Access Statistics for Michael McAleer

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"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment 0 0 0 8 3 5 9 50
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 1 33 4 11 13 131
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 6 8 11 78
A Capital Adequacy Buffer Model 0 0 0 10 2 4 7 108
A Capital Adequacy Buffer Model 1 1 1 48 5 5 11 122
A Capital Adequacy Buffer Model 0 0 0 21 5 8 11 96
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 41 4 6 8 173
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 1 1 1 79 5 9 12 89
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 3 4 6 273
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 2 6 7 129
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 2 3 3 161
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 17 4 8 10 96
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 4 9 10 111
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 3 8 13 124
A General Asymptotic Theory for Time Series Models 0 0 0 72 3 5 8 139
A Generalized Email Classification System for Workflow Analysis 0 0 1 16 3 6 7 82
A Generalized Email Classification System for Workflow Analysis 0 0 1 9 5 7 10 45
A Generalized Email Classification System for Workflow Analysis 0 0 0 39 0 1 1 198
A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS 0 0 0 0 3 6 8 1,364
A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies 0 0 0 13 1 1 3 61
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 16 5 5 8 49
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 10 3 7 9 69
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 1 1 60 1 2 7 84
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 4 5 6 56
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 15 3 5 6 36
A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS 0 0 0 0 3 3 5 884
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 2 14 4 22 26 95
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 9 5 8 9 82
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 6 0 2 3 61
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 3 11 17 136
A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms 0 0 1 18 4 6 9 73
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 2 4 4 92
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 2 6 6 87
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 1 1 1 40 6 8 9 126
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 3 4 5 57
A One Line Derivation of EGARCH 0 0 0 13 5 7 7 68
A One Line Derivation of EGARCH 0 0 0 0 4 7 8 18
A One Line Derivation of EGARCH 0 0 0 28 3 3 4 75
A One Line Derivation of EGARCH 0 0 0 25 1 4 6 104
A One Line Derivation of EGARCH 0 0 0 50 3 10 16 111
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 97 3 6 6 398
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 81 6 10 14 297
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 104 5 12 12 269
A Scientific Classification of Volatility Models 0 0 0 87 8 10 11 201
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 0 0 1 3 34
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 32 2 3 5 184
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 36 1 4 5 155
A Simple Test for Causality in Volatility 1 1 1 75 2 4 5 110
A Simple Test for Causality in Volatility 0 0 1 37 3 6 9 43
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 1 1 2 39 5 7 11 75
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 3 13 3 5 11 49
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 2 41 4 6 10 155
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 3 6 6 132
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 1 2 4 194
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 98 4 16 20 287
A Tourism Conditions Index 0 0 0 34 3 4 8 70
A Tourism Conditions Index 0 0 1 33 3 4 6 81
A Tourism Conditions Index 0 0 0 12 0 1 7 90
A Tourism Conditions Index 0 0 0 29 2 2 2 120
A Tourism Financial Conditions Index 0 0 1 36 6 8 10 106
A Tourism Financial Conditions Index 0 0 0 51 2 4 4 66
A Tourism Financial Conditions Index 0 0 0 22 2 6 7 72
A Tourism Financial Conditions Index 0 0 0 23 3 5 5 68
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 24 5 8 10 54
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 31 2 2 6 84
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 29 7 8 10 46
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 4 5 8 359
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 21 7 9 11 132
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 4 4 4 75
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 2 4 7 8 110
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 34 2 3 7 225
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 4 7 8 203
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 5 13 22 135
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 1 30 3 8 12 184
A simple expected volatility (SEV) index 0 0 0 31 2 4 4 217
A statistical analysis of industrial penetration and internet intensity in Taiwan 0 0 0 29 3 10 10 53
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 1 6 8 593
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 1 8 8 385
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 75 1 4 8 181
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 72 0 3 7 161
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 0 61 1 1 2 155
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 34 5 7 12 188
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 21 3 4 5 137
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 39 2 4 5 202
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 2 37 4 8 11 198
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 28 3 7 9 179
Alternative Asymmetric Stochastic Volatility Models 0 0 0 47 2 6 7 188
Alternative Asymmetric Stochastic Volatility Models 0 0 0 9 0 2 3 72
Alternative Asymmetric Stochastic Volatility Models 0 0 0 27 4 8 10 92
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 5 25 26 172
Alternative Asymmetric Stochastic Volatility Models 0 0 0 7 2 5 5 84
Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses 0 0 0 1 2 7 9 301
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 0 4 8 9 678
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 4 41 42 46
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 4 4 5 5 39
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 36 0 0 1 85
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors 0 0 0 5 2 5 5 91
An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia 0 0 1 42 1 3 6 178
An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series 0 0 0 15 4 9 14 118
An Event Study of Chinese Tourists to Taiwan 0 0 1 15 8 13 14 52
An Event Study of Chinese Tourists to Taiwan 1 1 2 13 4 7 10 109
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors 1 1 1 29 3 5 6 92
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia 0 0 0 57 5 8 11 234
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 34 4 8 15 83
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 2 2 4 8 51
An event study of chinese tourists to Taiwan 0 0 0 7 0 0 4 45
Analyzing Fixed-Event Forecast Revisions 1 1 1 26 1 2 5 90
Analyzing Fixed-event Forecast Revisions 0 0 0 71 3 3 4 123
Analyzing Fixed-event Forecast Revisions 0 0 0 9 5 9 13 97
Analyzing Fixed-event Forecast Revisions 0 0 0 60 6 9 12 95
Analyzing Fixed-event Forecast Revisions 0 0 0 89 3 4 5 199
Analyzing Fixed-event Forecast Revisions 1 1 1 3 5 9 11 74
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 1 58 3 6 8 184
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 3 6 8 157
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 46 1 4 8 219
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 2 4 11 359
Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada 0 0 0 0 1 2 4 60
Are Forecast Updates Progressive? 0 0 0 28 4 7 11 144
Are Forecast Updates Progressive? 0 0 0 28 3 10 16 100
Are Forecast Updates Progressive? 0 0 0 27 2 3 3 125
Are Forecast Updates Progressive? 0 0 0 33 0 4 4 92
Are Forecast Updates Progressive? 0 0 0 24 3 4 4 138
Are Forecast Updates Progressive? 0 0 0 39 3 4 5 152
Are Forecast Updates Progressive? 0 0 0 22 2 4 4 100
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 31 4 5 8 88
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 1 14 2 4 11 80
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? 0 0 0 44 11 24 35 213
Article Influence Score = 5YIF divided by 2 0 0 0 49 3 5 7 336
Article Influence Score = 5YIF divided by 2 0 0 0 60 4 5 14 593
Asian Monetary Integration: A Structural VAR Approach 0 0 0 350 6 7 8 484
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 1 2 5 99
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 1 24 4 6 8 148
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 1 5 7 117
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 15 5 6 6 104
Asymmetric Multivariate Stochastic Volatility 0 0 1 263 1 5 11 628
Asymmetric Realized Volatility Risk 0 0 0 45 3 5 10 84
Asymmetric Realized Volatility Risk 0 0 0 84 4 9 12 108
Asymmetric Realized Volatility Risk 0 0 0 37 3 4 6 97
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 25 1 3 5 121
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 8 3 5 8 98
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 2 1 2 3 74
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 11 2 6 7 61
Asymmetry and Leverage in Conditional Volatility Models 0 0 1 65 4 4 13 116
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 0 1 8 8 9
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 42 3 6 9 95
Asymmetry and Leverage in Realized Volatility 0 0 1 20 3 5 8 93
Asymmetry and Leverage in Realized Volatility 0 0 0 39 0 1 2 119
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 4 10 12 147
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 6 8 8 140
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 7 10 11 116
Asymmetry and Long Memory in Volatility Modelling 0 0 0 29 7 12 15 145
Asymmetry and leverage in realized volatility 0 0 0 71 4 5 5 130
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 5 7 107
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 3 3 3 258
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 45 1 2 3 56
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 4 7 9 43
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 1 20 6 8 11 36
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 38 5 10 12 85
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 2 4 7 11 51
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 19 4 4 4 58
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 5 12 20 555
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 33 3 3 3 73
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 18 6 9 12 74
Bayesian analysis of realized matrix-exponential GARCH models 0 0 0 8 1 3 7 50
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 45 4 9 10 92
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 1 55 8 9 13 124
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 24 2 4 5 62
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database 0 0 0 14 4 5 7 87
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 80 12 13 20 125
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 42 7 10 14 81
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 55 5 5 8 176
Block Structure Multivariate Stochastic Volatility Models 0 0 0 30 3 3 5 122
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 3 6 6 116
CO2 Emissions, Energy Consumption and Economic Growth 0 0 1 83 0 5 9 220
CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership 1 1 2 38 3 6 13 56
COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS 0 0 0 0 2 3 3 189
Carpooling with heterogeneous users in the bottleneck model 0 0 0 76 4 5 9 152
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 21 3 5 10 138
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 8 12 12 119
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 2 11 11 114
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 34 2 5 6 162
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 1 35 1 4 8 60
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 1 39 2 3 7 60
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 1 1 1 63 5 9 14 185
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 62 5 12 15 120
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 8 3 4 5 167
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 22 0 5 5 192
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 104 6 11 17 565
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 71 5 9 12 614
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 1 1 4 5 79
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 23 1 1 1 115
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 1 13 1 2 4 96
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 17 4 7 7 89
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 0 0 1 9 6 17 23 96
Cointegrated Dynamics for A Generalized Long Memory Process 0 0 0 25 4 8 15 46
Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates 0 0 0 26 10 13 15 60
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 2 5 6 382
Combining Non-Replicable Forecasts 0 0 0 21 4 5 6 73
Combining Non-Replicable Forecasts 0 0 0 38 3 9 12 112
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency 0 0 0 24 4 10 10 170
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 1 1 1 5
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 2 2 7 9 38
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 1 5 5 287
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 41 3 4 6 245
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 3 3 5 342
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 2 11 12 245
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 113 7 11 13 424
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 57 3 5 9 252
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 2 5 6 344
Connecting VIX and Stock Index ETF 0 0 0 33 7 11 11 139
Connecting VIX and Stock Index ETF 0 0 0 18 2 4 5 96
Connecting VIX and Stock Index ETF 0 0 1 32 3 3 4 88
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 2 11 3 5 12 84
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 38 3 5 6 58
Convergence and Catching Up in ASEAN: A Comparative Analysis 0 0 0 246 4 7 8 609
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 17 4 6 7 62
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 6 1 4 5 43
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 1 3 8 355
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 287 0 11 19 968
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 3 123 8 10 16 460
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 1 3 3 314
Cruising is Risky Business 0 0 0 25 2 5 6 147
DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 0 0 0 158
DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 1 5 6 317
DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA 0 0 0 0 3 4 4 369
Daily Market News Sentiment and Stock Prices 0 0 0 31 7 8 12 155
Daily Market News Sentiment and Stock Prices 0 0 1 70 4 7 15 345
Daily Market News Sentiment and Stock Prices 0 1 2 15 1 4 15 125
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 1 42 5 5 8 242
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 48 3 7 9 564
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 2 49 6 7 12 368
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan 0 0 0 24 5 14 15 265
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 3 7 14 84
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 1 1 1 60 4 8 14 159
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 6 14 17 104
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 3 4 4 4
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 1 3 3 21
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 9 4 4 6 107
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 8 3 4 4 78
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 26 2 4 4 137
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 1 93 7 8 11 226
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 101 4 6 9 248
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 44 3 5 5 105
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 1 12 7 10 18 123
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 1 1 1 61 4 9 10 154
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 32 14 22 30 186
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 40 4 6 7 417
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 148 6 12 13 498
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 3 3 115
Does the ROMC have expertise, and can it forecast? 0 0 0 10 1 1 5 140
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 2 5 10 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 1 5 7 49
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 6 6 8 57
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 0 3 441 5 8 18 2,531
Drawbacks in the 3-factor approach of Fama and French 0 0 0 30 0 3 5 54
Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal 0 0 0 0 3 4 5 209
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 3 6 8 85
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 1 4 4 74
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 20 5 8 11 91
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 4 6 6 261
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 3 4 5 181
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 19 4 7 7 107
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 51 4 6 6 164
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 63 2 4 5 209
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 66 5 6 9 195
ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS 0 0 0 0 0 2 5 331
ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS 0 0 0 0 3 6 7 517
Earnings responses to disability benefit cuts 0 1 1 24 3 6 7 78
Ecologically Sustainable Tourism Management 0 0 0 413 3 7 16 1,413
Econometric Analysis of Financial Derivatives 0 0 0 46 4 7 10 167
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 39 8 12 15 149
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 40 1 4 5 154
Econometric Analysis of Financial Derivatives: An Overview 0 0 2 29 3 6 11 114
Econometric modelling in finance and risk management: An overview 0 0 0 261 2 2 4 613
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 1 13 3 4 8 47
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 5 8 12 66
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 0 39 6 11 17 96
Energy consumption and economic growth: Evidence from Vietnam 0 0 4 71 4 7 18 198
Environmental Technology Strengths: International Rankings Based on US Patent Data 0 0 0 167 5 6 8 559
Establishing National Carbon Emission Prices for China 0 0 0 31 12 17 20 119
Establishing National Carbon Emission Prices for China 0 0 0 19 2 9 11 55
Establishing National Carbon Emission Prices for China 0 0 1 14 10 13 16 74
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 15 2 5 7 100
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 68 4 5 5 224
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 60 3 6 7 276
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 1 1 1 44 3 7 7 249
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 28 3 5 6 174
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 1 40 0 0 1 275
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 24 1 2 2 150
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 1 4 5 191
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 66 1 3 5 72
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 37 2 4 8 57
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 3 5 7 46
Estimating implied recovery rates from the term structure of CDS spreads 0 0 0 38 6 9 10 201
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 42 4 7 8 679
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 45 6 11 15 247
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 16 5 8 9 133
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 31 3 5 10 313
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 1 5 6 94
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 3 9 10 236
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 1 1 4 117
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 1 1 175
Estimating the impact of whaling on global whale watching 0 0 0 34 6 8 13 248
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 4 6 7 440
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 5 5 5 267
Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables 0 0 0 1 4 7 11 564
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 5 7 8 109
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 2 5 8 71
European Market Portfolio Diversification Strategies across the GFC 0 1 1 13 3 6 8 78
Evaluating Combined Non-Replicable Forecast 0 0 0 3 2 4 6 86
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 4 5 5 86
Evaluating Combined Non-Replicable Forecasts 0 0 1 8 3 6 8 57
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 1 2 2 81
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 2 3 4 148
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 1 3 4 90
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 4 7 9 230
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 98 6 8 9 159
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 167 3 10 17 232
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 6 6 8 183
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 6 6 6 294
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 5 6 9 169
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 4 7 8 179
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 3 7 9 199
Exact Tests of a Model Against Non-Nested Alternatives 0 0 0 0 3 6 8 98
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 1 3 3 76
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 2 5 5 111
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 23 4 6 6 124
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 1 16 2 6 9 97
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 3 5 5 142
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 1 2 5 138
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 2 2 2 109
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 2 8 9 117
Expert opinion versus expertise in forecasting 0 0 0 91 3 13 15 485
Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather 1 1 3 108 5 9 17 835
Fake News and Indifference to Truth 0 0 1 15 4 4 10 93
Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 1 8 5 9 17 128
Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 1 6 90 8 20 93 447
Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 1 20 1 4 9 73
Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 2 130 10 28 47 2,692
Fat Tails and Asymmetry in Financial Volatility Models 0 0 0 419 13 19 24 1,039
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 4 6 8 68
Financial Credit Risk and Core Enterprise Supply Chains 0 0 1 31 5 7 12 166
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 4 11 13 120
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 2 3 7 118
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 2 5 10 83
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets 0 0 1 50 9 12 15 171
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 10 4 7 11 61
Financial inclusion and macroeconomic stability in emerging and frontier markets 0 0 1 48 3 7 11 70
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 51 9 28 32 151
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 17 6 10 12 108
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 37 3 9 10 115
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 4 5 7 163
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 4 8 10 135
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 4 5 5 81
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 1 2 6 173
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 84 1 7 10 148
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 35 2 8 9 107
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 7 12 12 94
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 6 9 10 143
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 2 4 5 107
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 56 0 1 5 169
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 84 8 15 17 276
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 87 5 10 16 149
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range 0 0 0 63 4 10 10 185
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 38 5 10 12 90
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 4 15 25 160
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 1 25 2 4 6 183
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 4 6 9 191
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 18 2 2 5 89
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 48 4 7 10 71
Forecasting the volatility of Nikkei 225 futures 0 0 0 36 3 9 14 102
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 2 3 5 265
From Disorder to Order 0 0 0 3 5 6 7 57
From Disorder to Order 0 0 0 7 1 2 4 46
From Disorder to Order 0 0 0 1 2 3 4 31
Frontiers in Time Series and Financial Econometrics 1 2 5 144 5 7 12 357
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 55 3 4 8 122
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 2 87 3 5 11 107
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 5 10 10 205
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 3 10 11 204
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 17 7 10 12 180
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 3 7 8 296
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 6 9 277
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 5 8 10 219
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 2 3 4 179
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 4 6 8 180
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 4 4 5 97
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 48 5 5 9 148
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 1 1 51 3 10 14 140
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 91 5 5 8 315
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 51 5 9 16 198
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 42 1 3 5 325
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 30 0 2 8 267
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 35 1 2 6 187
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 19 19 24 166
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 1 1 11 5 8 9 152
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 1 2 2 287
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 2 2 8 212
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 4 4 4 187
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 6 12 13 172
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 6 6 6 165
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 2 8 10 577
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 150 4 7 12 311
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 3 4 6 567
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 3 4 6 458
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 27 1 2 6 75
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 42 2 3 7 116
Hedge Fund Portfolio Diversification Strategies across the GFC 0 0 0 20 15 21 24 107
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 3 8 9 82
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 44 6 8 10 106
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 64 2 2 3 129
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 18 6 7 11 110
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 4 10 13 108
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 7 8 11 156
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 2 9 11 148
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 1 1 1 52 4 8 9 234
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 28 3 6 8 232
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics 0 0 0 6 2 5 7 109
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 46 3 7 8 146
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 8 3 7 12 96
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 23 3 7 8 107
How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? 0 0 0 10 2 3 6 113
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 3 0 2 2 124
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 12 2 3 4 136
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 6 5 9 11 116
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 16 4 5 8 151
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 32 3 5 5 126
How Volatile is ENSO? 0 0 0 14 1 2 2 91
How Volatile is ENSO? 0 0 0 9 1 4 6 82
How Volatile is ENSO? 0 0 0 8 2 10 13 107
How Volatile is ENSO? 0 0 0 13 5 7 8 85
How Volatile is ENSO? 0 0 0 17 8 10 11 88
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 3 3 4 4 92
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 16 3 10 11 137
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 1 32 2 5 7 188
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 14 3 5 9 136
How are VIX and Stock Index ETF Related? 0 0 0 19 4 6 13 113
How are VIX and Stock Index ETF Related? 0 0 0 14 10 13 23 122
How does Zinfluence Affect Article Influence? 0 0 0 8 3 5 6 67
How does Zinfluence Affect Article Influence? 0 0 0 13 2 5 5 82
How does Zinfluence Affect Article Influence? 0 0 0 7 3 3 5 132
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 192 3 7 15 639
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 81 8 13 15 297
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 1 1 1 76 4 5 5 290
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 68 1 5 6 287
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 55 5 6 8 164
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 79 2 7 8 191
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 77 6 9 9 205
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity 0 0 0 31 5 8 8 137
Impact of Psychological Needs on Luxury Consumption 0 0 0 121 3 7 9 124
Impact of Psychological Needs on Luxury Consumption 0 0 1 30 3 8 14 101
Impact of Psychological Needs on Luxury Consumption 0 0 0 36 5 7 13 91
Industrial Agglomeration and Use of the Internet 0 0 0 36 1 3 4 91
Industrial Agglomeration and Use of the Internet 0 0 0 34 5 9 9 78
Industrial Agglomeration and Use of the Internet 0 0 0 35 6 7 8 93
Industrial Penetration and Internet Intensity 0 0 0 12 3 5 7 69
Industrial penetration and internet intensity 0 0 0 23 2 4 5 53
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 1 1 73 2 11 12 148
Input-output Structure and Growth in China 0 0 0 431 4 9 11 1,055
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 1 1 2 119 3 4 7 699
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 1 3 47 8 15 18 295
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 0 3 117
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 3 3 4 188
Interdependence of international tourism demand and volatility in leading ASEAN destinations 1 1 1 58 2 3 3 209
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 0 3 8 10 85
Interest Rates and durability in the Linear Expenditure Family 0 0 0 0 4 6 7 21
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 1 39 3 4 6 152
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 2 3 7 167
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 3 4 4 187
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 2 6 6 216
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 35 6 13 16 109
International Technology Diffusion of Joint and Cross-border Patents 0 0 1 34 2 3 4 61
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 4 2 4 4 56
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 78 4 5 5 79
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 12 1 7 9 79
International Technology Diffusion of Joint and Cross-border Patents (Revised version) 0 0 0 32 1 6 9 51
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 4 8 10 129
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 3 5 7 150
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 1 4 5 98
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 41 6 8 9 203
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 3 8 11 114
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 17 16 19 19 114
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 14 4 5 6 95
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 41 5 9 11 167
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 1 5 3 4 6 86
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 1 1 1 10 5 7 7 105
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 4 5 173
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 0 0 190
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 7 7 8 179
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 5 6 6 903
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 56 4 6 7 62
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 41 4 6 7 93
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 48 1 5 12 58
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 76 7 9 12 298
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 270 2 2 4 1,771
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 5 9 10 157
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 6 6 7 111
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 28 6 7 12 271
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 31 5 6 9 199
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 24 4 7 10 182
Journal Impect Factor Versus Eigenfactor and Article Influence 0 0 0 7 1 4 8 141
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 23 3 6 7 85
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 1 60 3 11 12 615
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 30 3 3 4 81
Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations 0 0 0 34 3 3 5 53
KEYNESIAN AND NEW CLASSICAL MODELS OF UNEMPLOYMENT REVISITED 0 0 0 0 4 5 6 577
Keynesian and new classical models of unemployment revisited 0 0 0 6 4 4 10 70
Keynesian and new classical models of unemployment revisited 0 0 0 1 1 1 4 16
Keynesian and new classical models of unemployment revisited 0 0 0 0 8 14 15 21
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 1 1 2 19 4 7 11 61
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 13 2 6 9 44
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 68 2 3 7 145
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 9 4 10 12 91
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 29 4 7 8 160
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 36 0 0 1 132
Long Run Returns Predictability and Volatility with Moving Averages 0 0 1 21 4 8 10 85
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 56 5 11 14 105
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series 0 0 0 29 4 11 16 182
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 21 11 13 18 177
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 15 3 9 12 104
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 1 5 9 82
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 3 7 8 62
Management Science, Economics and Finance: A Connection 0 0 0 79 14 19 19 131
Management Science, Economics and Finance: A Connection 0 0 0 25 18 25 28 135
Management science, economics and finance: A connection 0 0 0 35 1 4 5 92
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives 0 0 1 91 7 9 11 673
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 4 8 9 335
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 2 8 9 297
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 7 9 9 196
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 9 12 23 188
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 1 9 12 240
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 7 3 4 5 81
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 4 6 7 44
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 4 4 6 40
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 4 1 3 3 50
Market Timing with Moving Averages 0 0 0 23 3 9 10 68
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 24 4 6 12 70
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 1 28 5 7 14 75
Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball 0 0 0 52 0 0 2 118
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 198 5 9 12 1,264
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 66 5 7 11 379
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 48 2 5 10 171
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 2 34 3 5 7 92
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 1 81 4 6 8 268
Modeling and Simulation: An Overview 0 0 0 119 3 4 6 153
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 52 3 6 6 180
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 1 118 5 6 8 460
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 117 4 4 6 532
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 18 7 13 14 126
Modeling the Volatility in Global Fertilizer Prices 0 0 0 23 2 4 5 97
Modeling the Volatility in Global Fertilizer Prices 0 0 0 52 5 5 5 160
Modeling the Volatility in Global Fertilizer Prices 0 0 0 42 0 0 2 169
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 1 64 3 5 8 200
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 23 3 5 6 163
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 3 6 9 162
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 4 11 12 120
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 1 1 5 131
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 1 2 4 150
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 0 0 0 386 4 5 7 1,562
Modelling Environmental Risk 0 0 0 198 3 6 6 800
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 30 5 7 7 177
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 2 116 1 8 29 629
Modelling International Travel Demand from Singapore to Australia 0 0 1 342 3 5 7 1,206
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 4 7 7 219
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 4 7 12 260
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 20 2 5 6 125
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 3 5 5 227
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 22 2 4 9 103
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 4 8 9 171
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 17 9 13 20 150
Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 25 6 13 14 141
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 61 2 6 7 295
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 62 7 11 12 314
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn 1 1 2 14 5 6 7 78
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 14 5 8 8 63
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 4 9 11 73
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 1 24 3 7 10 116
Modelling and Forecasting Daily International Mass Tourism to Peru 0 0 0 83 0 4 6 435
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 5 9 12 141
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 3 7 9 160
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 2 6 11 141
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 2 4 7 154
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 3 7 8 132
Modelling and Simulation: An Overview 0 0 0 5 5 6 8 76
Modelling and Simulation: An Overview 0 0 0 42 3 5 5 112
Modelling and Simulation: An Overview 0 0 0 21 2 5 5 109
Modelling and Simulation: An Overview 0 0 0 51 1 2 4 96
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 17 4 8 9 82
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 27 7 10 11 84
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China 0 0 0 47 2 3 4 103
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 8 12 12 260
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 1 51 3 4 6 150
Modelling sustainable international tourism demand to the Brazilian Amazon 0 0 0 57 6 9 10 261
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 19 8 10 11 123
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 1 1 1 13 4 4 7 137
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 26 2 4 5 110
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 4 5 5 302
Modelling the Determinants of International Tourism Demand to Australia 0 0 3 179 3 13 20 897
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 29 4 6 7 99
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 39 4 6 11 149
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 50 7 11 12 185
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 5 3 5 7 106
Modelling the Growth and Volatility in Daily International Mass Tourism to Peru 0 0 0 27 3 8 8 196
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 1 38 5 7 11 180
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 51 0 1 2 199
Modelling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 21 5 14 16 85
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 9 3 7 7 140
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 23 4 8 9 155
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 1 26 3 4 8 130
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 6 1 2 2 91
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 1 15 3 3 4 114
Modelling the relationship between crude oil and agricultural commodity prices 0 0 0 39 3 8 13 221
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan 0 0 0 10 0 2 3 91
Modelling volatility spillovers for bio-ethanol, sugarcane and corn 0 0 0 30 9 23 23 118
Moment Restriction-based Econometric Methods: An Overview 0 0 1 204 2 5 16 1,340
Moment Restriction-based Econometric Methods: An Overview 0 0 0 9 2 2 2 76
Moment Restriction-based Econometric Methods: An Overview 0 0 0 19 0 1 2 118
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 3 6 8 224
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 1 78 11 13 14 286
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 7 10 10 192
Multivariate Stochastic Volatility 0 0 1 36 5 11 20 207
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 3 6 11 85
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 4 6 8 84
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 1 1 6 0 3 4 58
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 6 11 12 377
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 97 4 6 9 238
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies 0 0 0 52 1 4 6 94
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 4 8 12 119
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 3 6 8 90
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 2 8 11 91
ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL 0 0 0 0 4 8 8 739
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 6 6 8 272
On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach 0 0 0 1 2 4 4 352
On the Consistency of Joint and Paired Tests for Non-Nested Regression Models 0 0 0 0 3 4 6 112
On the Invertibility of EGARCH 0 0 0 28 5 6 7 66
On the Invertibility of EGARCH 0 0 0 36 0 2 4 73
On the Invertibility of EGARCH 0 0 0 34 8 11 11 70
On the Invertibility of EGARCH 0 0 0 17 2 5 7 62
On the Invertibility of EGARCH(p,q) 0 0 0 32 1 4 5 75
On the Invertibility of EGARCH(p,q) 0 0 0 3 1 1 3 63
On the Invertibility of EGARCH(p,q) 0 0 0 8 5 7 8 61
On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments 0 0 0 36 6 11 14 200
On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 0 0 0 42 1 2 5 216
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 2 245 5 7 9 493
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 3 4 4 454
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 4 4 6 268
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 4 5 6 217
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 1 3 7 168
Patent Activity and Technical Change 0 0 0 71 3 15 17 375
Patent Activity and Technical Change 0 0 0 64 5 6 6 286
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 3 7 8 207
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 1 1 1 31 3 5 5 159
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 43 3 6 7 207
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 9 2 3 4 47
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 4 4 6 6 39
Prediction of Gas Concentration based on the Opposite Degree Algorithm 0 0 0 16 0 1 2 44
Pricing Carbon Emissions in China 0 0 0 58 3 4 7 201
Pricing Carbon Emissions in China 0 0 0 32 6 8 11 73
Pricing carbon emissions in China 0 0 0 18 0 1 3 83
Pricing of Non-ferrous Metals Futures on the London Metal Exchange 0 1 1 474 8 20 27 2,401
Principles and Methods in the Testing of Alternative Models 0 0 0 0 1 5 8 73
Principles and Methods in the Testing of Alternative Models 0 0 0 0 6 9 12 32
Problems of Estimating the Linear Expenditure System and its Related Forms 0 0 0 0 2 3 5 476
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 5 7 16 63
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 107 8 24 30 481
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 24 6 9 16 153
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 32 4 6 9 182
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 35 4 5 11 78
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 31 8 12 14 58
Pros and cons of the impact factor in a rapidly changing digital world 0 0 0 28 4 12 27 86
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 25 4 9 9 73
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 5 3 5 8 68
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 12 9 12 13 88
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 35 3 9 11 91
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 2 4 6 8 52
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 17 2 3 4 47
Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 18 5 10 12 75
REALIZED VOLATILITY RISK 0 0 0 80 5 7 13 211
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 1 2 35 3 10 16 187
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 20 2 6 6 158
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 1 1 1 460 5 10 17 1,682
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 22 0 2 5 116
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 9 0 3 5 92
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 1 2 21 5 8 10 132
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 18 2 4 5 103
Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability 0 0 0 29 5 7 7 174
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 10 5 10 11 112
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 66 2 5 7 112
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 703 4 6 9 2,017
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc 0 0 1 10 3 5 8 122
Ranking Multivariate GARCH Models by Problem Dimension 0 0 1 51 7 19 22 149
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 48 8 17 17 188
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 51 3 4 5 152
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 41 5 10 11 220
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 33 1 6 13 139
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 51 3 6 11 136
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 76 9 10 10 120
Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation 0 0 0 43 4 6 8 217
Ranking multivariate GARCH models by problem dimension 0 0 0 77 8 13 15 220
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 35 2 2 3 104
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 12 7 9 9 82
Re-opening the silk road to transform chinese trade 0 0 0 22 2 3 4 65
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 5 8 9 58
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 24 3 7 13 72
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 53 4 8 9 95
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 14 2 4 5 43
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 11 0 3 5 49
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 41 2 5 8 55
Realized Stochastic Volatility with General Asymmetry and Long Memory 1 1 1 23 4 6 8 76
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 93 2 5 5 53
Realized Volatility Risk 0 0 0 62 5 12 15 148
Realized Volatility Risk 0 0 0 29 1 1 4 117
Realized Volatility Risk 0 0 0 90 3 7 13 128
Realized Volatility Risk 0 0 0 68 2 5 12 158
Realized volatility risk 0 0 0 48 3 10 17 78
Realized volatility: a review 0 1 3 887 6 13 24 1,856
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 52 4 7 15 178
Recent Developments in Financial Economics and Econometrics: An Overview 1 1 1 91 2 7 18 348
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 62 7 10 12 200
Recent Developments in Financial Economics and Econometrics: An Overview 0 1 1 46 10 15 18 222
Recent Developments in Financial Economics and Econometrics:An Overview 0 0 1 91 2 8 14 262
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 36 1 3 4 97
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 1 14 0 3 5 51
Recent topical research on global, energy, health & medical, and tourism economics, and global software 0 0 0 23 2 3 5 44
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 1 1 3 199
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 5 7 8 272
Rent Seeking for Export Licenses: Application to the Vietnam Rice Market 0 0 0 40 5 8 12 135
Rent seeking for export licenses: Application to the Vietnam rice market 0 0 1 24 9 17 22 97
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 2 3 4 26
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 1 25 7 9 11 141
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 34 0 1 4 95
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 1 1 17 5 7 9 72
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 4 9 12 12 82
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 29 2 6 6 69
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 1 3 7 193
Risk Analysis of Energy in Vietnam 0 0 0 27 4 8 9 65
Risk Management and Financial Derivatives: An Overview 1 1 2 250 5 6 14 1,334
Risk Management and Financial Derivatives: An Overview 0 0 0 86 2 4 5 304
Risk Management and Financial Derivatives: An Overview 0 0 0 158 1 5 13 451
Risk Management and Financial Derivatives:An Overview 1 1 1 119 7 10 11 566
Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain 0 0 0 34 2 3 6 189
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 1 3 6 11 16 52
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 1 115 0 3 7 513
Risk Management of Precious Metals 0 1 1 92 6 12 15 369
Risk Management of Precious Metals 0 1 1 72 2 5 6 254
Risk Management of Precious Metals 0 0 0 95 10 15 17 444
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 72 4 12 16 310
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 12 18 20 181
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 7 9 10 238
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 20 3 6 9 173
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 1 19 2 4 7 163
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 4 93 4 8 16 194
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 10 11 14 245
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 3 9 12 265
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 1 29 1 5 9 84
Risk Measurement and Risk Modelling using Applications of Vine Copulas 0 0 1 40 3 3 8 84
Risk Measurement and risk modelling using applications of Vine Copulas 0 0 0 23 4 7 10 79
Risk Modeling and Management: An Overview 0 0 0 42 1 6 8 126
Risk Modelling and Management: An Overview 0 0 0 28 3 6 9 138
Risk Modelling and Management: An Overview 0 0 0 4 3 6 11 84
Risk Modelling and Management: An Overview 0 0 0 116 1 2 5 125
Risk Modelling and Management: An Overview 0 0 0 50 4 8 11 147
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 28 4 6 7 162
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 21 4 6 10 137
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 1 4 4 144
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 1 28 3 7 9 143
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 3 7 7 47
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 6 3 6 8 45
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 0 5 6 73
Risk analysis of energy in Vietnam 0 0 0 26 1 4 7 33
Risk management of precious metals 0 0 1 43 6 7 8 215
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 38 5 7 14 163
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 1 40 3 6 11 136
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 1 63 10 13 18 230
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 4 8 11 92
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 4 8 11 149
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 5 8 9 118
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 3 4 4 111
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 2 3 6 242
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 34 3 5 8 179
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 2 5 9 125
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 134 2 7 8 387
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 67 2 2 5 108
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 18 1 5 8 131
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 25 0 2 6 165
Robust Ranking of Journal Quality:An Application to Economics 1 1 2 208 2 3 5 591
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 1 59 3 9 12 258
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 17 3 6 6 101
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 49 2 3 6 123
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 4 4 4 5 82
SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS 0 0 0 2 2 4 5 847
SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NON-NESTED MODELS UNDER LOCAL HYPOTHESES 0 0 0 0 4 6 10 829
Separate Misspecified Regressions 0 0 0 0 3 3 3 113
Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function 0 0 0 0 4 4 6 63
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 5 9 10 172
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 2 30 16 24 28 266
Simple Market Timing with Moving Averages 0 0 0 10 6 10 11 48
Simple Market Timing with Moving Averages 0 0 1 32 7 8 11 132
Simplicity, scientific inference and econometric modelling 0 0 1 1 3 5 7 12
Simplicity, scientific inference and econometric modelling 0 0 0 6 3 6 9 41
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 19 7 11 13 83
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 5 4 5 9 43
Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 0 27 5 5 8 51
Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan 0 0 0 8 7 19 19 58
Some exact tests for model specification 0 0 0 0 1 1 2 22
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 2 6 9 46
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 37 5 6 12 68
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 4 6 9 71
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 18 5 6 8 82
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 1 6 7 64
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 3 3 5 54
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 19 23 34 36 65
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 8 2 3 4 35
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 85 0 1 4 71
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 26 6 7 9 45
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 5 16 19 225
Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 3 6 6 72
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 39 2 4 5 77
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 1 3 3 4 47
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 16 0 0 0 136
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 8 2 3 4 82
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 5 1 2 4 57
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 2 2 4 52
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 1 10 1 2 5 104
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 4 1 2 5 51
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 2 1 2 2 52
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 46 2 2 7 231
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 3 4 7 145
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 4 6 6 731
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 3 6 8 88
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 4 4 5 96
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 7 7 7 81
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 1 51 1 2 4 126
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 35 2 6 9 134
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 1 1 1 61 7 10 11 89
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan 1 1 1 55 6 8 12 71
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 1 1 2 320
Ten Things We Should Know About Time Series 0 0 0 361 2 5 11 301
Ten Things We Should Know About Time Series 0 0 0 12 8 11 12 74
Ten Things We Should Know About Time Series 0 0 0 175 1 1 1 146
Ten Things You Should Know About DCC 0 0 0 39 5 6 7 175
Ten Things You Should Know About DCC 0 0 0 39 3 5 7 77
Ten Things You Should Know About DCC 0 0 1 89 2 5 20 184
Ten Things You Should Know About DCC 0 0 0 3 1 3 5 70
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 15 2 5 6 139
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 31 1 6 8 113
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 3 2 3 5 88
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 10 1 2 3 121
Ten Things you should know about DCC 0 0 0 8 4 10 11 88
Ten Things you should know about the Dynamic Conditional Correlation Representation 0 0 0 28 1 4 5 202
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 41 1 4 4 67
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 39 6 9 10 131
Testing Multiple Non-nested Factor Demand Systems 0 0 1 21 3 4 5 132
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 4 7 10 276
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 3 3 3 6
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 3 3 6 30
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 2 5 5 271
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 2 4 4 106
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 42 31 61 63 139
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 5 8 8 40
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 3 5 6 90
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 7 9 9 62
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 2 4 4 54
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 0 0 1 60
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 0 41 2 4 5 43
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 2 4 4 76
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 1 3 5 64
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 4 5 6 113
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 0 1 4 102
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 4 6 7 107
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 40 3 4 5 75
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 37 1 5 8 41
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 64 3 3 3 104
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 2 5 6 133
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 26 4 5 6 139
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 2 4 7 135
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 1 4 4 85
The Endowment Effect in Games 0 0 0 47 3 8 12 129
The Fiction of Full BEKK 0 0 0 26 2 4 5 63
The Fiction of Full BEKK 0 0 0 26 3 10 11 62
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 38 2 8 8 93
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 16 1 7 10 54
The Fundamental Equation in Tourism Finance 0 0 0 42 1 2 3 73
The Fundamental Equation in Tourism Finance 0 0 0 30 2 4 4 77
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 15 1 4 4 96
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 66 3 10 10 91
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 1 4 5 9 10 61
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 1 34 4 9 15 125
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 27 3 7 7 79
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 14 1 4 6 61
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 35 1 2 5 78
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 3 4 8 55
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 5 8 10 93
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 1 4 6 32
The Interpretation of the Cox Test in Econometrics 0 0 0 0 5 8 8 584
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 1 33 6 12 15 115
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 1 2 3 3 48
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 1 1 49
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 2 5 7 178
The Rise and Fall of S&P500 Variance Futures 0 0 1 20 3 5 6 116
The Rise and Fall of S&P500 Variance Futures 0 0 1 70 10 15 17 346
The Rise and Fall of S&P500 Variance Futures 0 1 4 22 11 24 38 185
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 4 5 6 264
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 42 2 5 6 230
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 78 1 5 7 385
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 14 2 8 8 192
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 1 4 6 121
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 5 6 10 172
The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 1 1 1 66
The ten commandments for optimizing value-at-risk and daily capital charges 0 0 0 36 1 3 3 270
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 28 5 8 10 49
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 18 5 8 11 51
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management 0 0 0 33 2 6 13 109
Theory and Application of an Economic Performance Measure of Risk 0 0 0 17 1 5 6 61
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 4 13 16 70
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 3 7 12 54
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case 0 0 0 0 3 4 5 93
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 36 2 4 7 90
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 3 34 3 5 9 77
Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 31 4 7 7 123
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 37 23 28 30 177
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 2 1 5 9 79
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 11 19 23 26 130
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 141 3 9 11 359
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 35 2 6 8 114
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 3 7 7 106
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 15 4 5 10 118
Time Series Forecasts of International Tourism Demand for Australia 0 1 2 169 4 12 17 495
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 91 4 8 8 299
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 49 1 3 3 187
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 123 2 2 2 401
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 1 2 3 82
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 1 2 2 20 4 7 9 130
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 4 6 7 65
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 7 10 12 57
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 2 3 9 64
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 2 5 8 70
Two Papers on Linear Models 0 0 0 0 0 1 1 117
Two Papers on Linear Models 0 0 0 0 1 4 6 31
Two Papers on Model Testing and Discrimination 0 0 0 0 2 5 5 58
Two Papers on Model Testing and Discrimination 0 0 0 1 0 2 4 27
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 30 2 5 12 104
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 2 4 4 47
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 1 4 7 65
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 85 2 5 5 171
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 50 2 4 5 171
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 46 2 7 9 141
Value-at-Risk for Country Risk Ratings 0 0 0 96 3 4 5 279
Value-at-Risk for Country Risk Ratings 0 0 0 40 3 4 4 202
Value-at-Risk for Country Risk Ratings 0 1 2 167 2 4 8 439
Volatility Models of Currency Futures in Developed and Emerging Markets 0 0 0 164 2 4 5 488
Volatility Smirk as an Externality of Agency Conflict and Growing Debt 0 0 0 7 1 2 2 68
Volatility Smirk as an Externality of Agency Conict and Growing Debt 0 0 0 5 4 4 6 61
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 1 2 5 58
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 5 5 10 56
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 3 13 82
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 1 1 1 90 8 12 14 336
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 1 1 2 84 3 7 14 419
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 18 5 6 38 159
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 45 1 4 6 145
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 1 1 2 22 4 8 11 62
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 33 6 8 11 119
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 16 3 8 9 101
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 1 28 5 6 10 122
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 7 0 1 2 66
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 5 8 11 88
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 9 11 15 148
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 3 4 6 9 87
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 18 3 6 9 135
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 9 2 5 7 114
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 32 4 12 16 184
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 17 1 2 5 111
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 2 4 7 97
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 3 5 8 76
Volatility of a Market Index and its Components: An Application to Commodity Markets 0 0 0 149 3 5 7 299
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA 0 0 0 23 6 7 7 89
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture 0 0 0 5 2 5 7 65
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 2 3 7 122
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 10 3 5 7 90
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 9 0 1 4 99
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 32 2 7 7 128
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? 0 0 0 57 2 5 6 80
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 5 9 10 116
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 1 366
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 1 4 5 205
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 10 11 13 240
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 110 3 8 10 439
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 23 4 5 5 168
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 1 56 6 7 8 191
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 2 4 9 120
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 26 2 3 5 252
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 5 1 4 6 110
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 6 10 11 37
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 1 4 5 45
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 4 7 8 28
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 3 5 6 44
What Will Take the Con Out of Econometrics? 0 0 0 171 5 8 10 863
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 23 2 6 9 150
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 1 1 1 10 2 3 6 129
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 1 5 2 3 6 82
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 15 0 3 5 90
What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 41 1 2 2 133
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 3 4 6 128
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 8 3 11 14 59
You've Got Email: A Workflow Management Extraction System 0 0 0 7 0 1 2 70
You’ve Got Email: A Workflow Management Extraction System 0 0 0 12 3 4 5 47
You’ve Got Email: a Workflow Management Extraction System 0 0 1 12 2 5 8 49
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment 0 0 0 5 0 1 6 39
Total Working Papers 38 64 260 45,088 3,587 6,580 9,090 186,449
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 0 0 0 14 4 5 14 127
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 1 13 3 5 8 73
A Charter for Sustainable Tourism after COVID-19 0 0 0 87 3 5 5 378
A Critical Analysis of Some Recent Medical Research in Science on COVID-19 0 1 7 18 4 5 15 121
A Critique of Recent Medical Research in JAMA on COVID-19 0 0 0 191 6 29 37 2,722
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 1 1 5 142
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 20 2 4 7 110
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 1 22 3 8 12 132
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index 0 0 1 12 5 9 15 60
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes 0 1 11 20 12 21 49 85
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 3 4 4 55
A One Line Derivation of EGARCH 0 0 0 34 7 8 10 154
A Portfolio Index GARCH model 0 0 0 52 11 12 13 138
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS 0 0 0 27 2 4 8 157
A Simple Test for Causality in Volatility 0 0 0 25 3 5 5 92
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 0 5 9 12 15
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 4 7 8 9 66
A capital adequacy buffer model 0 0 0 7 4 8 10 67
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices 0 0 2 8 4 9 22 97
A cointegration analysis of annual tourism demand by Malaysia for Australia 0 0 0 14 2 5 5 69
A fractionally integrated Wishart stochastic volatility model 0 0 1 3 4 7 10 45
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 0 1 95
A general asymptotic theory for time‐series models 0 0 0 16 3 5 5 75
A market-augmented model for SIMEX Brent crude oil futures contracts 0 0 0 83 4 4 4 935
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 2 97 3 9 16 375
A neural network demand system with heteroskedastic errors 0 0 2 58 20 20 25 222
A new measure of innovation: The patent success ratio 0 0 0 3 6 6 7 30
A note on the unbiasedness test of rationality using survey data 0 0 0 32 2 2 3 102
A probit analysis of consumer behaviour in rural China 0 0 0 4 3 7 8 62
A risk map of international tourist regions in Spain 0 0 0 11 3 4 6 62
A seasonal analysis of Asian tourist arrivals to Australia 0 0 1 130 2 4 13 665
A seasonal analysis of Malaysian tourist arrivals to Australia 0 0 0 8 5 5 7 66
A simple expected volatility (SEV) index: Application to SET50 index options 0 0 0 2 6 8 10 90
A small sample test for non-nested regression models 0 0 0 21 1 1 2 136
A trinomial test for paired data when there are many ties 0 0 2 18 2 2 9 114
AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES 0 0 0 17 4 4 7 133
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 3 6 9 109
ARMAX modelling of international tourism demand 0 0 0 19 2 4 4 74
ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION 0 0 1 19 6 8 12 75
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 4 170 4 7 21 625
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY 0 0 0 57 3 6 9 234
Advances in financial risk management and economic policy uncertainty: An overview 0 1 1 36 1 6 9 251
Alternative Asymmetric Stochastic Volatility Models 0 0 1 27 6 9 12 142
Alternative Global Health Security Indexes for Risk Analysis of COVID-19 0 0 0 1 2 4 6 7
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 197 2 4 5 668
Alternative procedures and associated tests of significance for non-nested hypotheses 0 0 1 110 3 8 11 286
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 1 8 2 4 7 77
An Empirical Assessment of Country Risk Ratings and Associated Models 1 2 4 778 5 8 16 2,312
An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan 0 0 1 26 2 3 10 122
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 1 3 9 285
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 4 4 5 377
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 5 6 7 13 51
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 0 0 1 53 4 7 13 289
Analyzing fixed-event forecast revisions 0 0 0 14 6 8 9 100
Antitrust environment and innovation 0 0 0 2 1 4 5 17
Applications of the Newton-Raphson Method in Decision Sciences and Education 1 2 7 82 7 15 32 497
Are forecast updates progressive? 0 0 0 6 6 7 8 52
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 0 0 1 23 5 6 7 227
Asian monetary integration: a structural VAR approach 0 0 0 7 2 9 9 58
Asymmetric Multivariate Stochastic Volatility 0 0 2 52 8 13 17 177
Asymmetric Realized Volatility Risk 0 0 0 26 8 10 16 140
Asymmetric adjustments in the ethanol and grains markets 1 1 1 22 4 6 7 106
Asymmetry and Leverage in Conditional Volatility Models 0 0 1 27 3 3 4 110
Asymmetry and Long Memory in Volatility Modeling 0 0 1 29 1 1 6 121
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 3 3 3 44
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models 0 0 1 3 3 3 5 24
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 1 3 3 5 6 17
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 22 6 7 10 137
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 16 5 14 20 114
Bootstrap estimates of a new classical model of unemployment 0 0 0 1 2 5 5 37
Causality between CO2 Emissions and Stock Markets 0 0 0 3 7 10 16 50
Causality between market liquidity and depth for energy and grains 0 0 1 26 2 5 8 131
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 10 4 7 13 94
Coercive journal self citations, impact factor, Journal Influence and Article Influence 0 0 0 3 4 6 9 70
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates 0 0 0 6 4 5 13 43
Cointegration Analysis of Seasonal Time Series 0 1 2 13 3 10 11 52
Cointegration analysis of metals futures 0 1 1 17 5 7 9 86
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia 0 0 1 245 7 10 14 919
Cointegration in Practice 0 1 1 6 2 3 4 41
Comment 0 0 0 8 1 1 2 34
Comments on Recent COVID-19 Research in JAMA 0 0 0 24 2 5 6 128
Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S 0 0 0 0 4 4 4 6
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs 0 0 0 3 1 1 3 80
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market 0 0 1 8 4 6 11 59
Conditional correlations and volatility spillovers between crude oil and stock index returns 1 1 3 78 6 11 37 367
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 3 6 7 85
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 4 11 13 15 66
Consumption, liquidity constraints, uncertainty and temptation: An international comparison 0 0 0 25 1 2 4 122
Convergence and catching up in ASEAN: a comparative analysis 0 0 1 140 5 8 10 500
Corporate Financial Distress of Industry Level Listings in Vietnam 0 0 0 9 1 4 7 58
Crude oil hedging strategies using dynamic multivariate GARCH 0 1 3 129 8 12 25 492
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 0 6 7 10 22 86
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 0 0 3 48 8 10 21 192
Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan 1 1 3 19 3 3 8 149
Daily market news sentiment and stock prices 0 2 6 34 8 25 49 212
Data mining and the con in econometrics: the U.S. demand for money revisited 0 0 0 2 5 8 8 29
Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam 0 0 0 2 3 5 6 23
Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints 0 0 0 69 3 4 5 319
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE 0 0 0 2 5 6 9 38
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 3 5 7 101
Drawbacks in the 3-Factor Approach of Fama and French (2018) 1 1 2 8 9 17 21 46
Dynamic Asymmetric GARCH 0 1 1 97 4 9 14 280
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 0 1 82 6 8 12 284
EDITORIAL NOTE — Statement of Intent 0 0 0 0 2 2 2 21
EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE 0 0 0 0 2 2 2 18
EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS 0 0 0 6 6 8 9 72
EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 5 1 2 9 55
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 0 2 3 93
EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS 0 0 6 22 5 7 19 59
Econometric Issues in Macroeconomic Models with Generated Regressors 0 0 0 0 2 5 8 1,105
Econometric analysis of financial derivatives: An overview 0 0 0 38 2 4 7 194
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 5 10 221
Econometric modelling of non‐ferrous metal prices 0 0 0 228 3 8 9 760
Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 1 1 3 4 10
Economic growth and technological catching up by Singapore to the USA 0 1 1 7 3 9 17 63
Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 2 2 4 8
Editorial 0 0 0 0 10 11 11 12
Editorial 0 0 0 0 8 8 10 32
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) 0 0 0 5 8 9 9 74
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 1 2 4 49
Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets 0 3 8 382 6 14 26 1,382
Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts 0 0 0 0 4 4 5 7
Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* 0 0 0 15 1 3 5 46
Efficient estimation and testing of oil futures contracts in a mutual offset system 0 1 1 81 4 8 9 438
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 14 1 2 3 95
Empirical models for evaluating errors in fitting extremes of a probability distribution 0 0 0 0 1 1 1 21
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 1 15 12 16 19 104
Establishing national carbon emission prices for China 0 0 0 3 2 8 8 59
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 3 5 7 7 35
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 5 7 9 300
Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data 0 1 2 9 5 9 10 34
Estimating the impact of whaling on global whale-watching 0 0 0 6 4 5 11 55
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 2 65 2 5 9 205
Estimation of Chinese agricultural production efficiencies with panel data 0 0 0 8 2 3 4 47
Estimation of alternative pricing models for currency futures contracts 0 0 1 4 4 4 6 37
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 6 8 10 230
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 5 8 9 277
Expert opinion versus expertise in forecasting 0 0 0 19 5 6 9 119
FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP 0 0 0 8 2 4 6 72
FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS 0 0 2 24 4 6 26 152
FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM 0 0 0 11 3 3 6 40
FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? 0 0 0 3 3 4 7 32
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 4 6 7 88
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany 0 0 1 8 8 17 22 92
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather 0 0 3 18 3 6 13 158
Fat tails and asymmetry in financial volatility models 0 0 1 8 0 3 8 60
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 9 5 6 10 119
Financial dependence analysis: applications of vine copulas 0 0 0 11 8 12 14 81
Financial volatility: an introduction 0 0 0 748 1 5 6 1,873
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 87 7 8 14 293
Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms 0 0 0 5 3 5 5 36
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 1 24
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 0 8 6 10 11 74
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range 0 0 1 39 6 10 13 192
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 1 22 1 4 8 144
Forecasting conditional correlations in stock, bond and foreign exchange markets 0 0 0 10 3 5 6 69
Forecasting the volatility of Nikkei 225 futures 0 0 0 5 5 7 8 50
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model 0 0 2 154 6 11 15 508
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 0 0 23 6 13 17 94
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 3 3 6 142
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 2 3 10 396
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 1 145 12 14 19 359
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 4 7 8 208
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 5 9 10 96
Globalization and knowledge spillover: international direct investment, exports and patents 0 0 1 20 4 9 13 129
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 1 47 4 8 17 307
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA 0 0 0 39 5 7 8 199
Has the Basel Accord improved risk management during the global financial crisis? 0 1 1 15 2 5 12 143
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* 1 2 9 32 7 11 31 109
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 53 3 4 8 246
How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment 0 0 0 83 6 11 13 460
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 1 25 2 4 15 164
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 5 6 6 8 108
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 3 8 9 150
How are journal impact, prestige and article influence related? An application to neuroscience 1 1 1 6 5 6 6 101
How has volatility in metals markets changed? 0 0 2 22 4 7 15 106
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES 0 0 0 63 1 2 4 174
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA 0 0 0 127 9 24 25 522
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 2 7 3 9 16 38
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity 0 0 0 19 0 5 6 87
Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam 0 0 3 47 5 7 22 214
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China 0 1 2 2 4 7 9 19
In Memoriam 0 0 0 4 2 2 3 27
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets 0 0 0 5 6 9 22 72
Input–output structure and growth in China 0 0 0 5 2 6 7 48
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 3 3 4 8 15
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 4 4 5 6 67
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 3 7 7 92
Is Greater China a currency union? 0 0 0 2 5 7 10 52
Is One Diagnostic Test for COVID-19 Enough? 0 0 0 22 6 9 9 347
Is a monetary union feasible for East Asia? 0 0 0 248 6 8 13 641
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism 0 0 0 13 5 7 7 105
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 2 5 9 95
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS 1 1 1 8 2 5 8 46
Joint and Cross-Border Patents as Proxies for International Technology Diffusion 0 0 0 7 5 7 10 51
Keynesian and New Classical Models of Unemployment Revisited 0 0 0 140 2 17 20 720
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 0 16 2 4 7 103
Linear and nonlinear causality between changes in consumption and consumer attitudes 1 1 1 114 8 8 12 347
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 8 2 3 9 91
MEASURING RISK IN ENVIRONMENTAL FINANCE 0 0 0 105 8 10 14 346
MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS 0 0 1 5 2 5 6 38
Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction 0 0 0 0 2 3 3 5
Mapping the Presidential Election Cycle in US stock markets 1 2 5 48 4 11 17 201
Market Risk Analysis of Energy in Vietnam 0 0 1 6 5 6 8 81
Market Timing with Moving Averages 0 0 1 15 0 4 7 76
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 59 7 9 11 222
Market integration dynamics and asymptotic price convergence in distribution 0 1 1 7 2 7 10 60
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 1 927 4 7 12 2,227
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 1 1 27 7 11 16 244
Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 3 3 4 7
Modeling Latent Carbon Emission Prices for Japan: Theory and Practice 0 0 0 7 5 9 16 54
Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China 0 0 2 5 3 5 9 62
Modeling conditional correlations for risk diversification in crude oil markets 0 0 1 1 6 9 12 12
Modeling dynamic conditional correlations in WTI oil forward and futures returns 0 0 0 70 4 6 6 300
Modeling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 14 2 2 2 69
Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain 0 1 2 5 4 9 14 20
Modelling Country Risk and Uncertainty in Small Island Tourism Economies 0 0 0 0 3 4 5 13
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 1 2 5 6 7 10
Modelling and forecasting daily international mass tourism to Peru 0 0 0 8 2 9 11 82
Modelling and forecasting noisy realized volatility 0 0 1 37 2 4 6 174
Modelling and managing financial risk: An overview 0 0 1 6 4 6 11 69
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 5 9 10 66
Modelling in econometrics: The deterrent effect of capital punishment 0 0 0 1 4 7 9 32
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach 0 0 0 9 4 5 9 112
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan 0 0 0 6 4 6 6 71
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 20 4 5 5 118
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO 0 0 0 2 4 5 8 59
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 3 7 8 24
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 2 2 2 38
Modelling the information content in insider trades in the Singapore exchange 0 0 0 3 0 3 4 38
Modelling the interactions across international stock, bond and foreign exchange markets 0 0 0 47 4 8 12 221
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 1 3 6 38
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 3 6 6 54
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns 0 0 0 246 1 3 3 879
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices 0 0 0 14 2 3 5 94
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 0 42 3 4 5 150
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 9 11 12 83
Moving Average Market Timing in European Energy Markets: Production Versus Emissions 0 0 0 0 2 6 7 35
Multivariate Hyper-Rotated GARCH-BEKK 0 0 1 8 1 1 2 20
Multivariate Stochastic Volatility: A Review 0 0 0 131 2 9 12 358
Multivariate Stochastic Volatility: An Overview 0 0 0 92 2 5 11 183
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 46 2 14 14 249
Multivariate volatility in environmental finance 0 0 0 4 0 2 4 59
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 17 23 25 273
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 1 7 3 4 9 90
Net Interest Marginof Commercial Banks in Vietnam 0 1 5 44 7 18 36 240
Non-linear modelling and forecasting of S&P 500 volatility 0 0 0 5 2 3 5 53
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 52 2 3 4 327
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 15 3 5 9 98
ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS 0 0 0 1 4 4 5 43
On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach 0 0 0 12 13 19 22 77
On exact and asymptotic tests of non-nested models 0 0 0 5 3 5 5 38
On the Effects of Misspecification Errors in Models with Generated Regressors 0 0 0 0 2 5 6 201
On the interpretation of the cox test in econometrics 0 0 0 32 1 3 4 93
On the invertibility of EGARCH(p, q) 0 0 0 8 6 8 9 60
On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 0 0 0 21 1 2 9 85
On the use of extreme value distributions for predicting the upper percentiles of environmental quality data 0 0 0 0 2 2 3 24
PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS 0 0 1 6 1 1 4 25
PRICING CARBON EMISSIONS IN CHINA 0 0 0 10 7 14 16 105
Patent activity and technical change 0 0 0 22 5 8 11 144
Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 0 0 0 0 2 2 3 4
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 0 3 3 4 6 32
Precious metals-exchange rate volatility transmissions and hedging strategies 0 1 3 51 6 12 20 226
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 0 0 0 21 5 8 14 98
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 5 2 2 2 44
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 7 13 156
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † 0 0 0 5 7 13 20 89
Prevention Is Better Than the Cure: Risk Management of COVID-19 0 0 0 223 6 8 10 2,356
Pricing of Forward and Futures Contracts 1 2 8 26 8 12 22 64
Pricing of non-ferrous metals futures on the London Metal Exchange 0 0 0 230 4 11 12 1,279
Professor Halbert L. White, 1950–2012 0 0 0 41 3 3 3 131
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 4 3 9 14 36
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 9 4 11 15 81
Properties of ordinary least squares estimators in regression models with nonspherical disturbances 0 0 2 303 3 7 11 1,551
Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 0 0 0 22 5 9 11 99
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 2 2 2 43
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 1 7 50
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 30 7 7 10 160
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 49 5 9 14 222
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability 0 0 0 6 14 19 46 134
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 8 0 2 3 48
Realized Volatility and Long Memory: An Overview 0 0 0 99 2 4 8 217
Realized Volatility: A Review 1 2 5 322 7 13 31 989
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers 0 0 0 8 17 47 51 73
Realized stochastic volatility models with generalized Gegenbauer long memory 0 0 0 3 10 17 19 40
Realized stochastic volatility with general asymmetry and long memory 0 0 0 15 8 12 17 103
Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 2 3 7 11 24
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview 0 0 0 10 1 3 5 69
Recent developments in financial economics and econometrics: An overview 0 0 1 24 8 9 13 125
Recursive estimation and generated regressors 0 0 0 26 3 5 6 100
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations 0 0 0 36 3 3 5 139
Regression quantiles for unstable autoregressive models 0 0 0 8 2 4 5 53
Related commodity markets and conditional correlations 0 0 0 1 4 6 7 27
Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa 0 0 0 8 2 3 5 88
Review Papers for Journal of Risk and Financial Management ( JRFM ) 0 0 0 2 4 10 27 71
Review on Efficiency and Anomalies in Stock Markets 1 3 7 72 6 19 44 311
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 25 5 6 8 183
Risk Management of COVID-19 by Universities in China 0 0 1 160 3 11 15 921
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 2 3 4 8 60
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 0 1 116 4 5 13 648
Risk management and financial derivatives: An overview 0 0 2 99 7 9 20 331
Risk management of precious metals 0 1 1 67 9 13 16 231
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 1 1 6 4 10 14 113
Risk spillovers in oil-related CDS, stock and credit markets 0 0 0 40 5 12 13 191
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 30 2 5 8 158
Robust ranking of multivariate GARCH models by problem dimension 0 0 1 14 1 2 7 96
SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE 0 0 0 86 4 7 8 696
SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 1 6 2 6 8 32
Scalar BEKK and indirect DCC 0 0 0 125 2 7 9 399
Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 5 5 5 17
Seeking Clarity in a World Infected by COVID-19 and Fake News 0 0 0 27 7 9 12 116
Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation 0 0 0 0 4 4 4 15
Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 0 0 0 0 1 2 2 24
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function 0 0 0 22 0 2 6 85
Sherlock Holmes and the Search for Truth: A Diagnostic Tale 0 0 0 0 7 13 17 965
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 1 2 59 3 5 6 250
Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models 0 0 0 3 2 3 4 40
Simplicity, Scientific Interference and Econometric Modelling 0 0 0 43 3 3 5 261
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 0 3 3 128
Single-index and portfolio models for forecasting value-at-risk thresholds 0 0 1 181 6 6 12 681
Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 1 35 8 9 13 281
Some Exact Tests for Model Specification 0 0 0 48 5 6 11 183
Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses 0 0 1 6 2 2 4 39
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 4 6 8 46
Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences 0 0 0 11 3 4 10 55
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 1 2 4 12 16 20 24
Speculation and destabilisation 0 0 0 12 2 5 8 67
Spurious Relationships for Nearly Non-Stationary Series 0 0 0 4 5 5 6 26
Spurious cross-sectional dependence in credit spread changes 0 0 0 2 2 3 4 32
Stationarity and the existence of moments of a family of GARCH processes 0 0 5 193 7 21 29 502
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 17 1 3 3 145
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 13 7 10 13 91
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 1 2 7 317
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 4 7 9 66
Summary of Advances in Decision Sciences (ADS) - 2019 0 0 0 6 5 8 12 59
Summary of Advances in Decision Sciences (ADS) - 2020 0 0 0 9 1 5 5 49
Switching Orthogonality 0 0 0 0 2 2 2 145
Systematic Risk at the Industry Level: A Case Study of Australia 0 0 2 14 4 6 18 109
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES 0 0 0 0 6 9 10 115
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 3 3 4 22
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 0 0 0 21 10 14 14 169
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 2 4 6 125
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES 0 0 0 22 3 3 4 157
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 0 2 4 12 5 11 19 54
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 0 0 2 57 1 4 6 208
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 1 1 1 10 3 6 8 74
Testing Multiple Non‐Nested Factor Demand Systems 0 0 0 0 11 12 12 13
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 3 4 6 76
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 1 3 5 31
Testing for contagion in ASEAN exchange rates 0 0 0 5 2 3 6 56
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 2 2 3 36
Testing long-run neutrality using intra-year data 0 2 2 20 1 7 11 128
Testing periodically integrated autoregressive models 0 0 0 1 9 12 12 45
Testing separate models with stochastic regressors 0 0 0 11 6 6 7 63
Testing separate regression models subject to specification error 0 1 2 28 7 9 12 136
Testing the life-cycle permanent income hypothesis using intra-year data for Sweden 0 0 0 6 3 5 6 57
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts 0 0 0 67 2 4 5 286
The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 0 0 0 0 4 7 10 231
The Econometrics of Financial Time Series 1 1 2 4 4 6 8 14
The Fundamental Equation in Tourism Finance 0 0 0 19 6 9 10 126
The Future of Tourism in the COVID-19 Era 0 0 0 490 6 8 25 1,922
The Gender Wealth Gap by Household Head in Vietnam 1 2 4 75 5 8 20 398
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 6 9 10 45
The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 0 0 0 0 3 4 8 13
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 0 0 0 0 2 3 4 7
The Journal of Risk and Financial Management in Open Access 0 0 0 47 10 29 32 211
The Osaka Econometrics Conference: Osaka, Japan, 1995 0 0 0 0 3 3 3 72
The Safety of Banks in Vietnam Using CAMEL 0 2 17 96 5 14 42 255
The Ten Commandments for Academics 0 0 1 145 6 7 11 456
The Ten Commandments for Attending a Conference 0 0 0 2 2 3 4 8
The Ten Commandments for Organizing a Conference 0 0 0 4 5 6 6 16
The Ten Commandments for Presenting a Conference Paper 0 0 1 1 2 3 5 6
The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia 0 0 0 0 2 2 3 6
The complexity of simplicity 0 0 0 0 3 5 8 38
The correct regularity condition and interpretation of asymmetry in EGARCH 0 0 0 107 3 10 14 298
The econometrics of intellectual property: An overview 0 0 0 65 1 2 3 188
The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions 0 0 0 0 4 4 6 33
The fiction of full BEKK: Pricing fossil fuels and carbon emissions 0 0 0 2 2 9 11 53
The impact of China on stock returns and volatility in the Taiwan tourism industry 0 0 1 7 2 5 8 89
The impact of jumps and leverage in forecasting covolatility 0 0 0 5 1 3 4 41
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations 0 0 0 11 3 4 8 78
The minimum error variance rule for non-linear regression models 0 0 0 22 2 2 3 122
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power 0 0 0 1 2 5 7 28
The rise and fall of S&P500 variance futures 0 1 1 7 2 6 8 90
The significance of testing empirical non-nested models 0 0 0 113 6 10 12 461
The structure of dynamic correlations in multivariate stochastic volatility models 1 1 1 145 8 10 11 434
The ten commandments for ranking university quality 0 0 0 81 3 6 7 274
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management 0 0 0 8 2 5 7 68
Theory and application of an economic performance measure of risk 0 0 0 6 4 5 6 94
Theravada Buddhism and Thai Luxury Fashion Consumption 0 1 1 18 9 15 22 119
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 16 4 6 9 112
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 4 5 8 210
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries 0 0 0 0 3 4 6 18
Trump’s COVID-19 tweets and Dr. Fauci’s emails 0 0 0 3 4 8 13 43
Value-at-Risk for country risk ratings 0 0 0 23 17 19 23 136
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 1 5 9 1,058
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 8 17 20 20 107
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 13 3 7 8 78
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 6 7 12 89
Volatility models of currency futures in developed and emerging markets 0 0 0 1 1 2 3 36
Volatility smirk as an externality of agency conflict and growing debt 0 0 0 4 0 1 2 40
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 5 9 17 82
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy 0 1 1 9 5 7 11 51
Volatility spillovers from the Chinese stock market to economic neighbours 0 0 0 10 2 3 9 101
WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE 0 0 0 3 2 3 4 38
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG 0 0 0 0 3 6 7 202
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 4 12 18 56
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 3 4 6 83
What Will Take the Con out of Econometrics? 0 1 1 188 3 5 9 549
What makes a great journal great in the sciences? Which came first, the chicken or the egg? 0 0 0 5 1 3 8 50
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 2 3 5 82
You’ve Got Email: A Workflow Management Extraction System 0 0 0 2 5 8 10 77
ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES 0 1 3 40 4 6 13 87
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality 0 0 0 3 1 3 7 20
Total Journal Articles 18 66 277 16,207 1,686 2,849 4,330 78,343
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The Economics of Small Island Tourism 0 2 4 9 4 7 9 62
Total Books 0 2 4 9 4 7 9 62

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Assessment of Risk Ratings and Risk Returns for 120 Representative Countries 0 0 0 0 1 2 6 8
Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 0 3 3 5 7
Chapter 5 The GFT Utility Function 0 0 0 5 3 4 8 20
Conclusion 0 0 0 0 1 1 3 4
Conclusion 0 0 0 0 0 1 2 3
Conditional Volatility Models for Risk Ratings and Risk Returns 0 0 0 0 1 2 2 2
Country Risk Models: An Empirical Critique 0 0 0 0 2 2 3 4
Data Description 0 0 0 0 1 1 1 2
Econometric Methodology 0 0 0 0 0 1 1 2
Estimation and Empirical Results 0 0 0 0 2 5 7 7
Introduction 0 0 0 0 1 2 5 6
Introduction 0 0 0 0 1 1 1 2
Literature Review 0 0 0 0 0 2 2 2
Rating Risk Rating Systems 0 0 0 1 2 3 3 5
Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 6 19 31 50 75

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