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

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
24
Impact Factor (IF)
0
5 Years IF
0.31
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1982 0 1 1 0 0
1983 0 1 2 0 0
1986 0 2 4 0 0
1987 0 2 6 0 0
1990 0 0.17 0 0 1 7 0 0 0 4 0 0 0.09
1991 0 0.14 0 0 3 10 5 0 1 5 0 0 0.1
1993 0 0.17 0 0 4 14 5 0 3 4 0 0 0.1
1994 0 0.17 0 0 2 16 4 0 4 8 0 0 0.08
1995 0 0.22 0 0 18 34 34 0 6 10 0 0 0.13
1996 0.3 0.25 0.19 0.22 29 63 57 12 12 20 6 27 6 10 83.3 6 0.21 0.14
1997 0.28 0.28 0.25 0.26 24 87 44 22 34 47 13 53 14 7 31.8 6 0.25 0.15
1998 0.28 0.31 0.22 0.25 31 118 109 26 60 53 15 77 19 7 26.9 3 0.1 0.18
1999 0.18 0.39 0.14 0.13 47 165 118 22 83 55 10 104 13 8 36.4 6 0.13 0.25
2000 0.21 0.54 0.15 0.13 28 193 137 28 111 78 16 149 20 3 10.7 4 0.14 0.24
2001 0.11 0.49 0.13 0.11 36 229 75 27 141 75 8 159 17 5 18.5 7 0.19 0.27
2002 0.41 0.54 0.26 0.27 48 277 240 72 214 64 26 166 45 21 29.2 12 0.25 0.31
2003 0.27 0.53 0.2 0.22 53 330 175 66 281 84 23 190 42 15 22.7 8 0.15 0.3
2004 0.31 0.6 0.25 0.28 49 379 168 95 376 101 31 212 59 17 17.9 14 0.29 0.36
2005 0.37 0.6 0.26 0.34 55 434 141 114 490 102 38 214 72 14 12.3 9 0.16 0.36
2006 0.3 0.59 0.25 0.27 50 484 129 118 609 104 31 241 64 13 11 8 0.16 0.34
2007 0.23 0.52 0.17 0.22 54 538 113 93 702 105 24 255 57 18 19.4 7 0.13 0.29
2008 0.17 0.59 0.19 0.16 37 575 153 104 809 104 18 261 41 25 24 6 0.16 0.29
2009 0.43 0.58 0.23 0.25 46 621 250 139 950 91 39 245 62 16 11.5 11 0.24 0.33
2010 0.48 0.52 0.22 0.26 74 695 303 151 1101 83 40 242 62 34 22.5 24 0.32 0.3
2011 0.25 0.61 0.15 0.18 45 740 97 110 1212 120 30 261 46 24 21.8 15 0.33 0.37
2012 0.29 0.68 0.19 0.27 34 774 84 144 1356 119 34 256 70 20 13.9 9 0.26 0.36
2013 0.43 0.67 0.27 0.42 32 806 149 214 1570 79 34 236 99 22 10.3 11 0.34 0.35
2014 0.56 0.67 0.26 0.42 31 837 108 216 1786 66 37 231 96 30 13.9 14 0.45 0.34
2015 0.46 0.66 0.24 0.29 38 875 102 214 2000 63 29 216 63 29 13.6 12 0.32 0.36
2016 0.52 0.65 0.22 0.33 47 922 112 204 2204 69 36 180 60 49 24 21 0.45 0.35
2017 0.35 0.62 0.21 0.31 31 953 93 202 2406 85 30 182 57 28 13.9 16 0.52 0.35
2018 0.68 0.62 0.28 0.4 52 1005 99 283 2689 78 53 179 71 73 25.8 42 0.81 0.35
2019 0.46 0.63 0.23 0.27 38 1043 99 239 2928 83 38 199 54 14 5.9 18 0.47 0.37
2020 0.54 0.72 0.17 0.38 9 1052 2 180 3108 90 49 206 78 6 3.3 1 0.11 0.78
2021 0.53 0.99 0.16 0.32 5 1057 0 169 3277 47 25 177 57 1 0.6 0 0.41
2022 0 0.78 0.11 0.31 1 1058 0 114 3391 14 135 42 0 0 0.25
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
50 most cited documents in this series
#YearTitleCited
12002Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561.

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81
22013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377.

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75
32014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742.

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74
42010Market 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.

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72
52013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599.

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66
62005Operations 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.

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56
72009Precious 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.

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50
81998Does 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.

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49
92008Shock 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.

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49
102006Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975.

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43
112004Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829.

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38
122003Selecting 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.

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36
132009Identifying 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.

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35
142015Volatility 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.

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35
152002Changes 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.

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33
162009Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523.

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33
172003A 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.

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30
182019The 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.

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30
192013Coercive 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.

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27
202011How 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.

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26
212010What 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.

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26
222010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:18252.

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25
232019CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609.

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25
242010Analyzing 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.

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24
252017The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416.

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23
262009Modelling 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.

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23
272007Disruption 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.

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23
282012Robust 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.

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22
292016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923.

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22
30Delay 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.

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21
31The 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.

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21
322017Volatility 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.

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21
332003Forecasting 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.

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20
341999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619.

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20
35Testing 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.

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20
362011Risk 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.

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20
372003Multiple-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.

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20
382012Modelling 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.

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20
392000Smooth 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.

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20
402008Bayesian 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.

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19
412016Real-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.

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19
422019What 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.

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19
432008Column 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.

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19
442000Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657.

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19
452009Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16709.

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18
462015Informatics, 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.

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18
471999On 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.

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18
482000Asymmetric 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.

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18
492010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940.

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17
501995Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, Marius. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351.

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17
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019CO2 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

19
22019The 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.

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16
32013Ten 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

16
42014A 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

10
52016Real-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.

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10
62005Operations 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.

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10
72006Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975.

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7
82013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599.

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7
92010Market 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.

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7
102019Energy 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.

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7
112017Realized 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.

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7
122019What 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.

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7
132018Financial 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.

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6
142010Analyzing 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.

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6
152018Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056.

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6
162010IV 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.

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5
172017Volatility 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.

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5
182019What 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.

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5
192017The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416.

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5
202009Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523.

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5
211998Forecasting 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.

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4
222002Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561.

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4
232018Big 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.

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4
242013Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport. (2013). Dekker, Rommert ; van Riessen, B. ; Negenborn, R. R. ; Lodewijks, G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40343.

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4
252018Predictive power of inspection outcomes for future shipping accidents. (2018). Knapp, S ; Heij, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:105080.

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4
262018Big 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.

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4
272018Long 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.

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3
281999Censored regression analysis in large samples with many zero observations. (1999). Franses, Philip Hans ; Cramer, Jan ; Slagter, E. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1608.

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3
291999Cointegration in a periodic vector autoregression. (1999). Kleibergen, Frank ; Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1561.

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3
302016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913.

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3
312002Changes 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.

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322016Realized 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.

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3
332004Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829.

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342012Modelling 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.

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352018Connecting 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.

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362017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

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372010Solving 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.

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2
382018Pricing Carbon Emissions in China. (2018). McAleer, Michael ; Mai, TeKe ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104257.

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392018Fake News and Indifference to Scientific Fact. (2018). Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:107293.

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402019An 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:114964.

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2
412014The Roadside Healthcare Facility Location Problem. (2014). de Vries, H. ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Klundert, J. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51315.

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422019An 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.

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2
432018Management 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.

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441997Duality Results for Conic Convex Programming. (1997). Sturm, J. F. ; Zhang, S. ; Luo, Z-Q., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1412.

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452014Designing 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.

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462017Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100164.

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472000Using a bootstrap method to choose the sample fraction in tail index estimation. (2000). de Vries, Casper ; Danielsson, Jon ; Peng, L. ; de Haan, L. F. M., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1652.

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482002How 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.

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492010Conditional 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.

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502013Herding, Information Cascades and Volatility Spillovers in Futures Markets. (2013). McAleer, Michael ; Radalj, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40778.

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Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2020
YearCiting document
2020The path programming problem and a partial path relaxation. (2020). Spliet, R ; Pecin, D ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:127709.

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Recent citations received in 2019
YearCiting document
2019The 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.

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2019What 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.

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2019What 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.

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2019Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357.

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2019Integrated Periodic Timetabling and Vehicle Circulation Scheduling. (2019). van Lieshout, R N. In: Econometric Institute Research Papers. RePEc:ems:eureir:118655.

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2019Modeling 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.

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2019What 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: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223.

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2019What 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: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231.

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2019.

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2019Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948.

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2019Forecasting 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.

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2019Risk 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.

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