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| 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 | 0.09 | |||||
| 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 | 0.16 | 0 | 0 | 2 | 10 | 6 | 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 | 45 | 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 | 107 | 26 | 60 | 53 | 15 | 77 | 19 | 7 | 26.9 | 3 | 0.1 | 0.18 |
| 1999 | 0.18 | 0.41 | 0.14 | 0.13 | 47 | 159 | 119 | 22 | 83 | 55 | 10 | 104 | 13 | 8 | 36.4 | 6 | 0.13 | 0.26 |
| 2000 | 0.21 | 0.56 | 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 | 0.27 |
| 2002 | 0.41 | 0.55 | 0.27 | 0.27 | 48 | 271 | 242 | 72 | 214 | 64 | 26 | 166 | 45 | 21 | 29.2 | 12 | 0.25 | 0.31 |
| 2003 | 0.27 | 0.53 | 0.21 | 0.22 | 53 | 324 | 178 | 66 | 281 | 84 | 23 | 190 | 42 | 15 | 22.7 | 8 | 0.15 | 0.3 |
| 2004 | 0.31 | 0.6 | 0.25 | 0.28 | 49 | 373 | 171 | 95 | 376 | 101 | 31 | 212 | 59 | 17 | 17.9 | 14 | 0.29 | 0.36 |
| 2005 | 0.37 | 0.61 | 0.26 | 0.34 | 55 | 428 | 144 | 113 | 489 | 102 | 38 | 214 | 72 | 14 | 12.4 | 9 | 0.16 | 0.36 |
| 2006 | 0.3 | 0.58 | 0.25 | 0.26 | 50 | 478 | 133 | 118 | 608 | 104 | 31 | 241 | 63 | 13 | 11 | 8 | 0.16 | 0.34 |
| 2007 | 0.23 | 0.52 | 0.17 | 0.22 | 54 | 532 | 114 | 93 | 701 | 105 | 24 | 255 | 57 | 18 | 19.4 | 7 | 0.13 | 0.29 |
| 2008 | 0.17 | 0.58 | 0.19 | 0.16 | 37 | 569 | 156 | 104 | 808 | 104 | 18 | 261 | 41 | 25 | 24 | 6 | 0.16 | 0.29 |
| 2009 | 0.46 | 0.59 | 0.23 | 0.27 | 46 | 615 | 253 | 141 | 951 | 91 | 42 | 245 | 65 | 16 | 11.3 | 11 | 0.24 | 0.33 |
| 2010 | 0.48 | 0.52 | 0.22 | 0.26 | 74 | 689 | 312 | 151 | 1102 | 83 | 40 | 242 | 62 | 34 | 22.5 | 24 | 0.32 | 0.3 |
| 2011 | 0.27 | 0.61 | 0.16 | 0.18 | 45 | 734 | 104 | 117 | 1220 | 120 | 32 | 261 | 48 | 24 | 20.5 | 20 | 0.44 | 0.36 |
| 2012 | 0.29 | 0.67 | 0.19 | 0.28 | 34 | 768 | 89 | 149 | 1369 | 119 | 35 | 256 | 72 | 20 | 13.4 | 11 | 0.32 | 0.36 |
| 2013 | 0.46 | 0.64 | 0.27 | 0.43 | 32 | 800 | 168 | 217 | 1586 | 79 | 36 | 236 | 102 | 22 | 10.1 | 11 | 0.34 | 0.34 |
| 2014 | 0.65 | 0.67 | 0.27 | 0.45 | 32 | 832 | 109 | 226 | 1812 | 66 | 43 | 231 | 104 | 30 | 13.3 | 14 | 0.44 | 0.34 |
| 2015 | 0.5 | 0.65 | 0.25 | 0.31 | 38 | 870 | 102 | 220 | 2032 | 64 | 32 | 217 | 67 | 29 | 13.2 | 12 | 0.32 | 0.36 |
| 2016 | 0.51 | 0.63 | 0.23 | 0.35 | 47 | 917 | 122 | 208 | 2240 | 70 | 36 | 181 | 63 | 49 | 23.6 | 21 | 0.45 | 0.34 |
| 2017 | 0.35 | 0.61 | 0.21 | 0.32 | 31 | 948 | 95 | 203 | 2443 | 85 | 30 | 183 | 58 | 28 | 13.8 | 16 | 0.52 | 0.33 |
| 2018 | 0.69 | 0.6 | 0.28 | 0.41 | 52 | 1000 | 107 | 282 | 2725 | 78 | 54 | 180 | 74 | 73 | 25.9 | 42 | 0.81 | 0.34 |
| 2019 | 0.46 | 0.6 | 0.23 | 0.27 | 38 | 1038 | 116 | 238 | 2963 | 83 | 38 | 200 | 54 | 14 | 5.9 | 18 | 0.47 | 0.35 |
| 2020 | 0.54 | 0.68 | 0.17 | 0.37 | 10 | 1048 | 3 | 180 | 3143 | 90 | 49 | 206 | 77 | 6 | 3.3 | 1 | 0.1 | 0.72 |
| 2021 | 0.52 | 0.91 | 0.16 | 0.32 | 5 | 1053 | 0 | 168 | 3311 | 48 | 25 | 178 | 57 | 1 | 0.6 | 0 | 0.37 | |
| 2022 | 0 | 0.66 | 0.11 | 0.31 | 1 | 1054 | 0 | 114 | 3425 | 15 | 136 | 42 | 0 | 0 | 0.21 |
| 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers || Download paper | 86 |
| 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 | 80 |
| 3 | 2014 | A One Line Derivation of EGARCH. (2014). 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 ; Lean, Hooi Hooi ; McAleer, M. J.. 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). Caporin, Massimiliano ; McAleer, M. J.. 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 | 57 |
| 7 | 2009 | Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; Hammoudeh, Shawkat ; McAleer, M. J. ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308. Full description at Econpapers || Download paper | 50 |
| 8 | 2008 | Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). yuan, yun ; Hammoudeh, Shawkat ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780. Full description at Econpapers || Download paper | 48 |
| 9 | 1998 | Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; van Dijk, D. J. C., ; Berben, R-P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555. Full description at Econpapers || Download paper | 47 |
| 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 | 45 |
| 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 | 39 |
| 12 | 2003 | Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703. Full description at Econpapers || Download paper | 38 |
| 13 | 2009 | Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, M. J. ; 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). 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). 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 | 34 |
| 17 | 2013 | Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; 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 ; Sensier, Marianne ; Osborn, Denise ; van Dijk, D. J. C., . 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 ; Chang, Chun-Ping ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329. Full description at Econpapers || Download paper | 31 |
| 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). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18252. Full description at Econpapers || Download paper | 27 |
| 22 | 2019 | CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609. Full description at Econpapers || Download paper | 27 |
| 23 | 2012 | Robust Ranking of Journal Quality: An Application to Economics. (2012). Maasoumi, Esfandiar ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136. Full description at Econpapers || Download paper | 26 |
| 24 | 2011 | How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236. Full description at Econpapers || Download paper | 25 |
| 25 | 2010 | What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158. Full description at Econpapers || Download paper | 25 |
| 26 | 2016 | Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; Negenborn, R R ; van Riessen, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973. Full description at Econpapers || Download paper | 25 |
| 27 | 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 |
| 28 | 2009 | Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105. Full description at Econpapers || Download paper | 23 |
| 29 | 2016 | Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). Chang, Chia-Lin ; McAleer, M J. 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). Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331. Full description at Econpapers || Download paper | 22 |
| 31 | 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615. Full description at Econpapers || Download paper | 22 |
| 32 | 2017 | The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). Chang, Chia-Lin ; McAleer, M J. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416. Full description at Econpapers || Download paper | 22 |
| 33 | Delay Management with Re-Routing of Passengers. (2010). Huisman, Dennis ; Schmidt, M. ; Dollevoet, T. A. B., ; Schobel, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:19445. Full description at Econpapers || Download paper | 21 | |
| 34 | The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Ybema, R. ; FISCHETTI, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Abbink, E. J. W., ; Steenbeek, A. ; Schrijver, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767. Full description at Econpapers || Download paper | 21 | |
| 35 | 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 | 21 |
| 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 | 21 | |
| 37 | 2003 | Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684. Full description at Econpapers || Download paper | 20 |
| 38 | 2000 | Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; van Dijk, D. J. C., ; TERaSVIRTA, T. ; Franses, Ph. H. B. F., . 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 | 2011 | Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, T. ; McAleer, M. J. ; Jimenez-Martin, J-A., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807. Full description at Econpapers || Download paper | 20 |
| 41 | 2012 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32528. Full description at Econpapers || Download paper | 20 |
| 42 | 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). . In: Econometric Institute Research Papers. RePEc:ems:eureir:115611. Full description at Econpapers || Download paper | 19 |
| 43 | 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers || Download paper | 19 |
| 44 | 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 |
| 45 | 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 |
| 46 | 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 |
| 47 | 2000 | Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). van Dijk, Dick ; Franses, Philip Hans ; Boswijk, H. Peter ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1637. Full description at Econpapers || Download paper | 18 |
| 48 | 2015 | Informatics, Data Mining, Econometrics and Financial Economics: A Connection. (2015). Wong, Wing-Keung ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79219. Full description at Econpapers || Download paper | 18 |
| 49 | 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 |
| 50 | 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; Negenborn, R R ; van Riessen, B. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973. Full description at Econpapers || Download paper | 8 |
| 2 | 2019 | CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609. Full description at Econpapers || Download paper | 7 |
| 3 | 2018 | Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615. Full description at Econpapers || Download paper | 7 |
| 4 | 2019 | The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614. Full description at Econpapers || Download paper | 7 |
| 5 | 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chun-Ping ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329. Full description at Econpapers || Download paper | 6 |
| 6 | 2013 | Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, M. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377. Full description at Econpapers || Download paper | 4 |
| 7 | 2017 | Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161. Full description at Econpapers || Download paper | 4 |
| 8 | 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576. Full description at Econpapers || Download paper | 3 |
| 9 | 2019 | Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; Pham, T. V.-T., ; Pham, B. V.-N., . In: Econometric Institute Research Papers. RePEc:ems:eureir:115613. Full description at Econpapers || Download paper | 3 |
| 10 | 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 | 3 |
| 11 | 2017 | Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software. (2017). Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100164. Full description at Econpapers || Download paper | 2 |
| 12 | 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin ; McAleer, M. J. ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50130. Full description at Econpapers || Download paper | 2 |
| 13 | 2003 | Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703. Full description at Econpapers || Download paper | 2 |
| 14 | 2006 | A reconsideration of the Angrist-Krueger analysis on returns to education. (2006). van Dijk, Herman ; Hoogerheide, L. F.. In: Econometric Institute Research Papers. RePEc:ems:eureir:7888. Full description at Econpapers || Download paper | 2 |
| 15 | 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:98648. Full description at Econpapers || Download paper | 2 |
| 16 | 2014 | A One Line Derivation of EGARCH. (2014). Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742. Full description at Econpapers || Download paper | 2 |
| 17 | 2019 | Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan. (2019). Watkins, Clinton ; Nakamura, T. In: Econometric Institute Research Papers. RePEc:ems:eureir:115610. Full description at Econpapers || Download paper | 2 |
| 18 | 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 |
| 19 | 2019 | Energy Consumption and Economic Growth: Evidence from Vietnam. (2019). Vo, Duc ; Nguyen, Minh ; Ngoc, Bui ; Bui, N H. In: Econometric Institute Research Papers. RePEc:ems:eureir:115606. Full description at Econpapers || Download paper | 2 |
| 20 | 2019 | Strategic Time Slot Management: A Priori Routing for Online Grocery Retailing. (2019). Visser, T R ; Savelsbergh, M. W. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:114947. Full description at Econpapers || Download paper | 2 |
| 21 | 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 |
| 22 | 2018 | Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056. Full description at Econpapers || Download paper | 2 |
| 23 | 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 | 2 |
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