Access Statistics for Michael McAleer

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"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment 0 0 2 8 0 0 5 37
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 0 0 0 114
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 1 67
A Capital Adequacy Buffer Model 0 0 1 47 0 0 3 107
A Capital Adequacy Buffer Model 0 0 0 21 0 0 1 82
A Capital Adequacy Buffer Model 0 0 0 10 0 0 5 97
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 39 0 0 15 153
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 78 3 3 4 65
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 0 11 149
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 1 14 254
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 3 121
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 0 1 111
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 0 1 98
A Fractionally Integrated Wishart Stochastic Volatility Model 0 1 1 16 1 2 3 84
A General Asymptotic Theory for Time Series Models 0 0 0 72 0 0 2 129
A Generalized Email Classification System for Workflow Analysis 0 0 0 14 0 1 16 60
A Generalized Email Classification System for Workflow Analysis 0 1 2 39 0 1 8 188
A Generalized Email Classification System for Workflow Analysis 0 0 0 8 0 0 0 31
A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS 0 0 0 0 0 0 7 1,354
A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies 0 0 0 13 0 1 3 55
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 56 0 0 2 71
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 10 0 0 0 58
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 16 0 0 1 31
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 15 0 0 0 29
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 0 0 0 48
A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS 0 0 0 0 0 0 1 874
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 8 0 0 4 69
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 9 0 0 0 63
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 1 6 0 0 2 51
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 1 1 38 0 2 3 115
A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms 0 0 3 14 0 0 14 50
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 0 0 0 88
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 0 0 52
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 19 0 0 0 76
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 39 1 2 13 112
A One Line Derivation of EGARCH 0 0 0 49 0 0 2 91
A One Line Derivation of EGARCH 0 0 0 25 0 0 2 91
A One Line Derivation of EGARCH 0 0 0 28 0 0 1 69
A One Line Derivation of EGARCH 0 0 0 13 0 0 1 59
A One Line Derivation of EGARCH 0 0 0 0 1 1 2 6
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 103 0 0 7 254
A Panel Threshold Model of Tourism Specialization and Economic Development 0 1 4 75 0 3 11 262
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 97 0 0 3 388
A Scientific Classification of Volatility Models 0 0 1 87 0 0 2 186
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 32 0 1 5 176
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 36 0 0 0 146
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 0 0 0 1 31
A Simple Test for Causality in Volatility 0 0 1 34 0 1 3 29
A Simple Test for Causality in Volatility 0 0 0 72 0 2 14 95
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 37 0 0 0 60
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 9 0 0 1 33
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 2 2 22 108
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 1 1 39 1 8 27 122
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 1 1 40 1 4 27 169
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 97 0 0 4 263
A Tourism Conditions Index 0 1 1 32 0 2 3 58
A Tourism Conditions Index 0 0 1 31 0 2 6 69
A Tourism Conditions Index 0 0 0 29 0 0 1 117
A Tourism Conditions Index 0 0 0 12 0 0 2 79
A Tourism Financial Conditions Index 0 1 1 33 0 1 4 89
A Tourism Financial Conditions Index 0 0 0 23 1 1 2 60
A Tourism Financial Conditions Index 0 0 0 51 0 0 0 58
A Tourism Financial Conditions Index 0 0 0 22 0 0 1 63
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 23 0 0 1 34
A Tourism Financial Conditions Index for Tourism Finance 0 0 1 30 0 6 11 75
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 28 0 0 2 30
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 0 0 0 70
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 20 0 1 2 113
A Trinomial Test for Paired Data When There are Many Ties 0 1 1 47 0 1 1 350
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 33 0 1 2 214
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 1 0 0 1 97
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 1 3 21 178
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 0 1 108
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 29 0 0 3 172
A simple expected volatility (SEV) index 0 0 0 31 0 2 19 210
A statistical analysis of industrial penetration and internet intensity in Taiwan 0 0 0 29 0 0 2 42
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 0 0 584
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 2 376
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 1 70 0 1 7 141
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 74 0 0 6 166
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 2 60 0 0 5 146
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 5 36 0 0 15 187
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 33 1 2 10 155
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 27 2 6 22 164
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 19 0 0 2 131
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 33 0 3 14 152
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 0 0 6 146
Alternative Asymmetric Stochastic Volatility Models 0 0 0 6 0 0 0 76
Alternative Asymmetric Stochastic Volatility Models 0 0 0 47 0 2 5 178
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 0 3 71
Alternative Asymmetric Stochastic Volatility Models 0 0 1 9 0 0 3 68
Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses 0 0 0 1 0 0 1 291
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 0 0 1 2 665
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 2 0 0 0 31
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 0 0 3
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 36 0 0 2 81
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors 0 0 0 3 1 2 3 78
An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia 0 0 0 40 0 0 1 169
An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series 0 0 1 10 0 0 10 82
An Event Study of Chinese Tourists to Taiwan 0 0 0 11 1 2 8 90
An Event Study of Chinese Tourists to Taiwan 0 0 0 14 0 1 6 35
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors 0 0 0 28 0 0 0 83
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia 0 0 0 57 0 0 0 221
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 2 0 0 0 43
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 33 0 0 1 64
An event study of chinese tourists to Taiwan 0 0 0 6 0 0 3 37
Analyzing Fixed-Event Forecast Revisions 0 0 1 23 1 1 7 81
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 0 84
Analyzing Fixed-event Forecast Revisions 0 0 0 2 0 0 2 58
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 2 79
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 2 118
Analyzing Fixed-event Forecast Revisions 0 0 1 89 0 0 2 194
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 45 0 0 5 207
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 57 1 3 15 153
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 37 0 4 17 148
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 1 1 99 0 1 7 315
Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada 0 0 0 0 0 0 0 55
Are Forecast Updates Progressive? 0 0 0 27 0 0 2 122
Are Forecast Updates Progressive? 0 0 0 24 0 0 0 134
Are Forecast Updates Progressive? 0 0 0 32 0 0 2 86
Are Forecast Updates Progressive? 0 0 0 39 0 0 0 144
Are Forecast Updates Progressive? 0 0 0 27 0 0 2 131
Are Forecast Updates Progressive? 0 0 1 28 0 0 1 84
Are Forecast Updates Progressive? 0 0 0 22 0 0 5 94
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 30 0 0 3 77
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 12 0 1 1 66
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? 0 0 0 39 2 8 14 131
Article Influence Score = 5YIF divided by 2 0 0 1 57 0 1 9 549
Article Influence Score = 5YIF divided by 2 0 0 0 47 0 0 2 327
Asian Monetary Integration: A Structural VAR Approach 0 0 0 349 0 0 2 474
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 0 0 93
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 0 0 4 105
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 22 0 0 1 138
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 14 0 0 1 94
Asymmetric Multivariate Stochastic Volatility 0 1 1 261 0 1 4 611
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 3 90
Asymmetric Realized Volatility Risk 0 0 0 45 0 0 1 69
Asymmetric Realized Volatility Risk 0 0 0 84 0 1 6 81
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 23 1 2 16 103
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 2 0 2 14 62
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 8 1 2 14 77
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 11 0 1 13 52
Asymmetry and Leverage in Conditional Volatility Models 0 1 2 62 0 1 4 98
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 41 0 0 0 79
Asymmetry and Leverage in Realized Volatility 0 0 1 17 0 0 3 82
Asymmetry and Leverage in Realized Volatility 0 0 0 39 0 0 0 115
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 0 0 2 132
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 0 1 131
Asymmetry and Long Memory in Volatility Modelling 0 0 0 25 0 0 0 98
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 0 0 128
Asymmetry and leverage in realized volatility 0 0 0 71 0 0 3 124
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 1 12 1 1 3 97
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 59 0 0 0 254
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 0 1 2 34
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 45 0 0 3 53
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 18 0 0 0 22
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 1 38 0 0 4 70
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 18 0 0 0 49
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 2 0 2 4 36
Asymptotic Theory for a Vector ARMA-GARCH Model 3 4 7 148 3 6 19 515
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 18 0 1 7 59
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 1 33 0 0 6 67
Bayesian analysis of realized matrix-exponential GARCH models 0 0 0 8 0 0 2 37
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 54 0 0 4 105
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 44 0 0 2 78
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 24 0 0 2 55
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database 0 0 1 13 0 0 4 77
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 1 2 79 0 1 6 99
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 39 0 0 3 57
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 1 52 0 0 62 162
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 0 6 108
Block Structure Multivariate Stochastic Volatility Models 0 0 1 30 0 2 13 113
CO2 Emissions, Energy Consumption and Economic Growth 1 1 19 70 4 9 47 181
CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership 0 0 1 35 2 3 10 37
COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS 0 0 0 0 0 0 0 184
Carpooling with heterogeneous users in the bottleneck model 0 0 1 75 0 0 9 137
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 33 0 0 2 154
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 2 21 1 2 8 119
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 0 1 103
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 2 106
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 1 1 36 0 1 4 47
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 1 1 29 0 1 6 42
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 0 1 11 152
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 60 0 0 4 102
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 69 3 16 59 593
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 104 0 0 7 542
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 22 0 0 6 186
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 5 0 0 5 157
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 1 0 0 0 74
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 12 0 0 2 90
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 16 0 0 1 80
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 23 0 0 1 114
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 0 0 0 7 0 0 2 68
Cointegrated Dynamics for A Generalized Long Memory Process 0 0 0 25 0 0 2 28
Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates 0 0 0 25 0 0 2 40
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 1 1 2 376
Combining Non-Replicable Forecasts 0 0 0 37 0 0 0 99
Combining Non-Replicable Forecasts 0 0 0 20 0 0 5 65
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency 0 0 0 23 0 1 22 152
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 1 2
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 1 280
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 2 0 0 2 29
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 109 0 1 4 408
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 1 1 57 1 4 9 228
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 55 0 0 3 239
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 39 0 0 7 232
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 80 0 3 9 335
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 0 3 337
Connecting VIX and Stock Index ETF 0 0 0 28 0 2 4 78
Connecting VIX and Stock Index ETF 0 0 1 32 0 0 2 125
Connecting VIX and Stock Index ETF 0 0 0 18 0 0 1 86
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 1 9 0 0 10 65
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 1 1 36 0 1 3 43
Convergence and Catching Up in ASEAN: A Comparative Analysis 0 0 0 243 0 0 2 598
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 15 0 0 3 48
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 4 0 0 2 30
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 88 0 0 2 344
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 4 112 2 8 26 412
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 2 111 0 3 5 300
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 1 285 0 0 4 946
Cruising is Risky Business 0 0 0 25 0 0 0 139
DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 0 0 0 156
DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 0 0 0 309
DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA 0 0 0 0 0 0 0 364
Daily Market News Sentiment and Stock Prices 0 0 0 11 1 3 4 89
Daily Market News Sentiment and Stock Prices 0 0 1 28 1 1 7 133
Daily Market News Sentiment and Stock Prices 0 0 0 65 3 7 40 306
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 41 0 1 9 219
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 1 1 45 0 2 19 326
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 1 48 2 3 31 543
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan 0 0 0 23 1 2 19 232
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 1 2 77
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 41 0 1 2 59
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 56 0 1 5 128
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 0 0 0 16
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 0 0 0 0
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 1 90 0 0 2 207
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 1 1 9 0 1 2 97
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 1 8 0 2 4 71
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 25 0 0 0 132
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 1 101 0 0 3 237
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 10 0 0 5 92
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 1 44 0 0 3 98
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 2 146 1 2 8 474
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 1 39 0 0 9 404
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 60 0 0 0 143
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 31 0 0 3 151
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 0 1 110
Does the ROMC have expertise, and can it forecast? 0 0 0 9 0 0 1 131
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 1 63
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 0 40
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 20 0 0 2 47
Drawbacks in the 3-Factor Approach of Fama and French (2018) 1 23 110 398 10 91 633 2,173
Drawbacks in the 3-factor approach of Fama and French 0 0 1 29 0 0 3 46
Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal 0 0 0 0 0 0 2 202
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 19 0 0 1 78
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 0 0 1 67
Dynamic Conditional Correlations for Asymmetric Processes 0 0 1 17 0 0 4 97
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 0 0 2 253
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 0 0 2 76
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 0 2 175
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 1 62 0 0 1 201
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 49 0 0 3 146
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 64 0 0 0 180
ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS 0 0 0 0 0 0 0 326
ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS 0 0 0 0 0 0 0 510
Earnings responses to disability benefit cuts 0 0 0 23 0 0 7 69
Ecologically Sustainable Tourism Management 0 2 5 411 0 2 9 1,384
Econometric Analysis of Financial Derivatives 0 0 3 45 0 0 8 153
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 39 0 0 1 126
Econometric Analysis of Financial Derivatives: An Overview 0 1 1 26 0 1 8 80
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 40 1 1 4 147
Econometric modelling in finance and risk management: An overview 0 0 0 261 0 0 2 601
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 0 51
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 0 0 2 32
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 1 36 1 2 11 67
Energy consumption and economic growth: Evidence from Vietnam 0 1 3 65 1 4 20 164
Environmental Technology Strengths: International Rankings Based on US Patent Data 0 0 1 166 0 0 1 546
Establishing National Carbon Emission Prices for China 0 0 1 11 0 0 8 50
Establishing National Carbon Emission Prices for China 0 0 0 19 0 0 5 42
Establishing National Carbon Emission Prices for China 0 0 1 30 0 0 9 88
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 15 0 0 0 91
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 1 1 67 0 2 10 216
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 38 0 0 0 272
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 59 0 0 3 262
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 23 0 0 1 146
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 41 1 2 9 233
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 27 0 0 0 166
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 1 66 1 1 5 184
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 66 0 0 0 63
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 1 37 0 1 2 45
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 0 0 0 39
Estimating implied recovery rates from the term structure of CDS spreads 0 0 0 38 0 0 3 189
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 44 0 0 2 224
Estimating the Impact of Whaling on Global Whale Watching 0 0 1 31 0 0 3 297
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 16 0 0 0 122
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 42 0 0 1 671
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 1 2 4 88
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 0 1 110
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 0 2 172
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 76 1 2 5 223
Estimating the impact of whaling on global whale watching 0 0 0 34 0 0 0 231
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 220 0 0 1 429
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 1 61 0 0 1 259
Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables 0 0 0 1 0 0 1 550
European Market Portfolio Diversifcation Strategies across the GFC 1 1 3 21 1 1 5 98
European Market Portfolio Diversification Strategies across the GFC 0 0 0 10 0 0 3 65
European Market Portfolio Diversification Strategies across the GFC 0 2 2 11 0 2 2 62
Evaluating Combined Non-Replicable Forecast 0 0 0 2 0 0 0 79
Evaluating Combined Non-Replicable Forecasts 0 0 0 18 0 0 1 79
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 0 1 2 46
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 2 78
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 21 0 0 1 82
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 3 144
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 91 0 0 0 219
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 0 164 0 0 0 207
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 0 95 0 0 3 145
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 4 173
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 59 0 0 3 157
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 2 93 3 8 53 280
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 0 0 171
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 1 68 0 0 1 184
Exact Tests of a Model Against Non-Nested Alternatives 0 0 0 0 0 0 0 89
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 0 0 105
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 0 1 73
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 15 0 0 0 88
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 0 0 0 107
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 0 0 0 136
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 1 1 4 133
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 23 1 1 2 118
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 0 0 0 107
Expert opinion versus expertise in forecasting 0 0 0 91 0 0 13 447
Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather 0 0 3 99 0 1 24 787
Fake News and Indifference to Truth 0 0 0 13 0 0 2 78
Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 7 0 1 5 102
Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 1 78 0 1 6 199
Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 18 0 0 1 57
Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 2 4 124 9 32 146 2,460
Fat Tails and Asymmetry in Financial Volatility Models 0 0 1 414 0 1 2 1,001
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 1 23 0 0 6 55
Financial Credit Risk and Core Enterprise Supply Chains 0 0 1 28 0 1 16 114
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 0 2 72
Financial Dependence Analysis: Applications of Vine Copulae 0 1 1 66 0 2 5 109
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 1 2 105
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets 0 2 6 48 0 2 16 145
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 9 1 2 8 41
Financial inclusion and macroeconomic stability in emerging and frontier markets 0 0 0 43 2 4 8 51
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 1 1 17 1 2 12 90
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 37 0 0 3 103
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 2 51 0 0 9 118
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 1 1 1 155
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 0 0 0 75
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 0 0 2 165
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 0 0 0 125
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 82 0 0 2 134
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 0 2 96
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 2 80
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 0 0 1 100
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 0 0 2 133
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 2 87 0 1 7 130
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 84 0 0 1 257
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 2 55 0 0 11 157
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range 0 0 0 63 0 0 1 172
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 38 0 0 0 77
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 1 5 21 121
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 0 1 181
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 22 0 0 0 174
Forecasting the Volatility of Nikkei 225 Futures 0 1 1 17 0 1 8 83
Forecasting the Volatility of Nikkei 225 Futures 0 0 1 48 0 0 5 59
Forecasting the volatility of Nikkei 225 futures 0 0 0 36 0 0 5 87
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 0 9 258
From Disorder to Order 0 0 0 3 0 0 0 49
From Disorder to Order 0 0 0 7 0 0 2 41
From Disorder to Order 0 0 0 1 0 0 2 26
Frontiers in Time Series and Financial Econometrics 0 0 0 138 0 0 0 338
Frontiers in Time Series and Financial Econometrics: An Overview 0 1 1 54 0 2 2 106
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 84 0 0 0 90
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 1 38 0 3 15 181
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 16 0 0 3 167
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 1 7 287
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 27 1 2 11 184
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 1 5 36 152
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 0 9 195
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 1 2 19 264
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 1 4 16 149
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 0 3 89
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 50 0 0 2 124
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 88 0 0 1 301
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 50 0 0 2 173
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 47 0 0 3 136
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 38 0 1 3 309
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 29 0 0 0 256
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 34 0 0 3 176
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 0 4 140
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 3 4 16 180
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 0 0 14 136
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 2 9 0 0 6 113
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 1 5 21 146
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 0 3 285
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 1 11 4 5 18 147
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 0 8 565
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 148 0 0 2 296
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 1 2 11 560
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 3 4 9 437
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 40 0 1 3 105
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 27 0 0 1 66
Hedge Fund Portfolio Diversification Strategies across the GFC 0 0 0 20 0 0 3 81
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 42 0 0 2 86
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 18 1 2 6 92
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 63 0 1 3 121
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 2 1 4 7 78
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 0 0 0 68
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 0 0 144
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 26 0 1 6 220
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 27 0 0 1 132
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 0 0 0 224
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics 0 0 0 6 0 0 3 97
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 1 46 0 0 4 128
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 23 0 0 2 97
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 7 0 0 3 78
How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? 0 0 0 10 0 0 13 106
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 32 3 3 12 106
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 3 2 10 31 92
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 6 0 3 11 86
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 16 1 4 30 121
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 1 1 12 0 1 8 126
How Volatile is ENSO? 0 0 0 13 0 0 1 75
How Volatile is ENSO? 0 0 0 7 0 0 2 90
How Volatile is ENSO? 0 0 0 17 0 0 2 76
How Volatile is ENSO? 0 0 0 9 0 0 1 76
How Volatile is ENSO? 0 0 0 14 0 0 1 86
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 2 0 0 1 85
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 15 0 0 1 124
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 1 31 0 0 4 181
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 14 0 0 4 121
How are VIX and Stock Index ETF Related? 0 0 2 18 0 0 12 96
How are VIX and Stock Index ETF Related? 0 0 1 11 0 0 4 90
How does Zinfluence Affect Article Influence? 0 0 0 7 0 0 1 127
How does Zinfluence Affect Article Influence? 0 0 0 13 0 0 4 70
How does Zinfluence Affect Article Influence? 0 0 0 8 0 0 2 60
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 65 0 0 4 272
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 3 78 0 1 7 265
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 74 1 2 4 278
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 4 187 0 0 11 609
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 77 0 0 0 191
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 78 0 0 1 180
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 55 0 0 3 155
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity 0 0 1 31 0 0 1 127
Impact of Psychological Needs on Luxury Consumption 0 1 1 28 0 1 4 79
Impact of Psychological Needs on Luxury Consumption 0 0 1 121 0 0 7 113
Impact of Psychological Needs on Luxury Consumption 0 0 0 33 0 0 3 67
Industrial Agglomeration and Use of the Internet 0 0 0 35 0 0 2 83
Industrial Agglomeration and Use of the Internet 0 0 0 34 0 1 6 66
Industrial Agglomeration and Use of the Internet 0 0 0 35 1 1 7 81
Industrial Penetration and Internet Intensity 0 0 0 11 0 0 1 60
Industrial penetration and internet intensity 0 0 0 23 0 0 1 47
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 3 69 0 2 9 128
Input-output Structure and Growth in China 0 0 0 429 0 1 6 1,037
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 0 2 181
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 115 1 2 21 681
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 39 0 0 2 262
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 0 0 112
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 0 56 0 0 0 204
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 0 0 0 0 75
Interest Rates and durability in the Linear Expenditure Family 0 0 0 0 0 0 0 12
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 0 1 15 137
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 0 1 10 207
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 51 0 1 10 148
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 0 0 4 175
International Technology Diffusion of Joint and Cross-border Patents 0 1 1 11 0 1 1 65
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 33 0 1 5 57
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 34 0 0 4 88
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 78 0 1 2 73
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 4 0 1 1 51
International Technology Diffusion of Joint and Cross-border Patents (Revised version) 0 0 0 32 0 1 1 42
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 0 0 2 91
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 0 6 140
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 0 0 2 119
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 41 0 0 0 194
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 0 0 0 103
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 4 0 0 0 80
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 14 0 0 1 87
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 1 1 39 1 2 4 154
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 1 9 0 0 2 92
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 1 1 17 0 1 2 93
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 1 1 6 167
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 1 3 169
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 1 1 46 1 7 17 130
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 0 894
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 0 0 0 880
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 1 1 39 0 1 2 81
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 56 0 0 1 55
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 47 0 0 2 41
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 1 74 1 1 5 263
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 269 0 3 7 1,758
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 1 1 31 1 2 4 188
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 0 0 1 104
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 24 1 1 2 168
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 28 3 7 13 235
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 13 0 0 3 140
Journal Impect Factor Versus Eigenfactor and Article Influence 0 0 0 7 2 2 5 129
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 1 56 0 1 23 596
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 23 0 0 3 76
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 30 0 0 0 75
Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations 0 0 0 34 0 1 1 44
KEYNESIAN AND NEW CLASSICAL MODELS OF UNEMPLOYMENT REVISITED 0 0 0 0 0 0 0 571
Keynesian and new classical models of unemployment revisited 0 0 0 1 0 0 1 11
Keynesian and new classical models of unemployment revisited 0 0 0 5 0 0 1 55
Keynesian and new classical models of unemployment revisited 0 0 0 0 0 0 0 4
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 2 65 0 0 10 132
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 12 0 0 3 33
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 17 0 0 3 44
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 9 0 0 1 78
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 27 0 0 3 148
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 1 1 36 0 1 3 129
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 17 0 1 3 68
Long Run Returns Predictability and Volatility with Moving Averages 0 0 5 55 0 4 27 76
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series 0 1 1 26 0 2 13 154
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 2 21 1 2 7 150
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 15 0 1 1 89
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 1 28 0 0 3 70
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 0 2 49
Management Science, Economics and Finance: A Connection 0 0 1 25 1 2 3 103
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 6 107
Management science, economics and finance: A connection 0 0 0 35 1 1 2 85
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives 0 0 0 90 0 0 1 660
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 0 0 6 321
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 0 1 283
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 0 2 225
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 0 2 157
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 0 2 185
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 0 0 36
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 1 1 7 0 1 2 74
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 2 0 0 0 44
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 0 0 33
Market Timing with Moving Averages 0 0 0 22 1 2 3 55
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 1 22 0 0 2 48
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 24 0 0 2 49
Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball 0 0 1 50 1 1 6 107
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 198 2 7 31 1,227
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 32 0 0 2 83
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 66 0 2 6 351
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 48 0 0 2 157
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 3 80 0 3 11 245
Modeling and Simulation: An Overview 0 0 0 119 0 0 1 146
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 2 3 114 0 2 6 515
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 116 0 0 2 448
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 52 0 0 3 173
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 1 1 1 17 1 1 10 104
Modeling the Volatility in Global Fertilizer Prices 0 1 2 40 0 1 3 163
Modeling the Volatility in Global Fertilizer Prices 0 0 0 23 0 0 0 89
Modeling the Volatility in Global Fertilizer Prices 0 0 1 52 0 1 5 153
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 21 0 0 1 150
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 63 0 0 0 191
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 2 108
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 2 143
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 0 0 125
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 2 33 0 0 4 147
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 0 0 0 386 0 0 5 1,554
Modelling Environmental Risk 0 0 0 194 0 0 3 789
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 30 0 1 12 166
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 1 111 0 0 6 575
Modelling International Travel Demand from Singapore to Australia 0 0 0 340 1 1 1 1,196
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 2 56 0 0 4 209
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 0 0 3 93
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 0 1 160
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 19 0 0 0 114
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 16 0 1 6 123
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 0 0 245
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 0 221
Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 25 0 0 0 126
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 61 0 0 2 280
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 62 0 0 1 301
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn 0 0 1 10 0 0 2 66
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 0 0 0 59
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 0 0 2 102
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 12 0 1 3 46
Modelling and Forecasting Daily International Mass Tourism to Peru 0 0 0 83 0 0 8 420
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 0 1 130
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 0 0 2 145
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 0 1 122
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 0 0 1 127
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 0 0 0 149
Modelling and Simulation: An Overview 0 0 0 5 0 0 1 64
Modelling and Simulation: An Overview 0 0 0 21 0 0 0 101
Modelling and Simulation: An Overview 0 0 0 42 1 1 3 102
Modelling and Simulation: An Overview 0 0 0 51 0 0 0 87
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 17 0 0 1 70
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 27 0 0 3 72
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China 0 0 0 47 0 0 5 99
Modelling conditional correlations for risk diversification in crude oil markets 0 0 4 92 1 2 9 242
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 50 0 0 1 143
Modelling sustainable international tourism demand to the Brazilian Amazon 0 0 0 56 0 0 1 249
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 18 0 1 5 107
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 26 0 0 2 104
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 11 0 0 1 126
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 65 0 0 3 296
Modelling the Determinants of International Tourism Demand to Australia 0 0 1 170 0 0 7 862
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 48 0 0 1 168
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 39 1 1 4 130
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 29 0 0 0 89
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 5 0 0 1 97
Modelling the Growth and Volatility in Daily International Mass Tourism to Peru 0 0 0 27 0 0 6 188
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 51 0 0 1 196
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 35 1 1 3 165
Modelling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 2 20 0 0 2 61
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 24 0 0 3 113
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 23 0 0 1 142
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 6 0 0 3 85
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 8 0 0 1 131
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 14 0 0 1 109
Modelling the relationship between crude oil and agricultural commodity prices 0 0 3 38 3 4 16 199
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan 0 0 0 10 0 0 1 87
Modelling volatility spillovers for bio-ethanol, sugarcane and corn 0 0 0 29 0 0 1 91
Moment Restriction-based Econometric Methods: An Overview 1 2 13 186 6 18 126 1,150
Moment Restriction-based Econometric Methods: An Overview 0 0 0 18 0 1 7 108
Moment Restriction-based Econometric Methods: An Overview 0 0 1 9 0 0 5 74
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 0 0 0 214
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 2 75 0 0 3 264
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 0 0 0 182
Multivariate Stochastic Volatility 0 1 1 35 0 1 4 181
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 0 1 72
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 1 2 2 67
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 0 1 2 50
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 1 5 122 0 1 9 359
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 97 0 1 3 226
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies 0 0 1 52 0 0 2 88
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 0 77
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 0 1 103
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 1 79
ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL 0 0 0 0 0 1 2 731
ON THE ROBUSTNESS OF TESTS OF OUTLIERS AND FUNCTIONAL FORM 0 0 0 0 0 0 0 559
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 1 66 0 1 10 244
On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach 0 0 0 1 0 0 0 345
On the Consistency of Joint and Paired Tests for Non-Nested Regression Models 0 0 0 0 0 0 1 104
On the Invertibility of EGARCH 0 0 1 17 0 0 2 53
On the Invertibility of EGARCH 0 0 0 34 0 0 2 58
On the Invertibility of EGARCH 0 0 0 28 0 0 2 56
On the Invertibility of EGARCH 0 0 0 36 0 0 5 65
On the Invertibility of EGARCH(p,q) 0 1 1 31 0 1 5 69
On the Invertibility of EGARCH(p,q) 0 0 0 8 0 0 5 52
On the Invertibility of EGARCH(p,q) 0 0 0 3 0 0 4 60
On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments 0 0 1 36 3 6 34 171
On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 0 0 0 42 0 0 2 210
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 2 2 240 0 2 2 475
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 3 5 23 135
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 1 15 243
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 80 0 1 5 199
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 1 5 28 420
Patent Activity and Technical Change 0 0 0 63 0 0 0 278
Patent Activity and Technical Change 0 0 0 71 0 0 2 354
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 0 0 0 199
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 1 1 43 0 1 4 199
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 30 0 0 3 154
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 1 4 0 0 1 32
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 9 0 0 0 40
Prediction of Gas Concentration based on the Opposite Degree Algorithm 0 0 0 16 0 0 1 40
Pricing Carbon Emissions in China 0 0 1 30 0 2 6 54
Pricing Carbon Emissions in China 1 1 2 51 1 1 10 180
Pricing carbon emissions in China 0 0 0 17 0 0 10 70
Pricing of Non-ferrous Metals Futures on the London Metal Exchange 0 0 0 469 2 6 13 2,356
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 2 3 65
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 0 1 18
Problems of Estimating the Linear Expenditure System and its Related Forms 0 0 0 0 0 1 2 467
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 4 99 2 4 58 415
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 0 1 3 44
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 1 30 0 1 4 167
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 1 22 0 0 7 130
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 34 0 0 2 61
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 31 0 0 1 41
Pros and cons of the impact factor in a rapidly changing digital world 0 0 0 28 0 0 2 54
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 25 0 0 0 63
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 35 0 0 0 79
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 1 1 3 0 1 2 56
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 12 0 0 1 74
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 1 0 0 1 42
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 17 0 0 1 39
Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 1 1 18 0 1 2 60
REALIZED VOLATILITY RISK 0 0 0 78 1 1 3 195
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 1 20 0 2 9 150
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 30 1 1 10 159
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 4 459 1 10 235 1,660
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 22 0 1 6 108
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 18 0 0 6 97
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 8 0 0 5 85
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 17 0 0 6 119
Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability 0 0 0 28 0 0 4 164
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 9 0 0 8 98
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 66 0 0 3 100
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 1 702 2 5 52 2,003
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc 0 1 1 8 1 2 8 113
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 48 0 4 6 167
Ranking Multivariate GARCH Models by Problem Dimension 0 0 2 48 1 1 4 115
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 51 0 0 3 146
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 41 1 3 34 187
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 1 1 50 0 2 5 119
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 76 0 0 1 108
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 33 0 1 1 124
Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation 0 0 0 43 0 1 6 207
Ranking multivariate GARCH models by problem dimension 0 0 0 77 0 0 0 204
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 35 0 0 2 99
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 12 0 0 1 66
Re-opening the silk road to transform chinese trade 0 0 0 22 0 0 2 60
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 1 53 0 0 9 85
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 0 0 2 47
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 22 0 0 4 50
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 14 0 0 2 37
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 11 1 1 3 40
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 41 0 0 1 45
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 1 90 0 0 1 43
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 22 0 1 3 67
Realized Volatility Risk 0 1 2 29 0 1 2 112
Realized Volatility Risk 0 0 0 62 0 1 3 129
Realized Volatility Risk 0 0 0 90 0 0 0 114
Realized Volatility Risk 0 0 0 68 0 0 5 144
Realized volatility risk 0 0 0 48 0 0 0 59
Realized volatility: a review 0 1 5 859 1 4 20 1,774
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 45 0 0 1 192
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 52 0 0 0 162
Recent Developments in Financial Economics and Econometrics: An Overview 0 1 1 90 0 1 1 328
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 1 62 0 1 4 183
Recent Developments in Financial Economics and Econometrics:An Overview 0 0 0 89 0 2 10 234
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 1 36 0 0 2 91
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 1 13 0 0 4 38
Recent topical research on global, energy, health & medical, and tourism economics, and global software 0 0 1 23 0 0 1 38
Regression Quantiles for Unstable Autoregressive Models 0 0 1 14 0 1 3 264
Regression Quantiles for Unstable Autoregressive Models 0 0 0 56 0 0 2 195
Rent Seeking for Export Licenses: Application to the Vietnam Rice Market 0 0 0 35 1 3 10 110
Rent seeking for export licenses: Application to the Vietnam rice market 0 0 0 22 0 0 5 66
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 24 0 1 5 127
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 0 2 19
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 33 0 0 3 87
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 15 0 0 0 59
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 4 0 0 3 69
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 29 0 0 0 62
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 1 2 61 0 1 7 179
Risk Analysis of Energy in Vietnam 0 0 0 27 0 0 2 46
Risk Management and Financial Derivatives: An Overview 0 0 3 245 0 0 23 1,306
Risk Management and Financial Derivatives: An Overview 0 0 0 157 0 0 8 432
Risk Management and Financial Derivatives: An Overview 0 0 0 86 0 1 6 296
Risk Management and Financial Derivatives:An Overview 0 0 1 116 0 2 8 545
Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain 0 0 1 34 0 0 1 182
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 1 1 112 0 1 2 499
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 1 1 2 0 2 3 29
Risk Management of Precious Metals 0 0 0 83 0 5 41 299
Risk Management of Precious Metals 0 0 0 70 0 3 10 242
Risk Management of Precious Metals 0 0 1 94 0 1 12 415
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 71 0 2 10 275
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 0 6 161
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 4 8 38 191
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 0 0 11 147
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 2 2 18 235
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 17 1 1 5 154
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 125 0 0 4 228
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 84 2 5 16 148
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 27 0 0 3 70
Risk Measurement and Risk Modelling using Applications of Vine Copulas 0 0 0 39 1 1 1 76
Risk Measurement and risk modelling using applications of Vine Copulas 0 0 0 23 0 0 1 66
Risk Modeling and Management: An Overview 0 0 0 41 0 0 3 113
Risk Modelling and Management: An Overview 0 0 0 4 0 1 1 71
Risk Modelling and Management: An Overview 0 1 2 28 0 1 4 128
Risk Modelling and Management: An Overview 0 0 0 50 0 0 1 135
Risk Modelling and Management: An Overview 0 0 0 115 0 0 2 119
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 27 0 0 0 134
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 0 0 3 139
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 20 0 0 0 125
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 1 28 0 0 4 150
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 6 0 0 1 32
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 17 0 0 3 36
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 17 0 1 6 60
Risk analysis of energy in Vietnam 0 0 0 26 0 0 1 24
Risk management of precious metals 0 0 1 39 0 2 11 165
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 39 0 0 0 125
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 0 0 6 80
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 1 1 38 0 1 5 147
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 62 0 0 3 212
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 33 0 0 1 165
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 0 0 136
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 1 1 33 0 1 2 116
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 25 0 0 2 106
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 2 105
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 0 0 234
Robust Ranking of Journal Quality: An Application to Economics 0 0 2 134 1 4 16 371
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 17 0 0 5 119
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 25 0 1 16 138
Robust Ranking of Journal Quality: An Application to Economics 0 1 1 67 0 1 4 103
Robust Ranking of Journal Quality:An Application to Economics 0 0 0 206 0 0 18 586
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 4 0 0 4 74
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 1 1 58 0 2 7 241
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 49 1 1 2 114
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 17 0 1 3 91
SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS 0 0 0 2 0 0 2 840
SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NON-NESTED MODELS UNDER LOCAL HYPOTHESES 0 0 0 0 0 0 1 819
Separate Misspecified Regressions 0 0 0 0 0 0 0 110
Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function 0 0 0 0 0 0 1 56
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 1 2 5 157
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 28 0 0 2 232
Simple Market Timing with Moving Averages 0 0 1 30 0 1 5 119
Simple Market Timing with Moving Averages 0 0 0 9 0 0 3 36
Simplicity, scientific inference and econometric modelling 0 0 1 6 0 0 4 29
Simplicity, scientific inference and econometric modelling 0 0 0 0 0 0 0 3
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 18 0 3 8 65
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 3 0 0 11 26
Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 1 1 25 0 2 5 38
Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan 0 0 0 8 0 0 2 35
Some exact tests for model specification 0 0 0 0 0 0 0 18
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 36 0 0 1 52
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 1 35
Specification Testing of Production in a Stochastic Frontier Model 0 0 1 2 0 0 1 61
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 15 0 0 1 67
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 26 1 6 8 56
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 4 0 0 3 46
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 8 0 0 1 29
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 1 19 0 0 2 29
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 85 0 0 3 66
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 26 0 0 2 35
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 1 68 0 0 15 196
Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 0 0 2 66
Statistical Modelling of Extreme Rainfall in Taiwan 0 1 1 16 1 4 6 135
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 5 0 0 0 53
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 1 0 0 2 42
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 7 1 4 7 72
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 39 0 0 0 68
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 0 0 1 45
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 1 1 2 0 1 1 48
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 0 0 2 47
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 1 9 0 0 3 97
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 0 0 2 138
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 45 0 0 3 218
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 1 307 0 0 1 721
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 1 4 90
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 1 80
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 0 0 73
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 60 0 0 1 76
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 33 0 1 6 118
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 48 0 1 5 112
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan 0 0 0 54 0 0 0 57
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 0 0 0 317
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 0 0 3 211
Ten Things We Should Know About Time Series 0 0 0 361 0 0 2 290
Ten Things We Should Know About Time Series 0 0 0 12 0 0 0 61
Ten Things We Should Know About Time Series 0 0 2 175 0 0 2 144
Ten Things You Should Know About DCC 0 0 0 2 0 0 0 62
Ten Things You Should Know About DCC 0 0 0 39 1 1 2 68
Ten Things You Should Know About DCC 0 0 0 86 0 0 2 157
Ten Things You Should Know About DCC 0 0 1 38 0 1 5 165
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 3 0 0 3 81
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 30 0 0 3 102
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 15 0 0 6 132
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 10 0 0 1 112
Ten Things you should know about DCC 0 0 0 8 1 2 2 71
Ten Things you should know about the Dynamic Conditional Correlation Representation 0 1 1 28 0 1 2 195
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 39 0 0 4 120
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 40 0 0 1 59
Testing Multiple Non-nested Factor Demand Systems 0 0 1 19 0 0 9 126
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 3
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 0 22
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 266
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 0 0 0 102
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 0 0 0 264
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 42 0 0 5 74
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 0 0 3 79
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 1 35 0 0 2 32
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 0 0 1 50
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 0 0 1 53
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 1 17 0 0 1 56
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 0 41 0 0 1 37
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 0 0 2 72
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 0 0 0 97
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 0 0 0 107
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 0 0 1 59
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 0 0 0 99
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 1 2 40 0 2 5 68
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 1 2 63 0 2 12 94
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 37 0 0 1 33
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 0 78
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 0 0 2 123
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 25 0 0 2 130
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 0 0 6 128
The Endowment Effect in Games 0 0 0 45 1 3 7 101
The Fiction of Full BEKK 0 0 0 25 0 1 4 52
The Fiction of Full BEKK 0 0 0 24 0 0 0 48
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 16 0 0 3 42
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 2 37 0 0 4 81
The Fundamental Equation in Tourism Finance 0 0 0 30 0 1 1 66
The Fundamental Equation in Tourism Finance 0 1 1 41 1 2 2 66
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 1 32 0 0 2 103
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 3 0 0 1 49
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 1 1 15 0 1 5 88
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 66 0 0 1 81
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 13 0 0 0 48
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 1 1 33 0 1 3 70
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 1 1 27 0 1 2 68
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 1 32 0 0 4 81
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 2 5 7 45
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 0 0 3 25
The Interpretation of the Cox Test in Econometrics 0 0 0 0 1 4 10 565
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 1 1 32 0 1 3 97
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 0 0 48
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 1 0 1 2 42
The Rise and Fall of S&P500 Variance Futures 0 0 0 17 0 0 6 134
The Rise and Fall of S&P500 Variance Futures 0 0 0 67 0 0 5 318
The Rise and Fall of S&P500 Variance Futures 0 0 0 18 0 0 3 103
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 2 170
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 3 10 39 212
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 14 2 4 28 158
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 42 5 8 27 202
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 78 2 4 32 350
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 2 79 0 0 4 115
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 47 0 0 3 155
The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 0 0 63
The ten commandments for optimizing value-at-risk and daily capital charges 0 0 0 35 2 6 26 234
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 1 1 2 28 1 1 5 38
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 18 0 0 0 38
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management 0 1 2 33 0 1 9 93
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 0 0 1 52
Theory and Application of an Economic Performance Measure of Risk 0 0 1 13 1 2 4 52
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 0 0 4 42
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case 0 0 0 0 0 0 0 85
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 2 30 0 0 4 62
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 1 36 1 1 4 73
Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 1 30 1 2 8 113
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 37 0 0 3 145
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 35 1 1 5 104
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 0 0 3 94
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 2 1 2 4 66
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 1 14 0 0 10 102
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 141 1 1 3 343
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 11 3 8 11 89
Time Series Forecasts of International Tourism Demand for Australia 0 1 5 162 0 1 19 460
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 2 49 0 0 7 181
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 123 0 0 6 392
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 91 0 0 3 288
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 0 4 75
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 3 57
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 3 8 110
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 1 3 44
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 0 2 53
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 1 1 3 52
Two Papers on Linear Models 0 0 0 0 0 0 2 114
Two Papers on Linear Models 0 0 0 0 0 0 4 21
Two Papers on Model Testing and Discrimination 0 0 0 1 0 1 3 18
Two Papers on Model Testing and Discrimination 0 0 0 0 0 0 0 53
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 28 1 2 4 85
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 1 38 0 0 2 40
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 37 0 0 1 46
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 84 0 0 1 163
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 50 0 0 0 163
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 46 0 0 0 131
Value-at-Risk for Country Risk Ratings 0 0 0 38 0 0 2 188
Value-at-Risk for Country Risk Ratings 0 0 1 94 0 0 1 270
Value-at-Risk for Country Risk Ratings 0 0 1 162 0 0 5 426
Volatility Models of Currency Futures in Developed and Emerging Markets 0 1 1 163 0 1 3 480
Volatility Smirk as an Externality of Agency Conflict and Growing Debt 0 1 1 6 0 1 7 64
Volatility Smirk as an Externality of Agency Conict and Growing Debt 0 0 0 5 0 0 1 51
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 31 0 0 0 51
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 0 1 65
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 0 2 44
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 0 88 0 0 4 319
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 1 1 74 0 4 11 377
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 45 0 0 8 126
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 17 0 0 0 93
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 30 0 0 0 104
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 18 0 0 1 46
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 16 0 0 7 92
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 7 0 0 2 62
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 26 0 1 5 104
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 1 1 9 0 1 2 75
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 3 0 0 1 75
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 2 29 0 0 3 128
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 1 32 0 0 1 167
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 1 16 0 1 5 102
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 18 0 0 2 124
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 9 1 1 4 105
Volatility Spillovers from the US to Australia and China across the GFC 0 1 1 44 0 1 2 88
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 0 0 65
Volatility of a Market Index and its Components: An Application to Commodity Markets 0 0 0 149 0 0 1 292
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA 0 0 0 22 0 0 3 77
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture 0 0 0 5 0 0 1 57
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 32 0 0 2 113
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 7 0 0 5 89
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 9 0 0 0 82
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 31 0 0 0 118
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? 0 0 0 55 0 1 1 70
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 1 81 1 2 16 218
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 1 8 98
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 0 2 12 186
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 1 12 363
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 55 0 0 0 183
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 23 0 0 2 163
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 1 109 0 0 6 418
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 0 0 1 107
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 1 26 0 0 2 244
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 4 0 0 1 102
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 2 32 0 0 5 39
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 1 20 0 0 1 26
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model 0 0 0 2 0 0 1 19
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 14 0 1 5 35
What Will Take the Con Out of Econometrics? 0 0 2 169 1 2 8 845
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 15 0 0 0 83
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 23 0 0 1 139
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 8 0 0 2 113
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 3 0 0 0 74
What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 41 0 0 3 128
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 7 1 1 2 42
Why did Warrant Markets Close in China but not Taiwan? 0 0 1 31 0 0 8 108
You've Got Email: A Workflow Management Extraction System 0 0 0 7 0 0 4 63
You’ve Got Email: A Workflow Management Extraction System 0 0 0 12 0 0 3 38
You’ve Got Email: a Workflow Management Extraction System 0 0 0 10 0 0 1 39
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment 0 0 0 5 0 0 4 28
Total Working Papers 10 124 518 44,068 225 864 5,859 172,713


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 0 2 2 13 0 3 12 100
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 0 10 0 1 6 61
A Charter for Sustainable Tourism after COVID-19 0 0 10 83 2 5 35 347
A Critical Analysis of Some Recent Medical Research in Science on COVID-19 0 0 4 6 0 1 19 70
A Critique of Recent Medical Research in JAMA on COVID-19 0 3 74 178 2 35 1,215 2,594
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 2 134
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 2 14 0 1 7 84
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 18 0 0 1 110
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index 0 0 5 8 1 1 13 30
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 0 0 0 51
A One Line Derivation of EGARCH 0 0 0 30 0 0 1 126
A Portfolio Index GARCH model 0 0 0 51 0 1 6 122
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS 0 0 0 26 0 0 0 143
A Simple Test for Causality in Volatility 0 0 0 23 0 0 3 78
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 0 0 0 1 1
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 4 0 0 0 52
A capital adequacy buffer model 0 0 1 5 0 0 5 54
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices 0 0 0 6 0 1 8 65
A cointegration analysis of annual tourism demand by Malaysia for Australia 0 1 1 11 0 2 3 58
A fractionally integrated Wishart stochastic volatility model 0 0 1 2 0 0 2 30
A further result on the sign of restricted least-squares estimates 0 0 0 17 0 0 2 92
A general asymptotic theory for time‐series models 0 0 0 16 0 0 0 69
A market-augmented model for SIMEX Brent crude oil futures contracts 0 0 1 83 0 0 6 931
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 5 91 0 0 12 341
A neural network demand system with heteroskedastic errors 1 1 2 54 1 1 3 192
A new measure of innovation: The patent success ratio 0 0 0 2 0 0 1 21
A note on the unbiasedness test of rationality using survey data 0 0 0 32 0 1 2 97
A probit analysis of consumer behaviour in rural China 0 0 0 4 1 1 3 48
A risk map of international tourist regions in Spain 0 0 0 10 0 0 0 55
A seasonal analysis of Asian tourist arrivals to Australia 0 0 0 126 0 0 3 643
A seasonal analysis of Malaysian tourist arrivals to Australia 1 1 1 8 1 1 4 54
A simple expected volatility (SEV) index: Application to SET50 index options 0 0 0 2 0 1 7 71
A small sample test for non-nested regression models 0 0 0 21 0 0 0 134
A trinomial test for paired data when there are many ties 0 0 1 7 0 2 7 83
AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES 0 0 0 15 3 3 32 113
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 1 98
ARMAX modelling of international tourism demand 0 0 0 17 0 0 4 65
ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION 1 2 7 11 3 4 20 33
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 1 6 13 152 5 18 45 548
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY 0 1 1 54 0 2 5 216
Advances in financial risk management and economic policy uncertainty: An overview 0 1 5 34 0 1 14 231
Alternative Asymmetric Stochastic Volatility Models 0 0 0 23 0 0 2 123
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 1 194 0 0 4 655
Alternative procedures and associated tests of significance for non-nested hypotheses 0 0 2 105 0 2 12 264
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 1 7 0 1 3 67
An Empirical Assessment of Country Risk Ratings and Associated Models 0 0 4 772 0 0 9 2,281
An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan 0 0 3 24 0 0 12 109
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 1 50 0 0 4 273
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 1 106 4 7 30 334
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 1 3 0 0 4 32
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 0 0 2 51 4 10 40 225
Analyzing fixed-event forecast revisions 0 0 1 14 0 0 2 90
Antitrust environment and innovation 0 0 0 1 0 0 1 10
Applications of the Newton-Raphson Method in Decision Sciences and Education 0 4 17 27 7 22 84 169
Are forecast updates progressive? 0 0 0 6 0 0 0 44
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 0 0 1 17 0 2 23 207
Asian monetary integration: a structural VAR approach 0 0 0 6 0 0 0 46
Asymmetric Multivariate Stochastic Volatility 0 0 0 47 0 0 1 153
Asymmetric Realized Volatility Risk 0 0 0 26 0 0 7 121
Asymmetric adjustments in the ethanol and grains markets 0 1 1 20 0 1 2 94
Asymmetry and Leverage in Conditional Volatility Models 0 1 4 25 0 1 6 103
Asymmetry and Long Memory in Volatility Modeling 0 0 1 26 0 0 8 109
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 0 0 1 41
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models 1 1 2 2 1 1 4 17
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 21 0 0 2 107
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 12 0 1 6 86
Bootstrap estimates of a new classical model of unemployment 0 0 0 1 0 0 2 30
Causality between CO2 Emissions and Stock Markets 0 0 0 1 0 2 5 25
Causality between market liquidity and depth for energy and grains 0 0 0 24 0 0 3 118
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 1 3 1 2 9 62
Coercive journal self citations, impact factor, Journal Influence and Article Influence 0 0 0 3 1 1 2 58
Cointegration Analysis of Seasonal Time Series 0 0 1 7 0 0 1 34
Cointegration analysis of metals futures 0 0 0 13 0 0 2 70
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia 0 0 4 241 0 1 9 898
Cointegration in Practice 0 0 0 4 0 0 2 36
Comment 0 0 0 8 0 0 0 31
Comments on Recent COVID-19 Research in JAMA 0 0 3 22 0 0 18 110
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs 0 0 0 3 0 0 2 76
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market 0 0 0 6 0 0 0 46
Conditional correlations and volatility spillovers between crude oil and stock index returns 1 3 7 68 1 4 13 279
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 2 0 0 1 70
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 4 0 0 1 47
Consumption, liquidity constraints, uncertainty and temptation: An international comparison 0 0 0 25 0 0 2 117
Convergence and catching up in ASEAN: a comparative analysis 0 0 3 132 0 2 7 469
Corporate Financial Distress of Industry Level Listings in Vietnam 0 0 2 3 0 0 5 42
Crude oil hedging strategies using dynamic multivariate GARCH 1 3 8 115 1 6 25 425
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 2 2 4 0 2 11 51
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 0 0 1 42 0 0 5 158
Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan 0 0 0 14 0 1 11 132
Daily market news sentiment and stock prices 0 0 5 11 1 5 29 82
Data mining and the con in econometrics: the U.S. demand for money revisited 0 0 0 1 0 0 1 19
Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam 0 0 0 2 0 1 3 14
Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints 0 0 0 67 1 10 26 259
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE 0 0 0 2 0 0 0 27
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 1 14 0 0 2 91
Dynamic Asymmetric GARCH 1 1 1 93 1 2 4 259
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 1 3 76 0 1 8 263
EDITORIAL NOTE — Statement of Intent 0 0 0 0 0 0 0 18
EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE 0 0 0 0 0 0 0 15
EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS 0 0 0 5 1 2 6 59
EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 5 0 0 1 46
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 1 16 0 0 1 84
EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS 0 1 2 2 1 3 13 14
Econometric Issues in Macroeconomic Models with Generated Regressors 0 0 0 0 4 4 9 1,077
Econometric analysis of financial derivatives: An overview 0 0 2 36 0 0 8 177
Econometric modelling in finance and risk management: An overview 0 0 2 77 0 0 3 208
Econometric modelling of non‐ferrous metal prices 0 0 2 221 0 0 9 729
Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 0 0 0 3 5
Economic growth and technological catching up by Singapore to the USA 0 0 0 4 0 0 1 38
Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 0 0 0 2 3
Editorial 0 0 0 0 0 0 0 21
Editorial 0 0 0 0 0 0 1 1
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) 0 0 0 5 0 0 0 62
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 6 0 0 6 40
Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets 1 3 13 365 2 6 27 1,326
Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts 0 0 0 0 0 0 0 0
Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* 0 0 2 2 0 0 9 10
Efficient estimation and testing of oil futures contracts in a mutual offset system 0 0 0 80 0 0 1 428
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 1 14 0 0 1 91
Empirical models for evaluating errors in fitting extremes of a probability distribution 0 0 0 0 0 0 0 20
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 1 10 1 3 11 61
Establishing national carbon emission prices for China 0 0 0 2 0 0 3 45
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 1 3 0 0 1 28
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 1 2 4 291
Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data 0 0 1 4 0 0 7 18
Estimating the impact of whaling on global whale-watching 0 0 0 5 0 0 3 34
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX 0 0 1 6 0 0 1 52
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 63 0 0 0 191
Estimation of Chinese agricultural production efficiencies with panel data 0 0 0 8 0 0 1 40
Estimation of alternative pricing models for currency futures contracts 0 0 0 3 0 0 2 29
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 0 2 218
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 53 0 0 8 262
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 4 107
FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP 0 0 1 8 0 2 14 62
FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS 0 0 2 13 1 3 19 85
FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM 0 1 3 4 1 2 11 21
FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? 0 1 1 1 1 2 11 19
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 0 0 2 78
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany 0 0 1 2 1 1 9 53
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather 0 1 2 13 1 3 9 128
Fat tails and asymmetry in financial volatility models 0 0 0 5 0 0 3 46
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 1 8 1 1 15 91
Financial dependence analysis: applications of vine copulas 0 0 0 9 1 1 2 60
Financial volatility: an introduction 0 0 1 746 0 1 2 1,862
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 85 0 0 1 276
Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms 0 0 0 4 0 0 2 20
First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 0 0 1 23
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 1 8 0 0 1 63
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range 0 0 1 35 0 1 11 166
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 0 1 18 0 0 7 127
Forecasting conditional correlations in stock, bond and foreign exchange markets 0 0 0 10 0 0 0 61
Forecasting the volatility of Nikkei 225 futures 0 0 0 5 0 0 2 40
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model 0 1 7 148 2 6 46 462
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 0 2 7 14 1 7 23 53
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 27 0 0 6 127
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 1 2 46 0 1 5 380
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 1 1 2 140 1 3 13 329
GFC-robust risk management strategies under the Basel Accord 0 0 0 9 1 1 14 190
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 2 17 80
Globalization and knowledge spillover: international direct investment, exports and patents 0 0 0 16 0 0 3 108
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 46 0 0 2 280
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA 0 0 0 37 0 0 1 186
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 13 1 1 6 123
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* 1 2 5 10 3 4 14 30
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 52 0 0 2 234
How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment 1 1 5 82 1 1 6 443
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 2 20 0 0 12 124
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 5 1 3 10 91
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 11 0 0 1 134
How are journal impact, prestige and article influence related? An application to neuroscience 0 0 0 5 0 0 1 95
How has volatility in metals markets changed? 0 0 2 18 1 1 8 84
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES 0 1 3 62 0 1 3 165
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA 0 0 1 127 0 0 3 488
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 2 0 1 5 12
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity 0 1 1 16 0 1 2 74
Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam 0 0 6 29 3 5 24 136
In Memoriam 0 0 0 3 0 0 0 23
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets 0 0 1 5 0 1 2 27
Input–output structure and growth in China 0 1 1 5 0 1 2 38
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 1 0 0 0 2
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 4 0 0 1 61
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 2 10 83
Is Greater China a currency union? 0 0 0 1 0 0 2 39
Is One Diagnostic Test for COVID-19 Enough? 0 0 0 22 0 1 11 338
Is a monetary union feasible for East Asia? 0 0 4 244 0 0 6 619
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism 0 0 0 11 0 1 2 89
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 1 1 18 0 1 1 86
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS 0 0 0 7 0 0 1 37
Joint and Cross-Border Patents as Proxies for International Technology Diffusion 0 0 0 3 1 2 4 35
Keynesian and New Classical Models of Unemployment Revisited 0 0 0 139 0 0 0 696
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 0 16 0 0 0 96
Linear and nonlinear causality between changes in consumption and consumer attitudes 0 0 0 109 0 0 2 325
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 7 0 2 5 72
MEASURING RISK IN ENVIRONMENTAL FINANCE 0 0 5 102 0 1 10 309
MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS 0 0 0 3 0 0 0 28
Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction 0 0 0 0 0 0 1 1
Mapping the Presidential Election Cycle in US stock markets 0 1 4 35 1 8 20 161
Market Risk Analysis of Energy in Vietnam 0 0 0 2 1 2 5 66
Market Timing with Moving Averages 0 0 0 13 0 0 2 62
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 58 0 1 3 203
Market integration dynamics and asymptotic price convergence in distribution 0 0 0 6 0 0 0 45
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 1 5 921 0 2 10 2,200
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 26 0 6 19 219
Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 0 0 0 1 2
Modeling Latent Carbon Emission Prices for Japan: Theory and Practice 0 0 0 3 0 0 3 30
Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China 0 0 0 2 0 0 10 51
Modeling dynamic conditional correlations in WTI oil forward and futures returns 0 1 1 69 0 1 1 291
Modeling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 1 13 0 0 7 56
Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain 0 0 1 1 0 0 1 3
Modelling Country Risk and Uncertainty in Small Island Tourism Economies 0 0 0 0 0 0 0 6
Modelling and forecasting daily international mass tourism to Peru 0 0 0 4 0 2 14 59
Modelling and forecasting noisy realized volatility 0 0 2 35 1 1 5 163
Modelling and managing financial risk: An overview 0 0 0 3 0 0 2 55
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 1 1 5 0 1 2 51
Modelling in econometrics: The deterrent effect of capital punishment 0 0 1 1 0 0 3 22
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach 0 0 1 8 2 8 25 82
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan 0 0 0 5 0 0 3 62
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 1 19 0 0 2 110
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO 0 0 0 1 0 0 1 49
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 0 2 15
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 0 0 0 0 34
Modelling the information content in insider trades in the Singapore exchange 0 0 1 3 0 2 4 31
Modelling the interactions across international stock, bond and foreign exchange markets 0 0 3 46 1 2 6 204
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 1 1 1 29
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 0 1 44
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns 0 0 0 246 0 0 2 876
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices 0 0 1 13 0 0 6 81
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 0 36 1 1 4 132
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 2 6 0 1 6 66
Moving Average Market Timing in European Energy Markets: Production Versus Emissions 0 0 0 0 0 0 1 24
Multivariate Stochastic Volatility: A Review 0 1 8 119 0 3 19 324
Multivariate Stochastic Volatility: An Overview 0 0 2 92 0 0 2 171
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 46 0 0 2 231
Multivariate volatility in environmental finance 0 0 0 3 0 0 2 53
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 3 69 0 2 16 242
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 5 1 1 2 74
Net Interest Marginof Commercial Banks in Vietnam 0 0 4 27 2 4 28 147
Non-linear modelling and forecasting of S&P 500 volatility 0 1 1 5 0 1 4 47
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 52 0 0 1 316
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 14 0 1 3 86
ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS 0 0 0 0 0 0 5 35
On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach 0 0 0 11 0 0 1 51
On exact and asymptotic tests of non-nested models 0 0 0 5 0 0 0 31
On the Effects of Misspecification Errors in Models with Generated Regressors 0 0 0 0 0 0 0 192
On the interpretation of the cox test in econometrics 0 0 0 32 1 1 2 89
On the invertibility of EGARCH(p, q) 0 1 1 6 0 3 11 45
On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 0 0 0 21 0 0 2 75
On the use of extreme value distributions for predicting the upper percentiles of environmental quality data 0 0 0 0 0 0 2 20
PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS 0 1 1 3 1 2 6 17
PRICING CARBON EMISSIONS IN CHINA 0 0 2 7 1 2 10 79
Patent activity and technical change 0 0 0 22 1 1 4 130
Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 0 0 0 0 0 0 0 0
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 0 3 0 0 0 24
Precious metals-exchange rate volatility transmissions and hedging strategies 0 0 1 40 1 5 12 188
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 0 0 6 20 0 2 28 71
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 5 0 1 5 39
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 2 22 0 0 4 136
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † 0 0 0 5 0 0 1 66
Prevention Is Better Than the Cure: Risk Management of COVID-19 0 0 1 222 0 2 26 2,335
Pricing of Forward and Futures Contracts 4 4 5 5 5 5 8 12
Pricing of non-ferrous metals futures on the London Metal Exchange 0 0 0 230 0 0 5 1,267
Professor Halbert L. White, 1950–2012 0 0 1 41 1 1 7 126
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 6 0 1 5 60
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 2 2 2 2 2 2 2 16
Properties of ordinary least squares estimators in regression models with nonspherical disturbances 0 2 4 297 0 5 11 1,528
Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 0 0 1 21 0 2 12 81
Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting 0 0 0 4 0 0 1 47
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 0 0 8 38
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 1 1 39
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 28 0 0 29 146
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 1 49 0 0 7 197
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability 0 0 0 5 0 0 0 68
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 7 0 1 2 37
Realized Volatility and Long Memory: An Overview 0 0 0 93 0 0 0 200
Realized Volatility: A Review 0 1 13 288 3 12 81 832
Realized stochastic volatility models with generalized Gegenbauer long memory 0 0 0 3 1 1 5 19
Realized stochastic volatility with general asymmetry and long memory 0 0 0 13 0 1 4 75
Recent Theoretical Results for Time Series Models with GARCH Errors 0 1 2 2 0 3 8 10
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview 0 0 1 8 0 0 2 56
Recent developments in financial economics and econometrics: An overview 0 0 0 23 0 0 0 108
Recursive estimation and generated regressors 0 0 0 26 0 0 1 93
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations 1 1 1 36 1 1 3 130
Regression quantiles for unstable autoregressive models 0 0 1 8 0 0 1 47
Related commodity markets and conditional correlations 0 0 0 1 0 0 0 20
Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa 0 0 0 8 0 0 1 81
Review Papers for Journal of Risk and Financial Management ( JRFM ) 0 0 1 1 1 1 10 35
Review on Efficiency and Anomalies in Stock Markets 6 7 25 56 10 18 76 212
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 1 1 25 0 1 1 173
Risk Management of COVID-19 by Universities in China 1 2 9 156 2 5 71 874
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 2 0 0 1 49
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 3 22 101 0 6 83 590
Risk management and financial derivatives: An overview 0 1 6 91 2 7 22 265
Risk management of precious metals 0 2 4 62 0 6 9 200
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 1 2 11 92
Risk management of risk under the Basel Accord: forecasting value-at-risk of VIX futures 0 0 0 7 0 2 9 91
Risk spillovers in oil-related CDS, stock and credit markets 0 0 0 36 0 2 2 171
Robust Ranking of Journal Quality: An Application to Economics 0 0 4 29 0 2 23 131
Robust ranking of multivariate GARCH models by problem dimension 0 0 0 13 0 1 6 84
SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE 0 0 0 85 0 0 2 685
SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) 0 1 1 3 1 3 4 12
Scalar BEKK and indirect DCC 0 0 2 117 1 2 13 358
Second Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 0 0 0 11
Seeking Clarity in a World Infected by COVID-19 and Fake News 0 0 5 26 0 0 15 98
Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation 0 0 0 0 0 0 0 11
Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 0 0 0 0 0 0 0 20
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function 0 0 1 20 0 0 1 76
Sherlock Holmes and the Search for Truth: A Diagnostic Tale 0 0 0 0 0 0 3 929
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 1 56 1 2 7 233
Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models 0 0 0 3 0 0 2 33
Simplicity, Scientific Interference and Econometric Modelling 0 0 0 42 0 1 2 252
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 0 0 1 125
Single-index and portfolio models for forecasting value-at-risk thresholds 0 1 3 177 3 11 51 628
Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 3 4 33 1 6 26 262
Some Exact Tests for Model Specification 0 0 0 46 0 0 0 168
Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses 0 0 0 5 0 0 0 34
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 0 0 0 37
Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences 0 1 5 10 0 2 16 37
Speculation and destabilisation 0 0 0 10 0 0 1 53
Spurious Relationships for Nearly Non-Stationary Series 0 0 1 2 0 0 9 11
Spurious cross-sectional dependence in credit spread changes 0 0 1 1 0 1 12 19
Stationarity and the existence of moments of a family of GARCH processes 0 0 2 183 0 0 8 456
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 17 0 0 0 141
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 10 1 1 1 68
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 1 2 2 106 1 3 7 301
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 8 0 0 1 54
Summary of Advances in Decision Sciences (ADS) - 2019 0 0 0 4 0 1 11 37
Summary of Advances in Decision Sciences (ADS) - 2020 0 0 3 4 0 1 13 31
Switching Orthogonality 0 0 0 0 0 0 0 142
Systematic Risk at the Industry Level: A Case Study of Australia 0 0 0 5 0 0 5 56
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES 0 0 0 0 0 0 2 104
TESTING SEPARATE TIME SERIES MODELS 0 0 0 0 0 0 7 16
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 0 0 0 21 0 0 2 155
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 0 2 116
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES 0 0 0 22 0 0 5 151
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 0 0 1 5 0 1 2 22
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 0 0 0 52 1 1 2 184
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 9 0 0 4 60
Testing Multiple Non‐Nested Factor Demand Systems 0 0 0 0 0 0 0 0
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 0 0 0 69
Testing for Unit Roots and Non‐linear Transformations 0 0 1 4 0 0 2 22
Testing for contagion in ASEAN exchange rates 0 0 1 4 0 0 5 47
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 0 2 33
Testing long-run neutrality using intra-year data 0 0 0 18 0 0 3 105
Testing periodically integrated autoregressive models 0 0 0 1 0 0 3 33
Testing separate models with stochastic regressors 0 0 0 11 0 0 0 56
Testing separate regression models subject to specification error 0 0 0 25 0 0 2 118
Testing the life-cycle permanent income hypothesis using intra-year data for Sweden 0 0 0 6 0 0 0 49
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts 0 0 0 67 0 0 0 279
The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 0 0 0 0 0 0 2 218
The Econometrics of Financial Time Series 0 0 0 0 0 0 0 1
The Fundamental Equation in Tourism Finance 0 0 1 19 0 0 3 111
The Future of Tourism in the COVID-19 Era 8 24 249 368 33 96 984 1,331
The Gender Wealth Gap by Household Head in Vietnam 2 3 9 48 8 15 57 250
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 0 1 3 35
The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 0 0 0 0 0 0 2 4
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 0 0 0 0 0 0 0 1
The Journal of Risk and Financial Management in Open Access 0 0 0 47 0 1 6 172
The Osaka Econometrics Conference: Osaka, Japan, 1995 0 0 0 0 0 0 0 69
The Safety of Banks in Vietnam Using CAMEL 1 5 23 26 2 13 59 76
The Ten Commandments for Academics 0 0 1 143 1 1 7 436
The Ten Commandments for Attending a Conference 0 1 2 2 0 1 2 4
The Ten Commandments for Organizing a Conference 0 0 0 3 0 0 1 4
The Ten Commandments for Presenting a Conference Paper 0 0 0 0 0 0 0 0
The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia 0 0 0 0 0 0 0 1
The complexity of simplicity 0 0 0 0 0 1 1 26
The correct regularity condition and interpretation of asymmetry in EGARCH 1 3 7 101 2 7 43 263
The econometrics of intellectual property: An overview 0 0 0 65 0 0 1 183
The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions 0 0 0 0 0 0 0 26
The fiction of full BEKK: Pricing fossil fuels and carbon emissions 0 0 1 2 0 0 1 34
The impact of China on stock returns and volatility in the Taiwan tourism industry 0 0 0 4 0 0 1 72
The impact of jumps and leverage in forecasting covolatility 0 1 2 4 0 1 5 36
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations 0 4 4 11 0 4 4 68
The minimum error variance rule for non-linear regression models 0 0 1 22 0 0 2 119
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power 0 0 0 1 0 0 1 21
The rise and fall of S&P500 variance futures 0 0 0 6 0 0 2 79
The significance of testing empirical non-nested models 0 0 2 111 3 5 17 400
The structure of dynamic correlations in multivariate stochastic volatility models 1 3 5 137 2 4 13 405
The ten commandments for ranking university quality 0 0 1 81 0 0 1 266
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management 1 2 3 7 3 5 13 58
Theory and application of an economic performance measure of risk 0 0 0 4 0 0 5 83
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 2 16 0 0 9 92
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 16 0 0 0 99
Trends and volatilities in foreign patents registered in the USA 0 0 0 33 0 0 2 199
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries 0 0 0 0 0 0 1 12
Value-at-Risk for country risk ratings 0 0 0 21 0 0 6 105
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 1 5 166 0 2 16 1,022
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 7 0 0 3 77
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 11 0 0 3 62
Volatility Spillovers from Australia's major trading partners across the GFC 1 1 1 15 1 1 3 73
Volatility models of currency futures in developed and emerging markets 0 0 0 1 0 0 2 32
Volatility smirk as an externality of agency conflict and growing debt 0 0 0 4 0 0 4 37
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 1 13 0 0 5 49
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy 0 0 2 7 1 2 10 35
Volatility spillovers from the Chinese stock market to economic neighbours 0 0 0 10 0 0 6 83
WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE 0 0 0 1 0 0 2 29
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG 0 0 0 0 0 0 1 182
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 1 8 0 0 4 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 1 17 0 0 2 75
What Will Take the Con out of Econometrics? 0 0 3 182 0 1 9 528
What makes a great journal great in the sciences? Which came first, the chicken or the egg? 0 0 0 3 0 0 1 39
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 0 4 76
You’ve Got Email: A Workflow Management Extraction System 0 0 0 1 0 0 13 64
ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES 0 0 11 11 1 2 22 23
Total Journal Articles 42 145 857 14,881 187 619 5,059 69,241


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