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

Citation Profile [Updated: 2024-11-03 20:16:59]

5 Years H Index

Impact Factor (IF)

5 Years IF

0.16

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
1990	0	0.17	0	0	1	1	0		0	0		4			0		0	0.1
1991	0	0.15	0	0	3	4	5		0	1		5			0		0	0.1
1993	0	0.17	0	0	4	8	5		0	3		4			0		0	0.1
1994	0	0.17	0	0	2	10	4		0	4		8			0		0	0.08
1995	0	0.22	0	0	18	28	34		0	6		10			0		0	0.13
1996	0.3	0.25	0.21	0.22	29	57	57	12	12	20	6	27	6	10	83.3	6	0.21	0.14
1997	0.28	0.27	0.27	0.26	24	81	44	22	34	47	13	53	14	7	31.8	6	0.25	0.15
1998	0.28	0.32	0.23	0.25	31	112	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	159	118	22	83	55	10	104	13	8	36.4	6	0.13	0.26
2000	0.21	0.54	0.15	0.13	28	187	137	28	111	78	16	149	20	3	10.7	4	0.14	0.25
2001	0.11	0.49	0.13	0.11	36	223	75	27	141	75	8	159	17	5	18.5	7	0.19	0.28
2002	0.41	0.54	0.27	0.27	48	271	243	71	213	64	26	166	44	21	29.6	12	0.25	0.31
2003	0.27	0.53	0.21	0.22	53	324	175	66	280	84	23	190	42	15	22.7	8	0.15	0.3
2004	0.31	0.6	0.25	0.28	49	373	168	95	375	101	31	212	59	17	17.9	14	0.29	0.36
2005	0.37	0.6	0.26	0.34	55	428	141	113	488	102	38	214	72	14	12.4	9	0.16	0.36
2006	0.3	0.59	0.25	0.26	50	478	130	117	606	104	31	241	63	13	11.1	8	0.16	0.34
2007	0.23	0.52	0.17	0.22	54	532	113	93	699	105	24	255	57	18	19.4	7	0.13	0.29
2008	0.17	0.59	0.19	0.16	37	569	156	103	805	104	18	261	41	25	24.3	6	0.16	0.29
2009	0.46	0.58	0.23	0.27	46	615	251	141	948	91	42	245	65	16	11.3	11	0.24	0.33
2010	0.48	0.52	0.22	0.26	74	689	310	151	1099	83	40	242	62	34	22.5	24	0.32	0.3
2011	0.27	0.62	0.16	0.18	45	734	105	117	1217	120	32	261	48	24	20.5	20	0.44	0.37
2012	0.29	0.68	0.19	0.27	34	768	88	144	1361	119	34	256	70	20	13.9	10	0.29	0.36
2013	0.46	0.66	0.27	0.43	32	800	166	217	1578	79	36	236	101	22	10.1	11	0.34	0.35
2014	0.64	0.67	0.27	0.44	32	832	108	224	1802	66	42	231	102	30	13.4	14	0.44	0.34
2015	0.5	0.65	0.25	0.31	38	870	102	218	2020	64	32	217	67	29	13.3	12	0.32	0.36
2016	0.51	0.64	0.23	0.35	47	917	115	208	2228	70	36	181	63	49	23.6	21	0.45	0.34
2017	0.35	0.62	0.21	0.32	31	948	92	202	2430	85	30	183	58	28	13.9	16	0.52	0.35
2018	0.68	0.61	0.28	0.41	52	1000	101	284	2714	78	53	180	73	73	25.7	42	0.81	0.34
2019	0.46	0.62	0.23	0.27	38	1038	107	239	2953	83	38	200	54	14	5.9	18	0.47	0.36
2020	0.54	0.7	0.17	0.37	10	1048	2	179	3132	90	49	206	77	6	3.4	1	0.1	0.74
2021	0.52	0.95	0.16	0.32	5	1053	0	168	3300	48	25	178	57	1	0.6		0	0.39
2022	0	0.69	0.11	0.3	1	1054	0	113	3413	15		136	41		0		0	0.22

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

#	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	85
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	81
3	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	74
4	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	72
5	2013	Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599. Full description at Econpapers \|\| Download paper	66
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	56
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	50
8	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	49
9	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	48
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	44
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	38
12	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	37
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	35
14	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	35
15	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	34
16	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	33
17	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	33
18	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	33
19	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	30
20	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	29
21	2010	Do 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. Full description at Econpapers \|\| Download paper	27
22	2012	Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers \|\| Download paper	26
23	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	26
24	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	26
25	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	25
26	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
27	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	23
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	22
29	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
30	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	21
31		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
32		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
33	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	21
34		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	20
35	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	20
36	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	20
37	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	20
38	2000	Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; TerÃÆÃÂ¤svirta, Timo ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; TERaSVIRTA, T.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1656. Full description at Econpapers \|\| Download paper	20
39	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	20
40	1999	Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619. Full description at Econpapers \|\| Download paper	20
41	2000	Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657. Full description at Econpapers \|\| Download paper	19
42	2008	Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055. Full description at Econpapers \|\| Download paper	19
43	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	19
44	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	19
45	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
46	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	18
47	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	18
48	2009	Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16709. Full description at Econpapers \|\| Download paper	18
49	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	18
50	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	17

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

#	Year	Title	Cited
1	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	16
2	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	13
3	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	9
4	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	9
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	8
6	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	6
7	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
8	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	5
9	2013	Service 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. Full description at Econpapers \|\| Download paper	4
10	2018	Financial 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. Full description at Econpapers \|\| Download paper	4
11	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	4
12	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	4
13	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
14	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	4
15	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	4
16	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	3
17	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
18	2016	How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913. Full description at Econpapers \|\| Download paper	3
19	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	3
20	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	3
21	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	2
22	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	2
23	2019	Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets. (2019). Franses, Philip Hans ; van Dieijen, M ; Tellis, G J ; Borah, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:129317. Full description at Econpapers \|\| Download paper	2
24	1999	Censored 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. Full description at Econpapers \|\| Download paper	2
25	2017	Recent 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. Full description at Econpapers \|\| Download paper	2
26	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	2
27	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	2
28	2018	Fake News and Indifference to Scientific Fact. (2018). Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:107293. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

Recent citations received in 2020

Year	Citing document
2020	The 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Sustainability / MDPI	66	74
2	JRFM / MDPI	23	43
3	Advances in Decision Sciences / Asia University, Taiwan	6	34
4	Energies / MDPI	54	33
5	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	25	21
6	MPRA Paper / University Library of Munich, Germany	129	20
7	Working Papers / University of Pretoria, Department of Economics	27	18
8	Energy Economics / Elsevier	162	18
9	European Journal of Operational Research / Elsevier	132	18
10	Journal of Econometrics / Elsevier	230	16
11	Papers / arXiv.org	90	16