. Full description at Econpapers || Download paper | 3 |
36 | 2016 | The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect. (2016). Dekker, Rommert ; Duijzer, E ; Wallinga, J ; van Jaarsveld, W L. In: Econometric Institute Research Papers. RePEc:ems:eureir:79912. Full description at Econpapers || Download paper | 3 |
37 | 2004 | Fractional Programming. (2004). Frenk, J. B. G., ; Schaible, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1610. Full description at Econpapers || Download paper | 3 |
38 | 2007 | Predictive gains from forecast combinations using time-varying model weights. (2007). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Verbeek, M. J. C. M., . In: Econometric Institute Research Papers. RePEc:ems:eureir:10451. Full description at Econpapers || Download paper | 3 |
39 | 2002 | How to organise return handling; an exploratory study with nine retailer warehouses. (2002). de Brito, Marisa ; de Koster, M. B. M., ; van de Vendel, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:576. Full description at Econpapers || Download paper | 3 |
40 | 2009 | A Bayesian approach to two-mode clustering. (2009). Paap, Richard ; van Dijk, A. ; van Rosmalen, J. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:15112. Full description at Econpapers || Download paper | 2 |
41 | 2006 | Fuzzy clustering with Minkowski distance. (2006). Kaymak, Uzay ; Groenen, Patrick ; Groenen, P. J. F., ; van Rosmalen, J. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:7873. Full description at Econpapers || Download paper | 2 |
42 | 1998 | An overview of inventory systems with several demand classes. (1998). Dekker, Rommert ; Kleijn, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1534. Full description at Econpapers || Download paper | 2 |
43 | 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:18043. Full description at Econpapers || Download paper | 2 |
44 | 2019 | An Adjustable Robust Optimization Approach for Periodic Timetabling. (2019). Maroti, G ; Dollevoet, T. A. B., ; Breugem, T ; Polinder, G.-J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:113303. Full description at Econpapers || Download paper | 2 |
45 | 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 | 2 |
46 | 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 | 2 |
47 | 1997 | On the extensions of the Frank-Worfe theorem. (1997). Luo, Z-Q., ; Zhang, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1400. Full description at Econpapers || Download paper | 2 |
48 | 2004 | On the econometrics of the Koyck model. (2004). Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Oest, R. D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1190. Full description at Econpapers || Download paper | 2 |
49 | 2017 | Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management. (2017). McAleer, Michael ; Tan, A C. In: Econometric Institute Research Papers. RePEc:ems:eureir:101765. Full description at Econpapers || Download paper | 2 |
50 | 1993 | Two-dimensional rectangle packing: on-line methods and results. (1993). Frenk, J. B. G., ; Labbe, M. ; Csirik, J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:11700. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2020 | Integration of renewable energy sources and electric vehicles in V2G network with adjustable robust optimization. (2020). Lee, Kwang Y ; Zhang, Penghui ; Li, Shaopeng ; Shi, Ruifeng. In: Renewable Energy. RePEc:eee:renene:v:153:y:2020:i:c:p:1067-1080. Full description at Econpapers || Download paper | |
2020 | Estimation of Transport Potential in Regional Rail Passenger Transport by Using the Innovative Mathematical-Statistical Gravity Approach. (2020). Blaho, Peter ; Cechovic, Lukas ; Dedik, Milan ; Gasparik, Jozef. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3821-:d:355143. Full description at Econpapers || Download paper | |
2020 | Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188. Full description at Econpapers || Download paper | |
2020 | Time-Varying Spillovers between Currency and Stock Markets in the USA: Historical Evidence From More than Two Centuries. (2020). Hkiri, Besma ; Gupta, Rangan ; Coronado, Semei ; Rojas, Omar. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:4:p:44-76. Full description at Econpapers || Download paper | |
2020 | Volatility spillovers for energy prices: A diagonal BEKK approach. (2020). Faghihian, Fatemeh ; Ghoddusi, Hamed ; Zolfaghari, Mehdi. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303054. Full description at Econpapers || Download paper | |
2020 | Review on Efficiency and Anomalies in Stock Markets. (2020). McAleer, Michael ; Woo, Kai-Yin ; Wong, Wing-Keung ; Mai, Chulin. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:20-:d:331591. Full description at Econpapers || Download paper | |
2020 | Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. Full description at Econpapers || Download paper | |
2020 | The Sustainability of Energy Substitution in the Chinese Electric Power Sector. (2020). Wong, Wing-Keung ; Wu, Yang-Che ; Xia, Yue ; Li, Ying. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:13:p:5463-:d:381287. Full description at Econpapers || Download paper | |
2020 | A Dynamic Credit Index System for TSMEs in China Using the Delphi and Analytic Hierarchy Process (AHP) Methods. (2020). Jia, Zhuoqiang ; Yu, AO ; Herrera, Francisco ; Deng, KE ; Zhang, Weike. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1715-:d:324916. Full description at Econpapers || Download paper | |
2020 | Sustainable Development of Entrepreneurial Orientation through Social Drivers. (2020). Munkhdelger, Tsevegjav ; Dadvari, Alaleh ; Altantsetseg, Purevdulam ; Moslehpour, Massoud ; Lkhagvasuren, Gerelt-Od. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8816-:d:433780. Full description at Econpapers || Download paper | |
2020 | Social Risks of International Labour Migration in the Context of Global Challenges. (2020). Honchar, Liudmyla ; Oliinyk, Halyna ; Denysiuk, Iryna ; Liakisheva, Anna ; Kuzior, Aleksandra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:197-:d:408248. Full description at Econpapers || Download paper | |
2020 | The Balanced Energy Mix for Achieving Environmental and Economic Goals in the Long Run. (2020). Vo, Duc ; To, Anh Hoang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3850-:d:390761. Full description at Econpapers || Download paper | |
2020 | Contemporary Issues in Business and Economics in Vietnam and Other Asian Emerging Markets. (2020). Vo, Duc ; Chang, Chia-Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:109-:d:365273. Full description at Econpapers || Download paper | |
2020 | Impact of Energy Consumption on Industrial Growth in a Transition Economy: Evidence from Nigeria. (2020). Isik, Abdurrahman ; Kassim, Fatima. In: MPRA Paper. RePEc:pra:mprapa:101757. Full description at Econpapers || Download paper | |
2020 | The link between energy consumption and economic growth: Evidence from transition economies (1985-2017). (2020). Isik, Abdurrahman ; Kassim, Fatima. In: MPRA Paper. RePEc:pra:mprapa:101601. Full description at Econpapers || Download paper | |
2020 | Changes in Energy Supplies in the Countries of the Visegrad Group. (2020). Perkowska, Aleksandra ; Rokicki, Tomasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:7916-:d:418810. Full description at Econpapers || Download paper | |
2020 | A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004. Full description at Econpapers || Download paper | |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper | |
2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010. Full description at Econpapers || Download paper | |
2020 | The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043. Full description at Econpapers || Download paper | |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper | |
2020 | Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper | |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper | |
2020 | The role of renewable energy, alternative and nuclear energy in mitigating carbon emissions in the CPTPP countries. (2020). Vo, Duc ; Nguyen, Minh ; Ho, Chi Minh. In: Renewable Energy. RePEc:eee:renene:v:161:y:2020:i:c:p:278-292. Full description at Econpapers || Download paper | |
2020 | Euro-Benchmarkreform - Neue Referenzzinssätze in der Eurozone. (2020). Schafer, Niklas ; Heidorn, Thomas. In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:228. Full description at Econpapers || Download paper | |
2020 | A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines. (2020). Huisman, Dennis ; van den Akker, M ; Bouman, P C ; van Lieshout, R N. In: Econometric Institute Research Papers. RePEc:ems:eureir:129315. Full description at Econpapers || Download paper | |
2020 | Deep Recurrent Convolutional Neural Network for Bankruptcy Prediction: A Case of the Restaurant Industry. (2020). Alaminos, David ; Becerra-Vicario, Rafael ; Fernandez-Gamez, Manuel A ; Aranda, Eva. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5180-:d:376089. Full description at Econpapers || Download paper | |
2020 | Granger Causality Network Methods for Analyzing Cross-Border Electricity Trading between Greece, Italy, and Bulgaria. (2020). Dikaiakos, Christos ; Evangelidis, George ; Papaioannou, George P ; Georgakis, Fotios ; Kaskouras, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:900-:d:321852. Full description at Econpapers || Download paper |
Year | Citing document | |
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2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147. Full description at Econpapers || Download paper | |
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 | |
2019 | Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091. Full description at Econpapers || Download paper | |
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: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231. Full description at Econpapers || Download paper | |
2019 | Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948. Full description at Econpapers || Download paper | |
2019 | Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951. Full description at Econpapers || Download paper | |
2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972. 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 |
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 |