Access Statistics for Michael McAleer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment 0 0 0 8 1 6 14 56
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 1 33 3 4 16 135
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 4 9 20 87
A Capital Adequacy Buffer Model 0 0 0 21 4 7 16 103
A Capital Adequacy Buffer Model 0 0 1 48 3 7 16 129
A Capital Adequacy Buffer Model 0 0 0 10 2 2 8 110
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 41 4 5 12 178
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 1 79 4 5 16 94
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 4 7 13 136
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 4 5 8 166
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 4 6 12 279
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 1 13 125
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 17 2 2 12 98
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 2 4 14 115
A General Asymptotic Theory for Time Series Models 0 0 0 72 3 3 11 142
A Generalized Email Classification System for Workflow Analysis 0 0 0 9 1 1 10 46
A Generalized Email Classification System for Workflow Analysis 0 0 0 39 0 0 1 198
A Generalized Email Classification System for Workflow Analysis 0 0 0 16 0 1 7 83
A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS 0 0 0 0 0 0 8 1,364
A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies 0 0 0 13 2 4 5 65
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 10 2 2 10 71
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 1 60 5 5 10 89
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 16 1 4 11 53
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 15 0 0 6 36
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 2 3 9 59
A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS 0 0 0 0 2 2 6 886
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 6 1 2 5 63
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 9 1 3 12 85
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 1 14 2 5 29 100
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 1 5 19 141
A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms 0 0 1 18 3 5 14 78
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 5 6 10 98
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 2 2 7 59
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 0 6 87
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 40 1 4 12 130
A One Line Derivation of EGARCH 0 2 2 52 5 11 26 122
A One Line Derivation of EGARCH 0 0 0 13 0 0 7 68
A One Line Derivation of EGARCH 0 0 0 28 0 1 4 76
A One Line Derivation of EGARCH 0 0 0 0 3 6 14 24
A One Line Derivation of EGARCH 0 0 0 25 1 1 6 105
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 104 1 5 17 274
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 97 1 3 9 401
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 81 1 2 16 299
A Scientific Classification of Volatility Models 0 0 0 87 0 3 14 204
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 0 3 5 8 39
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 32 3 5 9 189
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 36 2 2 7 157
A Simple Test for Causality in Volatility 0 0 1 37 2 3 12 46
A Simple Test for Causality in Volatility 0 0 1 75 1 1 6 111
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 2 39 0 1 12 76
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 2 13 0 2 10 51
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 4 7 11 201
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 2 4 10 136
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 4 9 17 164
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 1 4 21 291
A Tourism Conditions Index 0 0 0 34 0 0 6 70
A Tourism Conditions Index 0 0 0 29 0 0 2 120
A Tourism Conditions Index 0 0 0 12 1 3 5 93
A Tourism Conditions Index 0 0 0 33 2 3 8 84
A Tourism Financial Conditions Index 0 0 0 23 2 2 7 70
A Tourism Financial Conditions Index 0 0 1 36 1 5 15 111
A Tourism Financial Conditions Index 0 0 0 51 2 3 7 69
A Tourism Financial Conditions Index 0 0 0 22 1 3 9 75
A Tourism Financial Conditions Index for Tourism Finance 0 1 1 32 3 4 9 88
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 24 4 5 15 59
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 29 0 2 12 48
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 34 3 3 10 228
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 1 1 5 76
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 2 2 2 9 112
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 5 7 14 366
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 21 3 10 21 142
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 2 4 12 207
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 5 5 15 189
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 4 5 26 140
A simple expected volatility (SEV) index 0 0 0 31 2 5 9 222
A statistical analysis of industrial penetration and internet intensity in Taiwan 0 0 0 29 1 3 13 56
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 1 9 594
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 3 4 12 389
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 75 1 4 12 185
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 72 3 5 12 166
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 0 61 0 1 3 156
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 37 3 6 16 204
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 34 4 4 15 192
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 21 2 4 8 141
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 39 2 4 9 206
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 28 2 4 12 183
Alternative Asymmetric Stochastic Volatility Models 0 0 0 9 0 1 4 73
Alternative Asymmetric Stochastic Volatility Models 0 0 0 7 1 2 7 86
Alternative Asymmetric Stochastic Volatility Models 0 0 0 47 0 1 7 189
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 1 7 33 179
Alternative Asymmetric Stochastic Volatility Models 0 0 0 27 0 4 14 96
Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses 0 0 0 1 2 2 11 303
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 0 3 4 13 682
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 1 42 47
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 4 0 0 5 39
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 36 0 1 2 86
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors 0 0 0 5 5 5 10 96
An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia 0 0 0 42 0 0 5 178
An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series 0 1 1 16 3 4 15 122
An Event Study of Chinese Tourists to Taiwan 0 0 1 15 4 6 20 58
An Event Study of Chinese Tourists to Taiwan 0 0 1 13 3 3 12 112
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors 0 0 1 29 1 1 6 93
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia 0 0 0 57 0 1 12 235
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 2 0 2 8 53
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 34 0 4 17 87
An event study of chinese tourists to Taiwan 0 0 0 7 0 1 4 46
Analyzing Fixed-Event Forecast Revisions 0 0 1 26 1 2 7 92
Analyzing Fixed-event Forecast Revisions 0 0 1 3 1 1 11 75
Analyzing Fixed-event Forecast Revisions 0 0 0 60 2 6 18 101
Analyzing Fixed-event Forecast Revisions 0 0 0 71 2 2 6 125
Analyzing Fixed-event Forecast Revisions 0 0 0 9 1 6 19 103
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 2 7 201
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 1 1 9 158
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 58 4 9 16 193
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 46 2 4 12 223
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 1 7 15 366
Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada 0 0 0 0 4 4 6 64
Are Forecast Updates Progressive? 0 0 0 33 1 1 5 93
Are Forecast Updates Progressive? 0 0 0 28 2 3 19 103
Are Forecast Updates Progressive? 0 0 0 24 2 3 7 141
Are Forecast Updates Progressive? 0 0 0 28 2 2 12 146
Are Forecast Updates Progressive? 0 0 0 27 3 3 6 128
Are Forecast Updates Progressive? 0 0 0 39 1 1 5 153
Are Forecast Updates Progressive? 0 0 0 22 4 6 10 106
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 31 10 19 27 107
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 14 4 6 15 86
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? 0 0 0 44 5 20 52 233
Article Influence Score = 5YIF divided by 2 0 0 0 49 2 6 12 342
Article Influence Score = 5YIF divided by 2 0 0 0 60 4 7 19 600
Asian Monetary Integration: A Structural VAR Approach 0 0 0 350 2 6 14 490
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 2 2 6 101
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 15 3 7 13 111
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 1 24 2 3 11 151
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 2 2 9 119
Asymmetric Multivariate Stochastic Volatility 0 0 1 263 1 1 10 629
Asymmetric Realized Volatility Risk 0 0 0 45 1 1 10 85
Asymmetric Realized Volatility Risk 0 0 0 84 3 3 14 111
Asymmetric Realized Volatility Risk 0 0 0 37 1 4 9 101
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 11 1 4 10 65
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 25 2 3 7 124
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 8 0 2 10 100
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 2 4 6 9 80
Asymmetry and Leverage in Conditional Volatility Models 1 1 2 66 4 11 23 127
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 42 2 5 14 100
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 0 0 4 12 13
Asymmetry and Leverage in Realized Volatility 0 0 0 39 3 6 8 125
Asymmetry and Leverage in Realized Volatility 0 0 0 20 3 7 14 100
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 1 2 13 118
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 1 2 10 142
Asymmetry and Long Memory in Volatility Modelling 0 0 0 29 0 2 17 147
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 1 2 14 149
Asymmetry and leverage in realized volatility 0 0 0 71 0 2 7 132
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 12 2 4 11 111
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 60 1 1 4 259
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 1 1 21 0 1 10 37
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 2 4 12 47
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 45 1 1 4 57
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 19 3 7 11 65
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 2 0 1 11 52
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 38 1 7 19 92
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 7 8 26 563
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 18 0 7 19 81
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 33 3 5 8 78
Bayesian analysis of realized matrix-exponential GARCH models 0 0 0 8 0 1 8 51
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 45 3 4 13 96
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 55 3 6 17 130
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 24 1 2 7 64
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database 0 0 0 14 4 5 12 92
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 80 4 8 27 133
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 42 3 5 19 86
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 55 4 6 13 182
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 6 6 12 122
Block Structure Multivariate Stochastic Volatility Models 0 0 0 30 2 5 8 127
CO2 Emissions, Energy Consumption and Economic Growth 0 1 1 84 3 5 13 225
CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership 0 0 1 38 1 1 13 57
COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS 0 0 0 0 1 3 6 192
Carpooling with heterogeneous users in the bottleneck model 0 1 1 77 1 10 18 162
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 5 5 17 124
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 1 1 12 115
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 21 6 7 15 145
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 34 2 3 8 165
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 1 39 2 3 8 63
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 0 35 0 3 8 63
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 63 5 10 24 195
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 4 7 21 127
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 22 1 2 7 194
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 71 3 4 16 618
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 104 2 2 19 567
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 8 1 1 6 168
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 17 1 1 8 90
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 23 1 1 2 116
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 13 0 3 6 99
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 1 0 2 6 81
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 0 0 0 9 3 4 26 100
Cointegrated Dynamics for A Generalized Long Memory Process 0 0 0 25 1 2 15 48
Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates 0 0 0 26 1 3 16 63
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 2 3 9 385
Combining Non-Replicable Forecasts 0 0 0 21 2 2 7 75
Combining Non-Replicable Forecasts 0 0 0 38 1 1 13 113
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency 0 0 0 24 5 6 16 176
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 4 5 6 10
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 2 3 3 10 41
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 3 3 8 290
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 1 6 17 251
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 3 3 8 347
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 4 6 10 348
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 57 2 2 9 254
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 7 10 16 255
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 113 1 2 15 426
Connecting VIX and Stock Index ETF 0 0 0 32 1 3 6 91
Connecting VIX and Stock Index ETF 0 0 0 33 4 10 21 149
Connecting VIX and Stock Index ETF 0 0 0 18 4 5 10 101
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 38 1 1 7 59
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 1 1 12 0 2 12 86
Convergence and Catching Up in ASEAN: A Comparative Analysis 0 0 0 246 1 3 11 612
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 6 2 5 9 48
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 17 5 6 12 68
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 1 3 11 358
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 3 9 12 323
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 287 3 6 24 974
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 3 123 3 15 31 475
Cruising is Risky Business 0 0 0 25 5 6 12 153
DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 1 1 1 159
DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 3 6 11 323
DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA 0 0 0 0 1 1 5 370
Daily Market News Sentiment and Stock Prices 0 0 2 15 7 12 24 137
Daily Market News Sentiment and Stock Prices 0 0 1 70 2 3 16 348
Daily Market News Sentiment and Stock Prices 0 0 0 31 0 2 11 157
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 48 0 1 10 565
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 42 1 2 9 244
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 1 49 5 7 18 375
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan 0 0 0 24 1 6 20 271
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 1 2 14 86
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 60 0 2 14 161
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 3 3 19 107
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 3 3 6 24
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 2 3 7 7
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 9 0 0 4 107
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 26 3 3 7 140
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 1 93 1 2 13 228
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 8 2 3 7 81
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 1 12 3 15 32 138
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 101 1 1 10 249
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 44 5 5 10 110
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 148 2 4 17 502
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 32 5 17 47 203
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 40 3 9 15 426
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 1 61 4 7 17 161
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 1 4 116
Does the ROMC have expertise, and can it forecast? 0 0 0 10 0 0 4 140
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 8 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 1 2 9 59
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 4 4 10 53
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 0 2 441 3 6 20 2,537
Drawbacks in the 3-factor approach of Fama and French 0 0 0 30 4 5 9 59
Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal 0 0 0 0 0 2 7 211
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 0 2 8 263
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 19 1 1 8 108
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 1 1 6 182
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 4 4 12 89
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 20 2 5 16 96
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 0 1 5 75
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 63 0 3 8 212
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 66 0 5 14 200
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 51 2 3 9 167
ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS 0 0 0 0 1 3 6 334
ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS 0 0 0 0 0 1 8 518
Earnings responses to disability benefit cuts 0 0 1 24 6 7 14 85
Ecologically Sustainable Tourism Management 0 0 0 413 3 6 21 1,419
Econometric Analysis of Financial Derivatives 0 0 0 46 0 1 9 168
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 40 4 4 9 158
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 29 2 3 11 117
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 39 2 12 25 161
Econometric modelling in finance and risk management: An overview 0 0 0 261 2 2 5 615
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 2 2 13 68
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 13 0 0 5 47
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 0 39 2 4 18 100
Energy consumption and economic growth: Evidence from Vietnam 0 0 3 71 10 19 34 217
Environmental Technology Strengths: International Rankings Based on US Patent Data 0 0 0 167 3 7 14 566
Establishing National Carbon Emission Prices for China 0 0 0 31 2 3 22 122
Establishing National Carbon Emission Prices for China 0 0 0 14 1 1 16 75
Establishing National Carbon Emission Prices for China 0 0 0 19 1 3 13 58
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 15 1 3 10 103
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 68 0 4 9 228
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 60 1 3 10 279
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 1 44 0 3 10 252
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 24 1 1 3 151
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 1 40 1 2 3 277
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 28 1 1 7 175
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 2 3 8 194
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 66 0 0 5 72
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 37 0 2 10 59
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 2 4 10 50
Estimating implied recovery rates from the term structure of CDS spreads 0 0 0 38 3 8 18 209
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 42 1 1 9 680
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 16 3 4 13 137
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 45 2 9 24 256
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 31 1 1 11 314
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 2 6 12 100
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 1 11 237
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 5 8 11 125
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 1 2 176
Estimating the impact of whaling on global whale watching 0 0 0 34 1 10 21 258
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 2 3 9 443
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 2 2 7 269
Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables 0 0 0 1 2 3 12 567
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 2 2 9 111
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 1 2 9 80
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 2 9 73
Evaluating Combined Non-Replicable Forecast 0 0 0 3 1 5 10 91
Evaluating Combined Non-Replicable Forecasts 0 0 1 8 1 1 9 58
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 2 2 7 88
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 1 2 6 150
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 4 5 7 86
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 1 9 13 99
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 1 3 12 233
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 2 99 0 2 11 161
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 167 1 3 19 235
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 1 1 9 184
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 1 3 9 297
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 1 1 8 180
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 2 2 11 171
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 2 5 14 204
Exact Tests of a Model Against Non-Nested Alternatives 0 0 0 0 5 6 14 104
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 4 5 8 81
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 3 6 11 117
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 23 4 6 12 130
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 1 2 7 144
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 1 16 0 1 10 98
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 0 0 2 109
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 2 5 10 143
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 2 2 11 119
Expert opinion versus expertise in forecasting 0 0 0 91 5 13 27 498
Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather 0 0 3 108 0 0 13 835
Fake News and Indifference to Truth 0 0 1 15 1 17 26 110
Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 8 2 6 19 134
Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 4 90 1 7 58 454
Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 20 3 7 13 80
Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 1 1 131 5 28 61 2,720
Fat Tails and Asymmetry in Financial Volatility Models 0 0 0 419 3 4 27 1,043
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 4 6 14 74
Financial Credit Risk and Core Enterprise Supply Chains 0 0 1 31 3 9 20 175
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 3 9 121
Financial Dependence Analysis: Applications of Vine Copulae 1 1 1 13 5 5 12 88
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 2 4 16 124
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets 0 1 2 51 5 12 26 183
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 10 3 7 16 68
Financial inclusion and macroeconomic stability in emerging and frontier markets 0 0 0 48 5 6 14 76
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 37 6 7 17 122
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 51 0 2 34 153
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 17 1 10 21 118
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 1 2 7 175
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 5 5 14 140
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 4 8 13 89
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 0 0 6 163
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 84 1 4 13 152
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 3 7 19 101
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 2 11 20 154
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 35 1 2 11 109
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 1 3 8 110
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 87 1 5 20 154
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 56 2 3 6 172
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 84 2 2 17 278
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range 0 0 0 63 0 4 14 189
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 38 3 3 15 93
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 4 7 31 167
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 2 10 193
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 25 3 4 9 187
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 48 4 12 21 83
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 18 1 3 6 92
Forecasting the volatility of Nikkei 225 futures 0 0 0 36 0 1 13 103
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 3 5 9 270
From Disorder to Order 0 0 0 1 2 5 8 36
From Disorder to Order 0 0 0 3 1 2 9 59
From Disorder to Order 0 0 0 7 1 1 5 47
Frontiers in Time Series and Financial Econometrics 0 0 5 144 6 10 21 367
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 87 0 6 14 113
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 55 0 2 9 124
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 4 4 14 209
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 1 8 297
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 17 1 1 12 181
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 2 2 13 206
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 1 10 220
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 2 10 279
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 0 5 13 185
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 2 5 8 184
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 6 11 103
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 51 0 2 15 142
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 48 1 2 9 150
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 51 5 6 17 204
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 91 2 2 9 317
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 35 2 2 8 189
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 30 1 1 7 268
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 42 1 4 9 329
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 2 3 24 169
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 5 11 217
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 4 6 10 193
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 4 12 156
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 3 5 7 292
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 3 5 18 177
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 1 3 13 580
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 150 5 5 14 316
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 4 4 10 169
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 2 2 7 569
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 1 4 10 462
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 27 0 1 6 76
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 42 1 3 9 119
Hedge Fund Portfolio Diversification Strategies across the GFC 0 0 0 20 2 6 29 113
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 64 4 5 7 134
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 44 2 3 11 109
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 18 0 2 10 112
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 1 4 15 112
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 2 5 13 87
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 2 7 18 163
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 10 21 158
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 52 1 1 10 235
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 2 9 234
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics 0 0 0 6 0 1 7 110
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 23 2 2 10 109
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 8 2 3 12 99
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 46 0 1 8 147
How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? 0 0 0 10 7 9 14 122
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 6 1 2 13 118
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 32 2 3 8 129
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 12 4 4 8 140
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 16 2 5 13 156
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 3 8 11 13 135
How Volatile is ENSO? 0 0 0 8 2 2 15 109
How Volatile is ENSO? 0 0 0 17 3 4 15 92
How Volatile is ENSO? 0 0 0 14 3 3 5 94
How Volatile is ENSO? 0 0 0 13 4 5 12 90
How Volatile is ENSO? 0 0 0 9 4 8 13 90
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 14 3 3 12 139
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 1 32 0 0 7 188
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 3 1 1 5 93
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 16 3 6 17 143
How are VIX and Stock Index ETF Related? 0 0 0 19 4 10 22 123
How are VIX and Stock Index ETF Related? 0 1 1 15 5 14 33 136
How does Zinfluence Affect Article Influence? 0 0 0 7 1 1 6 133
How does Zinfluence Affect Article Influence? 0 0 0 8 0 1 7 68
How does Zinfluence Affect Article Influence? 0 0 0 13 1 3 8 85
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 76 4 6 11 296
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 81 2 4 18 301
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 68 2 4 10 291
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 192 2 3 15 642
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 55 1 6 13 170
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 77 0 1 10 206
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 79 0 0 8 191
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity 0 0 0 31 1 5 13 142
Impact of Psychological Needs on Luxury Consumption 0 0 0 36 1 5 14 96
Impact of Psychological Needs on Luxury Consumption 0 0 0 121 2 16 24 140
Impact of Psychological Needs on Luxury Consumption 0 0 1 30 5 9 21 110
Industrial Agglomeration and Use of the Internet 0 0 0 34 3 3 12 81
Industrial Agglomeration and Use of the Internet 0 0 0 36 0 0 3 91
Industrial Agglomeration and Use of the Internet 0 0 0 35 1 5 12 98
Industrial Penetration and Internet Intensity 0 0 0 12 3 9 16 78
Industrial penetration and internet intensity 0 0 0 23 1 1 5 54
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 1 73 1 6 18 154
Input-output Structure and Growth in China 0 0 0 431 3 6 17 1,061
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 2 47 0 2 19 297
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 4 5 5 122
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 2 119 1 1 8 700
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 0 3 188
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 1 58 1 3 6 212
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 0 1 2 12 87
Interest Rates and durability in the Linear Expenditure Family 0 0 0 0 0 1 8 22
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 39 2 5 9 157
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 1 2 8 218
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 2 2 6 189
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 4 5 10 172
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 4 1 1 5 57
International Technology Diffusion of Joint and Cross-border Patents 0 0 1 34 2 4 8 65
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 35 3 3 18 112
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 12 2 2 10 81
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 78 5 6 11 85
International Technology Diffusion of Joint and Cross-border Patents (Revised version) 0 0 0 32 0 2 11 53
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 1 3 13 132
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 1 2 7 100
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 2 6 13 156
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 41 0 3 12 206
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 0 0 10 114
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 14 0 3 8 98
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 1 10 4 5 12 110
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 5 2 4 9 90
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 17 2 3 22 117
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 41 2 3 13 170
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 5 6 14 185
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 2 2 192
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 2 4 8 177
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 3 3 9 906
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 56 1 1 8 63
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 48 2 4 16 62
Joint and Cross-border Patents as Proxies for International Technology Diffusion 1 1 1 42 4 6 12 99
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 76 3 9 18 307
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 270 0 0 4 1,771
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 0 0 10 157
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 28 1 2 12 273
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 31 3 4 13 203
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 24 0 0 10 182
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 1 4 10 115
Journal Impect Factor Versus Eigenfactor and Article Influence 0 0 0 7 0 0 7 141
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 1 60 3 3 15 618
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 30 0 1 5 82
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 23 0 0 7 85
Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations 0 0 0 34 2 4 9 57
KEYNESIAN AND NEW CLASSICAL MODELS OF UNEMPLOYMENT REVISITED 0 0 0 0 0 2 7 579
Keynesian and new classical models of unemployment revisited 0 0 0 0 0 0 15 21
Keynesian and new classical models of unemployment revisited 0 0 0 6 0 1 9 71
Keynesian and new classical models of unemployment revisited 0 0 0 1 0 0 4 16
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 68 2 3 8 148
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 13 3 5 13 49
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 19 0 3 13 64
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 9 1 5 17 96
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 29 1 3 11 163
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 36 1 1 2 133
Long Run Returns Predictability and Volatility with Moving Averages 0 0 1 21 4 6 15 91
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 56 3 5 18 110
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series 0 0 0 29 4 7 19 189
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 21 2 4 19 181
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 15 1 3 13 107
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 3 4 13 86
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 4 7 15 69
Management Science, Economics and Finance: A Connection 0 0 0 25 0 1 28 136
Management Science, Economics and Finance: A Connection 0 0 0 79 3 6 25 137
Management science, economics and finance: A connection 0 0 0 35 1 4 9 96
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives 0 0 1 91 2 3 14 676
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 5 14 302
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 4 7 16 342
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 3 4 13 200
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 2 7 20 195
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 3 5 15 245
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 1 5 41
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 7 4 5 10 86
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 1 3 10 47
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 4 2 2 5 52
Market Timing with Moving Averages 0 0 0 23 2 2 12 70
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 24 1 2 9 72
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 28 4 9 19 84
Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball 0 0 0 52 1 5 7 123
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 198 3 6 17 1,270
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 48 1 1 10 172
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 66 3 3 13 382
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 2 34 3 6 13 98
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 1 81 4 8 15 276
Modeling and Simulation: An Overview 0 0 0 119 3 6 12 159
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 1 118 3 5 13 465
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 52 11 22 28 202
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 117 3 3 9 535
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 18 1 3 17 129
Modeling the Volatility in Global Fertilizer Prices 0 0 0 42 3 4 6 173
Modeling the Volatility in Global Fertilizer Prices 0 0 0 23 3 4 9 101
Modeling the Volatility in Global Fertilizer Prices 0 0 0 52 2 2 7 162
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 64 3 3 9 203
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 23 8 8 13 171
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 2 4 8 135
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 2 3 12 165
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 2 3 7 153
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 5 7 18 127
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 0 0 0 386 2 3 10 1,565
Modelling Environmental Risk 0 0 0 198 3 5 11 805
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 30 0 0 7 177
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 116 4 5 32 634
Modelling International Travel Demand from Singapore to Australia 0 0 1 342 1 4 11 1,210
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 1 2 9 221
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 2 2 13 262
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 2 2 7 229
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 2 2 11 173
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 17 5 18 38 168
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 22 1 5 11 108
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 1 3 8 128
Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 25 1 5 19 146
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 61 1 3 10 298
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 62 4 8 20 322
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn 0 0 2 14 2 2 9 80
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 1 2 12 75
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 24 5 6 15 122
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 14 3 3 11 66
Modelling and Forecasting Daily International Mass Tourism to Peru 0 0 0 83 0 3 9 438
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 3 5 12 137
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 4 4 10 158
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 3 4 12 164
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 1 6 18 147
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 0 11 141
Modelling and Simulation: An Overview 0 0 0 51 1 2 6 98
Modelling and Simulation: An Overview 0 0 0 21 0 0 5 109
Modelling and Simulation: An Overview 0 0 0 5 2 4 12 80
Modelling and Simulation: An Overview 0 0 0 42 0 0 5 112
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 27 3 4 15 88
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 17 4 6 15 88
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China 0 0 0 47 2 3 7 106
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 5 6 18 266
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 1 3 9 153
Modelling sustainable international tourism demand to the Brazilian Amazon 0 0 0 57 2 5 15 266
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 26 1 1 6 111
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 19 3 7 18 130
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 1 13 2 2 8 139
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 1 2 7 304
Modelling the Determinants of International Tourism Demand to Australia 0 0 2 179 1 4 23 901
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 50 0 5 17 190
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 5 1 3 9 109
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 29 2 10 17 109
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 39 2 16 26 165
Modelling the Growth and Volatility in Daily International Mass Tourism to Peru 0 0 0 27 3 4 12 200
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 51 0 1 2 200
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 38 1 4 14 184
Modelling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 21 2 3 19 88
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 26 4 4 10 134
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 1 15 2 2 6 116
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 23 1 2 11 157
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 9 2 2 9 142
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 6 2 2 4 93
Modelling the relationship between crude oil and agricultural commodity prices 0 0 0 39 3 5 16 226
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan 0 0 0 10 3 7 10 98
Modelling volatility spillovers for bio-ethanol, sugarcane and corn 0 0 0 30 0 0 23 118
Moment Restriction-based Econometric Methods: An Overview 0 0 0 9 2 3 5 79
Moment Restriction-based Econometric Methods: An Overview 0 0 0 19 1 2 4 120
Moment Restriction-based Econometric Methods: An Overview 0 0 0 204 5 7 18 1,347
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 1 3 11 227
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 1 78 3 5 19 291
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 1 5 15 197
Multivariate Stochastic Volatility 0 0 1 36 3 3 22 210
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 3 5 8 63
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 1 10 86
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 2 4 11 88
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 1 2 14 379
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 97 0 1 9 239
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies 0 0 0 52 4 6 11 100
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 1 1 12 120
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 1 4 14 95
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 1 4 11 94
ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL 0 0 0 0 0 3 11 742
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 1 5 12 277
On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach 0 0 0 1 8 10 14 362
On the Consistency of Joint and Paired Tests for Non-Nested Regression Models 0 0 0 0 2 2 7 114
On the Invertibility of EGARCH 0 0 0 36 1 4 8 77
On the Invertibility of EGARCH 0 0 0 34 2 7 18 77
On the Invertibility of EGARCH 0 0 0 28 2 4 11 70
On the Invertibility of EGARCH 0 0 0 17 1 1 8 63
On the Invertibility of EGARCH(p,q) 0 0 0 8 1 2 10 63
On the Invertibility of EGARCH(p,q) 0 0 0 3 0 2 5 65
On the Invertibility of EGARCH(p,q) 0 0 0 32 3 4 9 79
On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments 0 0 0 36 1 4 18 204
On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 0 0 0 42 0 5 9 221
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 1 245 1 2 10 495
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 3 6 10 460
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 1 2 8 270
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 2 5 10 222
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 3 9 171
Patent Activity and Technical Change 0 0 0 71 1 2 18 377
Patent Activity and Technical Change 0 0 0 64 1 1 7 287
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 4 7 15 214
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 1 31 0 0 5 159
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 43 4 7 14 214
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 4 0 2 8 41
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 9 2 2 6 49
Prediction of Gas Concentration based on the Opposite Degree Algorithm 0 0 0 16 1 2 3 46
Pricing Carbon Emissions in China 0 0 0 58 1 3 9 204
Pricing Carbon Emissions in China 0 0 0 32 1 3 14 76
Pricing carbon emissions in China 0 0 0 18 1 1 4 84
Pricing of Non-ferrous Metals Futures on the London Metal Exchange 0 0 1 474 3 6 32 2,407
Principles and Methods in the Testing of Alternative Models 0 0 0 0 2 3 15 35
Principles and Methods in the Testing of Alternative Models 0 0 0 0 3 3 10 76
Problems of Estimating the Linear Expenditure System and its Related Forms 0 0 0 0 2 3 7 479
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 24 5 14 28 167
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 5 7 21 70
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 32 5 6 15 188
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 107 4 5 35 486
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 31 0 8 22 66
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 35 2 3 14 81
Pros and cons of the impact factor in a rapidly changing digital world 0 0 0 28 0 0 26 86
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 12 1 7 20 95
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 25 0 2 11 75
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 35 0 0 11 91
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 5 2 2 10 70
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 17 0 2 6 49
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 2 0 1 7 53
Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 18 2 3 15 78
REALIZED VOLATILITY RISK 0 0 0 80 6 6 18 217
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 22 3 3 7 119
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 1 460 1 1 16 1,683
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 2 35 7 13 27 200
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 20 0 0 6 158
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 1 21 3 3 12 135
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 18 0 0 5 103
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 9 1 1 5 93
Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability 0 0 0 29 5 5 12 179
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 10 5 6 17 118
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 703 1 4 12 2,021
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 66 2 2 9 114
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc 0 0 0 10 3 4 11 126
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 48 4 7 24 195
Ranking Multivariate GARCH Models by Problem Dimension 0 0 1 51 3 5 27 154
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 41 3 14 25 234
Ranking Multivariate GARCH Models by Problem Dimension 0 1 1 52 1 4 9 156
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 33 1 5 17 144
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 76 2 2 12 122
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 51 2 6 16 142
Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation 0 0 0 43 1 1 9 218
Ranking multivariate GARCH models by problem dimension 0 0 0 77 3 6 20 226
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 12 0 2 11 84
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 35 1 3 6 107
Re-opening the silk road to transform chinese trade 0 0 0 22 1 2 6 67
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 24 0 2 14 74
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 2 3 11 61
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 53 0 0 9 95
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 41 2 9 17 64
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 14 4 6 11 49
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 11 2 4 9 53
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 93 5 9 14 62
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 1 23 1 4 11 80
Realized Volatility Risk 0 0 0 90 4 7 19 135
Realized Volatility Risk 0 0 0 68 1 10 20 168
Realized Volatility Risk 0 0 0 29 4 5 7 122
Realized Volatility Risk 0 0 0 62 1 1 15 149
Realized volatility risk 0 0 0 48 7 7 23 85
Realized volatility: a review 0 1 4 888 1 3 26 1,859
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 52 0 1 13 179
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 1 46 2 4 21 226
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 62 1 1 12 201
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 1 91 1 1 14 349
Recent Developments in Financial Economics and Econometrics:An Overview 0 0 1 91 1 4 15 266
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 36 0 0 4 97
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 14 1 3 7 54
Recent topical research on global, energy, health & medical, and tourism economics, and global software 0 0 0 23 0 0 4 44
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 3 3 11 275
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 2 199
Rent Seeking for Export Licenses: Application to the Vietnam Rice Market 0 0 0 40 4 5 15 140
Rent seeking for export licenses: Application to the Vietnam rice market 0 0 1 24 3 5 26 102
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 1 3 7 29
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 25 0 2 12 143
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 34 0 2 5 97
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 1 17 1 3 11 75
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 29 4 4 10 73
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 4 1 4 16 86
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 6 9 15 202
Risk Analysis of Energy in Vietnam 0 0 0 27 1 6 15 71
Risk Management and Financial Derivatives: An Overview 0 0 0 86 3 6 11 310
Risk Management and Financial Derivatives: An Overview 0 0 0 158 1 2 14 453
Risk Management and Financial Derivatives: An Overview 0 0 2 250 7 10 23 1,344
Risk Management and Financial Derivatives:An Overview 0 0 1 119 1 2 12 568
Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain 0 0 0 34 4 7 13 196
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 1 3 3 6 21 58
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 1 115 3 6 12 519
Risk Management of Precious Metals 0 0 1 92 1 8 23 377
Risk Management of Precious Metals 0 0 0 95 1 10 27 454
Risk Management of Precious Metals 0 0 1 72 0 1 7 255
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 2 3 11 176
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 4 18 314
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 3 11 31 192
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 9 11 21 249
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 4 93 5 7 22 201
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 1 8 19 253
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 2 8 20 273
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 2 2 8 165
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 29 2 4 11 88
Risk Measurement and Risk Modelling using Applications of Vine Copulas 0 0 1 40 1 2 9 86
Risk Measurement and risk modelling using applications of Vine Copulas 0 0 0 23 1 2 11 81
Risk Modeling and Management: An Overview 0 0 0 42 1 3 10 129
Risk Modelling and Management: An Overview 0 0 0 116 5 5 8 130
Risk Modelling and Management: An Overview 0 0 0 4 1 1 10 85
Risk Modelling and Management: An Overview 0 0 0 28 3 3 11 141
Risk Modelling and Management: An Overview 0 0 0 50 1 5 15 152
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 21 3 5 15 142
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 28 2 3 10 165
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 1 1 2 29 3 4 13 147
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 1 3 7 147
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 0 0 6 73
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 6 1 1 9 46
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 7 10 17 57
Risk analysis of energy in Vietnam 0 0 0 26 3 4 11 37
Risk management of precious metals 1 1 2 44 2 4 12 219
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 63 1 6 22 236
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 1 1 12 93
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 38 1 2 13 165
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 40 2 3 13 139
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 2 3 7 114
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 0 1 10 119
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 2 13 151
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 1 3 11 128
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 34 1 1 8 180
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 1 4 9 246
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 25 1 1 7 166
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 67 3 6 11 114
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 18 1 2 9 133
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 134 3 4 11 391
Robust Ranking of Journal Quality:An Application to Economics 0 0 1 208 0 0 4 591
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 4 2 5 10 87
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 59 1 1 11 259
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 17 3 8 14 109
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 49 3 7 13 130
SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS 0 0 0 2 3 3 8 850
SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NON-NESTED MODELS UNDER LOCAL HYPOTHESES 0 0 0 0 3 6 15 835
Separate Misspecified Regressions 0 0 0 0 1 2 5 115
Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function 0 0 0 0 2 3 9 66
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 0 1 11 173
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 2 30 6 17 44 283
Simple Market Timing with Moving Averages 0 0 1 32 7 8 18 140
Simple Market Timing with Moving Averages 0 0 0 10 3 10 21 58
Simplicity, scientific inference and econometric modelling 0 0 1 1 1 1 8 13
Simplicity, scientific inference and econometric modelling 0 0 0 6 2 4 12 45
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 19 5 8 20 91
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 5 2 4 12 47
Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 0 27 1 1 9 52
Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan 0 0 0 8 2 3 22 61
Some exact tests for model specification 0 0 0 0 1 1 3 23
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 37 4 6 17 74
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 2 4 13 75
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 1 2 11 48
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 1 1 8 65
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 18 3 6 13 88
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 1 1 5 55
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 19 2 7 43 72
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 8 0 0 3 35
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 85 0 2 6 73
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 26 3 5 14 50
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 4 6 25 231
Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 3 6 12 78
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 5 2 4 8 61
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 1 4 4 8 51
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 39 1 1 6 78
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 8 1 2 6 84
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 16 1 3 3 139
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 4 2 4 9 55
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 2 3 3 5 55
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 1 10 3 3 7 107
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 1 2 6 54
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 46 4 7 14 238
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 3 4 11 149
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 3 3 9 734
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 5 5 13 93
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 4 9 100
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 2 2 9 83
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 1 51 3 7 11 133
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 1 61 1 1 12 90
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 35 0 0 8 134
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan 0 0 1 55 2 3 15 74
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 2 3 4 323
Ten Things We Should Know About Time Series 0 0 0 361 2 3 13 304
Ten Things We Should Know About Time Series 0 0 0 12 0 4 16 78
Ten Things We Should Know About Time Series 0 0 0 175 0 0 1 146
Ten Things You Should Know About DCC 0 0 0 39 1 1 8 176
Ten Things You Should Know About DCC 0 0 0 39 2 2 8 79
Ten Things You Should Know About DCC 0 0 0 3 2 2 7 72
Ten Things You Should Know About DCC 0 0 1 89 4 5 24 189
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 10 4 6 9 127
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 3 2 3 7 91
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 31 2 8 16 121
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 1 1 16 4 6 12 145
Ten Things you should know about DCC 0 0 0 8 2 5 16 93
Ten Things you should know about the Dynamic Conditional Correlation Representation 0 0 0 28 1 1 6 203
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 41 2 5 9 72
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 39 1 2 12 133
Testing Multiple Non-nested Factor Demand Systems 0 0 0 21 0 2 6 134
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 2 3 13 279
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 3 3 8 33
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 1 1 4 7
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 2 5 9 111
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 3 4 9 275
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 42 3 4 67 143
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 1 3 9 93
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 3 7 15 47
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 1 4 13 66
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 2 2 2 62
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 1 1 5 55
Testing for volatility co-movement in bivariate stochastic volatility models 1 1 1 42 2 4 9 47
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 6 6 10 82
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 1 2 8 115
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 2 3 8 67
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 4 4 8 106
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 5 6 13 113
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 64 0 3 6 107
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 40 1 2 6 77
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 37 2 2 10 43
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 26 1 3 9 142
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 2 4 8 89
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 2 3 9 138
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 1 3 9 136
The Endowment Effect in Games 0 0 0 47 5 8 20 137
The Fiction of Full BEKK 0 0 0 26 1 9 14 72
The Fiction of Full BEKK 0 0 0 26 3 3 14 65
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 38 0 3 11 96
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 16 2 3 12 57
The Fundamental Equation in Tourism Finance 0 0 0 42 0 2 5 75
The Fundamental Equation in Tourism Finance 0 0 0 30 1 2 6 79
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 4 1 3 12 64
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 15 2 3 7 99
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 66 1 1 11 92
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 1 34 5 8 21 133
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 27 3 11 18 90
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 35 4 4 9 82
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 14 3 4 10 65
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 1 1 8 56
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 4 7 17 100
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 1 2 8 34
The Interpretation of the Cox Test in Econometrics 0 0 0 0 2 5 13 589
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 2 2 3 51
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 33 1 4 17 119
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 1 2 2 5 50
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 3 4 10 182
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 4 7 22 353
The Rise and Fall of S&P500 Variance Futures 0 0 3 22 11 22 59 207
The Rise and Fall of S&P500 Variance Futures 0 0 0 20 5 5 10 121
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 4 6 11 270
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 42 0 3 9 233
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 78 2 4 10 389
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 14 2 3 11 195
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 2 7 123
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 5 7 16 179
The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 2 2 3 68
The ten commandments for optimizing value-at-risk and daily capital charges 0 0 0 36 3 6 9 276
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 28 3 6 16 55
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 18 3 4 14 55
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management 0 0 0 33 0 2 12 111
Theory and Application of an Economic Performance Measure of Risk 0 0 0 17 1 1 7 62
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 2 2 14 56
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 4 4 19 74
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case 0 0 0 0 3 6 10 99
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 36 2 3 10 93
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 2 34 0 5 13 82
Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 31 2 4 11 127
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 37 0 18 48 195
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 2 2 2 11 81
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 2 3 10 109
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 11 2 20 46 150
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 141 1 3 13 362
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 15 2 4 14 122
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 35 3 8 16 122
Time Series Forecasts of International Tourism Demand for Australia 0 1 3 170 2 6 23 501
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 91 0 1 9 300
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 123 3 13 15 414
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 49 4 4 7 191
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 2 4 6 86
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 2 20 1 1 8 131
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 1 8 66
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 2 9 21 66
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 2 7 16 71
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 1 1 8 71
Two Papers on Linear Models 0 0 0 0 4 4 5 121
Two Papers on Linear Models 0 0 0 0 2 2 8 33
Two Papers on Model Testing and Discrimination 0 0 0 0 4 5 10 63
Two Papers on Model Testing and Discrimination 0 0 0 1 2 2 5 29
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 30 4 7 18 111
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 1 1 5 48
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 4 5 12 70
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 85 1 1 6 172
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 50 4 5 10 176
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 46 0 0 9 141
Value-at-Risk for Country Risk Ratings 0 0 0 40 2 4 8 206
Value-at-Risk for Country Risk Ratings 0 0 0 96 1 4 9 283
Value-at-Risk for Country Risk Ratings 0 0 1 167 3 6 13 445
Volatility Models of Currency Futures in Developed and Emerging Markets 0 0 0 164 4 6 11 494
Volatility Smirk as an Externality of Agency Conflict and Growing Debt 0 0 0 7 2 3 5 71
Volatility Smirk as an Externality of Agency Conict and Growing Debt 0 0 0 5 2 9 15 70
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 3 3 7 61
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 1 2 13 84
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 3 5 14 61
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 90 2 2 15 338
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 84 3 7 18 426
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 45 2 3 8 148
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 18 6 8 46 167
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 33 4 12 21 131
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 22 0 3 13 65
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 1 1 1 17 3 5 13 106
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 7 5 9 11 75
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 1 28 0 3 13 125
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 2 5 15 93
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 1 1 15 149
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 3 2 3 11 90
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 32 1 3 18 187
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 18 3 7 14 142
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 9 2 4 10 118
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 17 2 6 9 117
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 3 9 100
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 1 7 77
Volatility of a Market Index and its Components: An Application to Commodity Markets 0 0 0 149 2 8 14 307
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA 0 0 0 23 1 4 11 93
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture 0 0 0 5 3 4 11 69
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 5 122
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 9 4 6 9 105
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 10 6 6 12 96
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 32 0 0 7 128
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? 0 0 0 57 1 4 10 84
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 1 3 13 119
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 2 5 6 371
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 2 6 11 211
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 1 10 23 250
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 23 0 1 6 169
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 110 1 1 10 440
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 1 56 3 3 11 194
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 1 4 9 124
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 26 3 4 9 256
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 5 2 3 9 113
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 20 5 5 16 42
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 32 2 4 8 49
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 0 0 0 16 6 6 11 50
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 0 0 0 2 0 0 8 28
What Will Take the Con Out of Econometrics? 0 0 0 171 6 9 18 872
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 1 10 2 4 9 133
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 15 2 3 7 93
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 23 1 4 13 154
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 5 1 4 8 86
What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 41 1 3 5 136
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 2 6 11 134
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 8 9 13 27 72
You've Got Email: A Workflow Management Extraction System 0 0 0 7 1 2 3 72
You’ve Got Email: A Workflow Management Extraction System 0 0 0 12 2 3 7 50
You’ve Got Email: a Workflow Management Extraction System 0 0 1 12 1 1 8 50
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment 0 0 0 5 5 7 11 46
Total Working Papers 7 23 196 45,111 2,069 4,094 12,480 190,543
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 0 0 0 14 1 5 19 132
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 1 13 0 0 8 73
A Charter for Sustainable Tourism after COVID-19 0 0 0 87 1 3 8 381
A Critical Analysis of Some Recent Medical Research in Science on COVID-19 0 0 5 18 0 2 14 123
A Critique of Recent Medical Research in JAMA on COVID-19 0 0 0 191 3 7 39 2,729
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 1 2 7 144
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 1 1 1 21 5 11 18 121
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 22 3 4 13 136
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index 1 1 2 13 4 7 20 67
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes 0 0 5 20 3 11 47 96
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 2 4 8 59
A One Line Derivation of EGARCH 0 0 0 34 3 6 16 160
A Portfolio Index GARCH model 0 0 0 52 2 12 25 150
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS 0 0 0 27 1 3 7 160
A Simple Test for Causality in Volatility 0 0 0 25 2 3 8 95
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 0 3 6 18 21
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 4 0 6 14 72
A capital adequacy buffer model 0 0 0 7 5 6 15 73
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices 0 0 2 8 3 6 26 103
A cointegration analysis of annual tourism demand by Malaysia for Australia 0 0 0 14 4 5 10 74
A fractionally integrated Wishart stochastic volatility model 0 0 1 3 6 6 16 51
A further result on the sign of restricted least-squares estimates 0 0 0 18 6 7 8 102
A general asymptotic theory for time‐series models 0 0 0 16 5 7 12 82
A market-augmented model for SIMEX Brent crude oil futures contracts 0 0 0 83 2 4 8 939
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 1 97 2 4 17 379
A neural network demand system with heteroskedastic errors 0 0 2 58 0 0 25 222
A new measure of innovation: The patent success ratio 0 0 0 3 4 5 12 35
A note on the unbiasedness test of rationality using survey data 0 0 0 32 0 1 4 103
A probit analysis of consumer behaviour in rural China 0 0 0 4 0 2 9 64
A risk map of international tourist regions in Spain 0 0 0 11 3 4 10 66
A seasonal analysis of Asian tourist arrivals to Australia 0 0 0 130 4 5 17 670
A seasonal analysis of Malaysian tourist arrivals to Australia 0 0 0 8 1 3 9 69
A simple expected volatility (SEV) index: Application to SET50 index options 0 0 0 2 1 2 12 92
A small sample test for non-nested regression models 0 0 0 21 1 2 4 138
A trinomial test for paired data when there are many ties 0 0 2 18 3 5 13 119
AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES 0 0 0 17 7 10 16 143
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 9 109
ARMAX modelling of international tourism demand 0 0 0 19 2 4 8 78
ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION 0 1 1 20 3 10 18 85
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 2 170 5 11 26 636
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY 0 1 1 58 3 6 14 240
Advances in financial risk management and economic policy uncertainty: An overview 0 0 1 36 0 1 10 252
Alternative Asymmetric Stochastic Volatility Models 0 0 1 27 0 3 15 145
Alternative Global Health Security Indexes for Risk Analysis of COVID-19 0 0 0 1 1 3 9 10
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 197 2 5 9 673
Alternative procedures and associated tests of significance for non-nested hypotheses 0 0 1 110 1 2 13 288
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 8 5 7 13 84
An Empirical Assessment of Country Risk Ratings and Associated Models 0 0 4 778 3 6 22 2,318
An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan 0 0 1 26 4 8 15 130
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 2 3 12 288
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 2 6 11 383
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 5 1 4 14 55
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 1 1 1 54 4 9 20 298
Analyzing fixed-event forecast revisions 0 0 0 14 2 4 13 104
Antitrust environment and innovation 0 0 0 2 2 2 7 19
Applications of the Newton-Raphson Method in Decision Sciences and Education 0 0 5 82 4 10 39 507
Are forecast updates progressive? 0 0 0 6 1 2 10 54
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 0 0 1 23 4 4 11 231
Asian monetary integration: a structural VAR approach 0 0 0 7 2 8 17 66
Asymmetric Multivariate Stochastic Volatility 0 0 2 52 0 4 19 181
Asymmetric Realized Volatility Risk 0 0 0 26 1 3 17 143
Asymmetric adjustments in the ethanol and grains markets 0 0 1 22 4 5 12 111
Asymmetry and Leverage in Conditional Volatility Models 0 0 1 27 1 4 8 114
Asymmetry and Long Memory in Volatility Modeling 0 0 0 29 1 3 7 124
Asymptotic Properties Of The Estimator Of The Long‐Run Coefficient In A Dynamic Model With Integrated Regressors And Serially Correlated Errors 0 0 0 3 1 3 6 47
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models 0 0 1 3 4 6 11 30
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 1 3 1 1 7 18
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 22 10 11 20 148
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 16 5 9 29 123
Bootstrap estimates of a new classical model of unemployment 0 0 0 1 3 5 10 42
Causality between CO2 Emissions and Stock Markets 0 0 0 3 3 4 20 54
Causality between market liquidity and depth for energy and grains 0 0 1 26 4 4 12 135
Choosing expected shortfall over VaR in Basel III using stochastic dominance 1 1 3 11 5 7 18 101
Coercive journal self citations, impact factor, Journal Influence and Article Influence 0 0 0 3 1 3 11 73
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates 0 0 0 6 1 2 13 45
Cointegration Analysis of Seasonal Time Series 0 0 1 13 0 2 12 54
Cointegration analysis of metals futures 0 0 1 17 3 6 14 92
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia 1 1 2 246 2 4 18 923
Cointegration in Practice 0 0 1 6 1 2 5 43
Comment 0 0 0 8 1 2 4 36
Comments on Recent COVID-19 Research in JAMA 0 0 0 24 2 5 11 133
Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S 0 0 0 0 3 5 9 11
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs 0 0 0 3 0 1 4 81
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market 0 0 1 8 6 8 17 67
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 0 2 78 3 8 43 375
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 2 5 12 90
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 4 1 4 18 70
Consumption, liquidity constraints, uncertainty and temptation: An international comparison 0 0 0 25 1 5 9 127
Convergence and catching up in ASEAN: a comparative analysis 0 0 1 140 2 7 17 507
Corporate Financial Distress of Industry Level Listings in Vietnam 0 0 0 9 0 3 10 61
Crude oil hedging strategies using dynamic multivariate GARCH 0 0 2 129 7 11 30 503
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 0 6 2 2 23 88
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 0 1 4 49 6 10 29 202
Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan 0 0 2 19 5 6 12 155
Daily market news sentiment and stock prices 0 0 5 34 1 9 50 221
Data mining and the con in econometrics: the U.S. demand for money revisited 0 0 0 2 2 2 10 31
Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam 0 0 0 2 4 5 10 28
Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints 0 0 0 69 2 4 8 323
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE 0 0 0 2 2 3 10 41
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 4 7 13 108
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 1 2 9 3 8 26 54
Dynamic Asymmetric GARCH 0 0 1 97 0 0 14 280
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 0 1 82 7 10 22 294
EDITORIAL NOTE — Statement of Intent 0 0 0 0 0 2 4 23
EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE 0 0 0 0 1 2 4 20
EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS 0 0 0 6 1 4 13 76
EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 5 3 7 14 62
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 6 6 9 99
EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS 0 0 3 22 0 4 20 63
Econometric Issues in Macroeconomic Models with Generated Regressors 0 0 0 0 1 5 11 1,110
Econometric analysis of financial derivatives: An overview 0 0 0 38 3 6 13 200
Econometric modelling in finance and risk management: An overview 0 0 0 78 2 3 12 224
Econometric modelling of non‐ferrous metal prices 0 0 0 228 3 4 13 764
Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 1 0 1 5 11
Economic growth and technological catching up by Singapore to the USA 0 0 1 7 0 0 9 63
Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 0 0 4 8
Editorial 0 0 0 0 0 1 12 13
Editorial 0 0 0 0 1 2 12 34
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) 0 0 0 5 11 23 32 97
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 2 7 10 56
Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets 1 2 7 384 6 14 33 1,396
Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts 0 0 0 0 2 3 8 10
Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* 0 1 1 16 3 4 9 50
Efficient estimation and testing of oil futures contracts in a mutual offset system 0 0 1 81 2 3 12 441
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 14 1 1 4 96
Empirical models for evaluating errors in fitting extremes of a probability distribution 0 0 0 0 7 7 8 28
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 1 15 4 26 45 130
Establishing national carbon emission prices for China 0 0 0 3 3 9 17 68
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 3 7 9 16 44
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 3 4 13 304
Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data 0 0 1 9 1 11 20 45
Estimating the impact of whaling on global whale-watching 0 0 0 6 3 6 16 61
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 1 65 5 10 17 215
Estimation of Chinese agricultural production efficiencies with panel data 0 0 0 8 4 5 9 52
Estimation of alternative pricing models for currency futures contracts 0 0 1 4 2 4 10 41
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 3 6 16 236
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 1 3 12 280
Expert opinion versus expertise in forecasting 0 0 0 19 3 6 14 125
FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP 0 0 0 8 4 10 14 82
FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS 0 1 2 25 5 10 32 162
FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM 0 1 1 12 0 5 11 45
FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? 0 0 0 3 3 6 12 38
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 1 2 9 90
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany 0 0 1 8 2 8 28 100
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather 0 0 0 18 3 3 11 161
Fat tails and asymmetry in financial volatility models 0 0 1 8 7 12 18 72
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 9 1 4 14 123
Financial dependence analysis: applications of vine copulas 0 0 0 11 1 3 15 84
Financial volatility: an introduction 0 0 0 748 3 5 11 1,878
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 1 1 88 1 12 23 305
Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms 0 0 0 5 3 5 10 41
First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 1 1 2 25
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 0 8 3 7 17 81
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range 0 0 0 39 2 5 15 197
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 0 22 2 4 11 148
Forecasting conditional correlations in stock, bond and foreign exchange markets 0 0 0 10 1 3 9 72
Forecasting the volatility of Nikkei 225 futures 0 0 0 5 4 13 21 63
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model 0 0 0 154 4 7 20 515
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 0 0 23 6 10 27 104
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 5 7 13 149
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 5 8 18 404
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 0 145 0 1 19 360
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 1 1 8 209
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 2 3 13 99
Globalization and knowledge spillover: international direct investment, exports and patents 0 0 1 20 2 4 16 133
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 1 47 3 6 23 313
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA 0 0 0 39 4 5 12 204
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 15 2 5 17 148
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* 0 0 7 32 2 7 31 116
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 53 5 8 14 254
How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment 0 0 0 83 0 2 15 462
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 25 0 2 10 166
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 5 6 7 15 115
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 1 1 10 151
How are journal impact, prestige and article influence related? An application to neuroscience 0 0 1 6 4 8 14 109
How has volatility in metals markets changed? 0 0 2 22 5 6 21 112
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES 0 0 0 63 0 0 4 174
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA 0 0 0 127 1 2 27 524
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 7 1 4 16 42
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity 0 0 0 19 0 0 6 87
Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam 1 1 4 48 4 7 27 221
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China 0 0 1 2 0 4 12 23
In Memoriam 0 0 0 4 0 2 4 29
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets 0 0 0 5 4 8 25 80
Input–output structure and growth in China 0 0 0 5 2 4 11 52
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 3 3 6 13 21
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 4 3 6 12 73
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 2 3 10 95
Is Greater China a currency union? 0 0 0 2 1 2 12 54
Is One Diagnostic Test for COVID-19 Enough? 0 0 0 22 0 0 9 347
Is a monetary union feasible for East Asia? 0 0 0 248 1 5 17 646
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism 0 0 0 13 2 6 13 111
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 1 3 12 98
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS 0 0 1 8 8 14 22 60
Joint and Cross-Border Patents as Proxies for International Technology Diffusion 0 0 0 7 2 3 12 54
Keynesian and New Classical Models of Unemployment Revisited 0 0 0 140 2 2 21 722
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 0 16 2 6 13 109
Linear and nonlinear causality between changes in consumption and consumer attitudes 1 1 2 115 4 5 15 352
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 8 6 8 15 99
MEASURING RISK IN ENVIRONMENTAL FINANCE 0 0 0 105 2 4 18 350
MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS 0 0 1 5 2 4 10 42
Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction 0 0 0 0 2 4 7 9
Mapping the Presidential Election Cycle in US stock markets 0 0 5 48 4 5 21 206
Market Risk Analysis of Energy in Vietnam 0 0 1 6 2 7 15 88
Market Timing with Moving Averages 0 0 1 15 2 3 10 79
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 59 3 9 19 231
Market integration dynamics and asymptotic price convergence in distribution 0 0 1 7 7 8 18 68
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 0 927 1 4 15 2,231
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 1 27 1 4 20 248
Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 0 1 5 8
Modeling Latent Carbon Emission Prices for Japan: Theory and Practice 0 0 0 7 3 4 19 58
Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China 0 0 1 5 5 6 13 68
Modeling conditional correlations for risk diversification in crude oil markets 0 0 0 1 0 2 11 14
Modeling dynamic conditional correlations in WTI oil forward and futures returns 0 0 0 70 4 5 11 305
Modeling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 14 0 3 5 72
Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain 0 0 2 5 0 6 20 26
Modelling Country Risk and Uncertainty in Small Island Tourism Economies 0 0 0 0 3 4 9 17
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 1 2 2 6 13 16
Modelling and forecasting daily international mass tourism to Peru 0 0 0 8 3 6 17 88
Modelling and forecasting noisy realized volatility 0 0 0 37 1 1 6 175
Modelling and managing financial risk: An overview 0 0 0 6 0 0 8 69
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 1 3 13 69
Modelling in econometrics: The deterrent effect of capital punishment 0 0 0 1 1 2 10 34
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach 0 0 0 9 3 6 12 118
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan 0 0 0 6 2 6 12 77
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 20 4 4 9 122
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO 0 0 0 2 3 4 11 63
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 1 2 10 26
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 3 3 5 41
Modelling the information content in insider trades in the Singapore exchange 0 0 0 3 2 3 7 41
Modelling the interactions across international stock, bond and foreign exchange markets 0 0 0 47 1 3 15 224
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 1 1 6 39
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 3 8 14 62
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns 0 0 0 246 1 2 5 881
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices 0 0 0 14 4 4 9 98
Moment-based estimation of smooth transition regression models with endogenous variables 0 1 1 43 2 7 12 157
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 1 4 15 87
Moving Average Market Timing in European Energy Markets: Production Versus Emissions 0 0 0 0 3 7 14 42
Multivariate Hyper-Rotated GARCH-BEKK 0 0 1 8 0 1 3 21
Multivariate Stochastic Volatility: A Review 0 1 1 132 0 4 16 362
Multivariate Stochastic Volatility: An Overview 0 0 0 92 1 2 11 185
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 46 2 5 19 254
Multivariate volatility in environmental finance 0 0 0 4 2 5 9 64
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 1 20 45 293
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 2 8 15 98
Net Interest Marginof Commercial Banks in Vietnam 1 1 6 45 8 18 50 258
Non-linear modelling and forecasting of S&P 500 volatility 0 0 0 5 1 3 8 56
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 52 1 2 6 329
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 15 2 3 10 101
ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS 0 0 0 1 1 2 7 45
On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach 0 0 0 12 2 4 25 81
On exact and asymptotic tests of non-nested models 0 0 0 5 1 1 6 39
On the Effects of Misspecification Errors in Models with Generated Regressors 0 0 0 0 1 2 8 203
On the interpretation of the cox test in econometrics 0 0 0 32 2 2 5 95
On the invertibility of EGARCH(p, q) 0 0 0 8 0 0 9 60
On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 0 0 0 21 1 5 14 90
On the use of extreme value distributions for predicting the upper percentiles of environmental quality data 0 0 0 0 0 1 4 25
PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS 0 0 1 6 2 2 5 27
PRICING CARBON EMISSIONS IN CHINA 0 0 0 10 1 5 21 110
Patent activity and technical change 0 0 0 22 3 4 15 148
Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 0 0 0 0 0 1 4 5
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 0 3 2 5 11 37
Precious metals-exchange rate volatility transmissions and hedging strategies 0 0 2 51 2 5 20 231
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 0 0 0 21 2 4 15 102
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 5 1 3 5 47
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 0 23 4 6 16 162
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † 0 0 0 5 5 13 30 102
Prevention Is Better Than the Cure: Risk Management of COVID-19 0 0 0 223 10 11 20 2,367
Pricing of Forward and Futures Contracts 0 0 4 26 0 4 19 68
Pricing of non-ferrous metals futures on the London Metal Exchange 0 0 0 230 4 8 20 1,287
Professor Halbert L. White, 1950–2012 0 0 0 41 0 1 4 132
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 4 2 5 19 41
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 9 4 10 25 91
Properties of ordinary least squares estimators in regression models with nonspherical disturbances 0 0 2 303 2 4 15 1,555
Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 0 0 0 22 0 7 18 106
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 2 3 5 46
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 8 10 17 60
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 30 2 5 14 165
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 49 6 8 21 230
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability 0 0 0 6 6 10 56 144
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 8 4 6 9 54
Realized Volatility and Long Memory: An Overview 0 0 0 99 1 2 9 219
Realized Volatility: A Review 1 3 7 325 7 13 40 1,002
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers 0 0 0 8 1 4 55 77
Realized stochastic volatility models with generalized Gegenbauer long memory 0 0 0 3 2 5 24 45
Realized stochastic volatility with general asymmetry and long memory 0 0 0 15 1 3 18 106
Recent Theoretical Results for Time Series Models with GARCH Errors 1 1 1 3 1 4 14 28
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview 0 0 0 10 2 2 7 71
Recent developments in financial economics and econometrics: An overview 0 0 1 24 1 3 13 128
Recursive estimation and generated regressors 0 0 0 26 5 7 13 107
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations 0 0 0 36 0 3 7 142
Regression quantiles for unstable autoregressive models 0 0 0 8 1 4 8 57
Related commodity markets and conditional correlations 0 0 0 1 4 6 13 33
Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa 0 0 0 8 2 2 6 90
Review Papers for Journal of Risk and Financial Management ( JRFM ) 0 0 0 2 5 9 36 80
Review on Efficiency and Anomalies in Stock Markets 0 1 8 73 7 22 61 333
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 25 1 3 11 186
Risk Management of COVID-19 by Universities in China 0 0 0 160 4 5 18 926
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 2 3 6 12 66
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 0 0 116 3 3 12 651
Risk management and financial derivatives: An overview 0 0 1 99 7 11 28 342
Risk management of precious metals 1 1 2 68 7 12 28 243
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 3 5 16 118
Risk spillovers in oil-related CDS, stock and credit markets 0 0 0 40 9 13 26 204
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 30 2 4 11 162
Robust ranking of multivariate GARCH models by problem dimension 0 0 1 14 1 6 13 102
SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE 0 0 0 86 2 4 12 700
SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 6 1 3 9 35
Scalar BEKK and indirect DCC 0 0 0 125 2 5 13 404
Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 0 1 6 18
Seeking Clarity in a World Infected by COVID-19 and Fake News 0 0 0 27 2 2 12 118
Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation 0 0 0 0 0 2 6 17
Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 0 0 0 0 0 3 5 27
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function 0 0 0 22 3 6 11 91
Sherlock Holmes and the Search for Truth: A Diagnostic Tale 0 0 0 0 2 4 20 969
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 2 59 4 6 12 256
Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models 0 0 0 3 1 2 6 42
Simplicity, Scientific Interference and Econometric Modelling 0 0 0 43 0 4 8 265
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 2 4 7 132
Single-index and portfolio models for forecasting value-at-risk thresholds 0 1 2 182 3 6 15 687
Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 1 35 1 3 16 284
Some Exact Tests for Model Specification 0 0 0 48 1 5 15 188
Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses 0 0 0 6 2 2 5 41
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 2 3 11 49
Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences 0 1 1 12 3 6 14 61
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 4 3 16 35 40
Speculation and destabilisation 0 0 0 12 2 3 10 70
Spurious Relationships for Nearly Non-Stationary Series 0 0 0 4 2 6 12 32
Spurious cross-sectional dependence in credit spread changes 0 0 0 2 2 3 6 35
Stationarity and the existence of moments of a family of GARCH processes 0 0 3 193 2 7 34 509
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 17 2 4 7 149
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 13 2 4 16 95
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 3 4 9 321
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 2 3 12 69
Summary of Advances in Decision Sciences (ADS) - 2019 0 0 0 6 0 2 12 61
Summary of Advances in Decision Sciences (ADS) - 2020 0 0 0 9 2 5 10 54
Switching Orthogonality 0 0 0 0 0 2 4 147
Systematic Risk at the Industry Level: A Case Study of Australia 0 0 1 14 1 6 15 115
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES 0 0 0 0 1 2 12 117
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 3 6 10 28
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 0 0 0 21 2 5 19 174
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 4 4 10 129
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES 0 0 0 22 1 3 7 160
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 0 0 3 12 13 18 35 72
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 0 0 1 57 5 6 11 214
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 1 10 1 2 9 76
Testing Multiple Non‐Nested Factor Demand Systems 0 0 0 0 3 4 16 17
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 1 3 9 79
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 2 5 10 36
Testing for contagion in ASEAN exchange rates 0 0 0 5 1 1 7 57
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 7 7 10 43
Testing long-run neutrality using intra-year data 0 0 2 20 3 6 16 134
Testing periodically integrated autoregressive models 0 0 0 1 2 2 14 47
Testing separate models with stochastic regressors 0 0 0 11 2 3 10 66
Testing separate regression models subject to specification error 0 0 2 28 2 3 15 139
Testing the life-cycle permanent income hypothesis using intra-year data for Sweden 0 0 0 6 2 3 8 60
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts 0 0 0 67 6 7 12 293
The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 0 0 0 0 0 1 11 232
The Econometrics of Financial Time Series 0 0 1 4 1 3 10 17
The Fundamental Equation in Tourism Finance 0 0 0 19 0 3 12 129
The Future of Tourism in the COVID-19 Era 0 1 1 491 1 5 27 1,927
The Gender Wealth Gap by Household Head in Vietnam 0 0 3 75 7 14 28 412
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 1 4 14 49
The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 0 0 0 0 0 5 12 18
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 0 0 0 0 0 2 6 9
The Journal of Risk and Financial Management in Open Access 0 0 0 47 1 8 40 219
The Osaka Econometrics Conference: Osaka, Japan, 1995 0 0 0 0 0 1 4 73
The Safety of Banks in Vietnam Using CAMEL 0 0 10 96 4 12 40 267
The Ten Commandments for Academics 0 0 1 145 1 3 13 459
The Ten Commandments for Attending a Conference 0 0 0 2 0 4 8 12
The Ten Commandments for Organizing a Conference 0 0 0 4 2 6 12 22
The Ten Commandments for Presenting a Conference Paper 0 0 0 1 0 1 5 7
The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia 0 0 0 0 0 1 3 7
The complexity of simplicity 0 0 0 0 3 6 13 44
The correct regularity condition and interpretation of asymmetry in EGARCH 0 0 0 107 0 5 18 303
The econometrics of intellectual property: An overview 0 0 0 65 2 3 5 191
The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions 0 0 0 0 3 4 10 37
The fiction of full BEKK: Pricing fossil fuels and carbon emissions 0 0 0 2 1 3 14 56
The impact of China on stock returns and volatility in the Taiwan tourism industry 0 0 0 7 2 4 11 93
The impact of jumps and leverage in forecasting covolatility 0 0 0 5 3 5 9 46
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations 0 0 0 11 3 4 12 82
The minimum error variance rule for non-linear regression models 0 0 0 22 0 1 3 123
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power 0 0 0 1 3 4 10 32
The rise and fall of S&P500 variance futures 0 0 1 7 5 7 14 97
The significance of testing empirical non-nested models 0 1 1 114 1 4 16 465
The structure of dynamic correlations in multivariate stochastic volatility models 0 1 2 146 1 3 14 437
The ten commandments for ranking university quality 0 0 0 81 2 5 12 279
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management 0 0 0 8 2 3 9 71
Theory and application of an economic performance measure of risk 0 0 0 6 2 3 9 97
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 1 18 11 14 33 133
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 16 4 6 15 118
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 1 9 211
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries 0 0 0 0 2 3 9 21
Trump’s COVID-19 tweets and Dr. Fauci’s emails 0 0 0 3 1 6 17 49
Value-at-Risk for country risk ratings 0 0 0 23 2 2 24 138
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 3 8 17 1,066
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 8 1 3 23 110
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 13 2 3 11 81
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 6 8 18 97
Volatility models of currency futures in developed and emerging markets 0 0 0 1 2 2 4 38
Volatility smirk as an externality of agency conflict and growing debt 0 0 0 4 1 7 9 47
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 6 7 22 89
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy 0 0 1 9 2 4 14 55
Volatility spillovers from the Chinese stock market to economic neighbours 0 0 0 10 0 2 10 103
WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE 0 0 0 3 3 5 8 43
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG 0 0 0 0 2 5 11 207
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 0 0 0 8 3 5 20 61
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 17 1 4 9 87
What Will Take the Con out of Econometrics? 1 1 2 189 4 7 15 556
What makes a great journal great in the sciences? Which came first, the chicken or the egg? 0 0 0 5 3 6 13 56
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 1 2 7 84
You’ve Got Email: A Workflow Management Extraction System 0 0 0 2 2 2 11 79
ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES 0 1 3 41 3 6 17 93
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality 0 0 0 3 1 2 8 22
Total Journal Articles 13 33 226 16,240 1,003 2,069 5,995 80,412
17 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Small Island Tourism 0 0 4 9 1 2 11 64
Total Books 0 0 4 9 1 2 11 64

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessment of Risk Ratings and Risk Returns for 120 Representative Countries 0 0 0 0 1 1 4 9
Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 0 2 3 7 10
Chapter 5 The GFT Utility Function 0 0 0 5 1 2 6 22
Conclusion 0 0 0 0 1 1 4 5
Conclusion 0 0 0 0 1 1 3 4
Conditional Volatility Models for Risk Ratings and Risk Returns 0 0 0 0 1 1 3 3
Country Risk Models: An Empirical Critique 0 0 0 0 0 0 3 4
Data Description 0 0 0 0 1 1 2 3
Econometric Methodology 0 0 0 0 0 2 3 4
Estimation and Empirical Results 0 0 0 0 1 1 8 8
Introduction 0 0 0 0 4 4 5 6
Introduction 0 0 0 0 3 5 8 11
Literature Review 0 0 0 0 1 5 7 7
Rating Risk Rating Systems 0 0 0 1 0 2 5 7
Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns 0 0 0 0 2 3 4 4
Total Chapters 0 0 0 6 19 32 72 107

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06