Access Statistics for Michael McAleer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment 0 0 0 8 0 1 2 39
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 0 0 32 1 1 2 117
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 0 0 67
A Capital Adequacy Buffer Model 0 0 0 10 0 0 3 100
A Capital Adequacy Buffer Model 0 0 0 47 0 0 2 110
A Capital Adequacy Buffer Model 0 0 0 21 0 0 1 84
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 78 0 0 8 75
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 40 0 0 5 163
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 0 7 266
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 1 122
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 0 1 156
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 16 0 1 1 85
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 0 0 111
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 1 2 100
A General Asymptotic Theory for Time Series Models 0 0 0 72 0 0 0 129
A Generalized Email Classification System for Workflow Analysis 0 0 0 39 1 2 2 197
A Generalized Email Classification System for Workflow Analysis 0 0 0 14 1 1 7 73
A Generalized Email Classification System for Workflow Analysis 0 0 0 8 0 1 2 34
A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS 0 0 0 0 0 0 0 1,356
A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies 0 0 0 13 0 1 1 56
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 36
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 1 58 0 0 1 76
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 15 0 1 1 30
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 0 1 2 50
A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS 0 0 0 0 0 0 1 876
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 6 0 1 3 56
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 9 0 0 0 71
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 1 2 12 0 1 2 67
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 0 2 117
A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms 0 0 0 15 0 1 6 62
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 19 0 1 2 79
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 39 1 1 1 113
A One Line Derivation of EGARCH 0 0 0 49 0 0 1 93
A One Line Derivation of EGARCH 0 0 0 13 0 0 1 60
A One Line Derivation of EGARCH 0 0 0 28 0 0 1 70
A One Line Derivation of EGARCH 0 0 0 25 1 1 4 96
A One Line Derivation of EGARCH 0 0 0 0 0 0 1 8
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 103 0 0 1 255
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 97 0 1 3 391
A Panel Threshold Model of Tourism Specialization and Economic Development 0 1 2 80 0 2 8 280
A Scientific Classification of Volatility Models 0 0 0 87 0 0 0 188
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 32 0 0 1 179
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 0 0 0 0 31
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 36 0 0 0 148
A Simple Test for Causality in Volatility 0 1 1 74 0 2 4 105
A Simple Test for Causality in Volatility 0 0 0 36 0 0 1 32
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 1 10 0 1 4 37
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 37 0 0 3 64
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 39 0 0 5 143
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 1 41 0 0 8 188
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 1 8 126
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 97 0 1 1 264
A Tourism Conditions Index 0 0 0 12 0 0 0 80
A Tourism Conditions Index 0 1 1 33 0 1 1 59
A Tourism Conditions Index 0 0 0 32 0 1 2 73
A Tourism Conditions Index 0 0 0 29 0 0 0 117
A Tourism Financial Conditions Index 0 0 0 23 0 0 0 60
A Tourism Financial Conditions Index 0 0 0 51 0 0 1 60
A Tourism Financial Conditions Index 0 0 1 34 0 0 2 93
A Tourism Financial Conditions Index 0 0 0 22 0 0 0 63
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 23 1 1 5 41
A Tourism Financial Conditions Index for Tourism Finance 0 1 1 29 0 2 4 34
A Tourism Financial Conditions Index for Tourism Finance 0 1 1 31 0 1 1 77
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 33 0 1 2 216
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 1 0 1 2 99
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 0 0 0 350
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 1 21 0 1 2 115
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 0 8 195
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 2 111
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 29 0 0 0 172
A simple expected volatility (SEV) index 0 0 0 31 0 0 1 212
A statistical analysis of industrial penetration and internet intensity in Taiwan 0 0 0 29 0 1 1 43
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 0 1 585
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 0 377
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 1 75 0 0 4 172
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 72 0 0 2 153
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 1 1 61 0 1 3 151
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 19 0 0 0 131
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 33 0 1 9 175
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 27 0 0 1 170
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 1 37 0 1 4 193
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 34 0 1 13 184
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 0 0 0 146
Alternative Asymmetric Stochastic Volatility Models 0 0 0 24 0 0 5 76
Alternative Asymmetric Stochastic Volatility Models 0 0 0 47 0 0 0 181
Alternative Asymmetric Stochastic Volatility Models 0 0 0 9 0 0 0 69
Alternative Asymmetric Stochastic Volatility Models 0 0 1 7 0 1 2 78
Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses 0 0 0 1 0 0 0 292
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 0 0 0 0 668
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 1 1 4 0 1 1 33
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 1 1 84
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors 0 1 1 4 0 3 4 84
An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia 0 0 0 40 0 0 0 169
An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series 0 0 2 15 0 5 9 102
An Event Study of Chinese Tourists to Taiwan 0 0 0 11 0 1 4 97
An Event Study of Chinese Tourists to Taiwan 0 0 0 14 0 0 0 35
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors 0 0 0 28 0 0 0 84
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia 0 0 0 57 0 0 1 222
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 1 34 0 0 1 66
An event study of chinese tourists to Taiwan 0 0 0 6 0 0 2 40
Analyzing Fixed-Event Forecast Revisions 0 0 0 23 0 0 2 83
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 0 0 194
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 1 4 83
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 0 84
Analyzing Fixed-event Forecast Revisions 0 0 0 71 0 0 1 119
Analyzing Fixed-event Forecast Revisions 0 0 0 2 0 2 3 61
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 1 1 38 0 1 1 149
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 45 0 0 1 209
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 57 0 1 11 176
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 2 3 14 337
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 28 0 0 0 84
Are Forecast Updates Progressive? 0 0 0 27 0 0 0 122
Are Forecast Updates Progressive? 0 0 0 22 0 0 2 96
Are Forecast Updates Progressive? 0 1 1 33 0 1 2 88
Are Forecast Updates Progressive? 0 0 0 24 0 0 0 134
Are Forecast Updates Progressive? 0 0 0 39 0 0 0 146
Are Forecast Updates Progressive? 0 0 0 27 0 0 0 131
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 1 13 0 0 1 67
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 1 31 0 0 1 79
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? 1 1 2 44 4 4 16 177
Article Influence Score = 5YIF divided by 2 0 0 1 58 2 2 12 571
Article Influence Score = 5YIF divided by 2 0 1 1 48 0 1 1 328
Asian Monetary Integration: A Structural VAR Approach 0 0 0 350 0 0 1 476
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 1 1 94
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 0 0 3 109
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 22 0 0 0 138
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 15 0 0 1 96
Asymmetric Multivariate Stochastic Volatility 0 1 1 262 0 2 2 616
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 1 91
Asymmetric Realized Volatility Risk 0 0 0 84 0 0 6 94
Asymmetric Realized Volatility Risk 0 0 0 45 0 1 1 71
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 2 0 4 5 70
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 8 1 2 8 88
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 1 2 25 1 9 11 116
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 11 0 0 1 54
Asymmetry and Leverage in Conditional Volatility Models 1 1 1 42 1 1 5 85
Asymmetry and Leverage in Conditional Volatility Models 0 1 1 64 0 1 2 102
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 0 0 0 0 0
Asymmetry and Leverage in Realized Volatility 0 0 0 39 0 0 0 115
Asymmetry and Leverage in Realized Volatility 1 1 2 19 1 1 2 84
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 0 0 0 132
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 0 0 0 102
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 0 0 131
Asymmetry and Long Memory in Volatility Modelling 0 0 0 28 0 0 0 129
Asymmetry and leverage in realized volatility 0 0 0 71 0 0 1 125
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 60 0 0 0 255
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 12 0 0 0 97
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 0 0 0 34
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 19 0 0 0 23
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 45 0 0 0 53
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 38 0 1 2 73
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 1 19 0 0 4 53
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 2 0 0 3 39
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 149 0 0 8 530
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 33 0 0 1 69
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 18 0 0 2 61
Bayesian analysis of realized matrix-exponential GARCH models 0 0 0 8 1 1 2 41
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 1 45 0 0 2 81
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 54 0 0 3 109
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 24 0 0 2 57
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database 0 0 0 13 0 0 1 79
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 79 0 0 1 102
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 39 0 0 2 62
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 54 0 0 1 167
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 1 1 109
Block Structure Multivariate Stochastic Volatility Models 0 0 0 30 0 0 0 115
CO2 Emissions, Energy Consumption and Economic Growth 1 1 6 81 2 2 13 206
CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership 0 0 1 36 0 0 1 42
COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS 0 0 0 0 0 0 0 185
Carpooling with heterogeneous users in the bottleneck model 0 0 1 76 0 0 3 142
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 34 0 0 1 156
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 21 0 0 6 128
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 1 107
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 0 0 103
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 2 2 3 32 2 2 5 49
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 0 36 0 0 2 49
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 0 0 9 171
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 60 0 0 1 103
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 22 0 0 0 187
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 1 6 0 1 2 160
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 104 0 0 4 547
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 1 71 0 0 5 601
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 0 91
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 23 0 0 0 114
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 1 1 17 0 2 2 82
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 0 0 0 7 0 0 3 71
Cointegrated Dynamics for A Generalized Long Memory Process 0 0 0 25 0 2 3 31
Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates 0 0 0 26 0 1 1 45
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 0 0 0 376
Combining Non-Replicable Forecasts 0 0 1 21 0 0 2 67
Combining Non-Replicable Forecasts 0 1 1 38 0 1 1 100
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency 0 0 1 24 0 0 3 159
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 1 281
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 0 2
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 2 0 0 0 29
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 1 1 1 231
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 0 0 337
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 80 0 1 1 336
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 55 1 2 3 242
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 40 0 1 4 237
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 110 0 0 0 409
Connecting VIX and Stock Index ETF 0 2 2 30 0 3 4 82
Connecting VIX and Stock Index ETF 0 0 0 18 0 0 2 88
Connecting VIX and Stock Index ETF 0 0 0 32 0 0 0 127
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 36 0 0 3 46
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 9 0 1 3 70
Convergence and Catching Up in ASEAN: A Comparative Analysis 0 0 0 246 0 0 0 600
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 6 0 1 4 36
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 17 0 1 2 55
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 1 1 286 0 1 2 949
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 0 0 346
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 111 0 3 3 306
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 2 119 0 2 10 439
Cruising is Risky Business 0 0 0 25 0 1 2 141
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 1 310
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 1 69 0 0 9 327
Daily Market News Sentiment and Stock Prices 0 0 1 13 1 3 14 107
Daily Market News Sentiment and Stock Prices 0 0 3 31 0 0 5 140
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 48 0 0 1 555
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 41 0 0 4 233
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 45 0 0 9 353
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan 0 1 1 24 0 1 5 250
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 1 1 6 83
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 42 0 0 6 67
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 1 2 59 0 1 8 141
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 0 8 0 0 1 73
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 9 0 1 3 101
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 1 91 0 0 4 213
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 0 44 0 0 0 100
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 10 1 7 9 101
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 101 0 0 1 238
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 1 1 1 32 2 3 3 154
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 1 40 0 0 3 408
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 148 0 0 3 484
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 63 0 0 1 111
Does the ROMC have expertise, and can it forecast? 0 0 0 9 0 0 0 131
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 0 1 41
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 0 64
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 0 0 48
Drawbacks in the 3-Factor Approach of Fama and French (2018) 2 8 20 437 17 43 157 2,492
Drawbacks in the 3-factor approach of Fama and French 1 1 1 30 1 1 1 47
Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal 0 0 0 0 0 0 1 203
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 20 0 1 1 80
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 0 0 175
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 0 0 0 254
Dynamic Conditional Correlations for Asymmetric Processes 0 1 1 19 0 1 2 100
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 0 0 0 67
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 0 0 1 77
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 66 0 0 2 185
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 1 51 1 3 7 155
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 1 63 0 0 2 204
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 1 70
Ecologically Sustainable Tourism Management 0 0 0 412 0 0 3 1,393
Econometric Analysis of Financial Derivatives 0 0 1 46 0 0 2 156
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 27 1 4 9 98
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 39 0 0 7 134
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 40 0 0 2 149
Econometric modelling in finance and risk management: An overview 0 0 0 261 2 2 5 606
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 2 54
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 11 0 0 2 36
Energy Consumption and Economic Growth: Evidence from Vietnam 0 1 3 39 0 2 11 79
Energy consumption and economic growth: Evidence from Vietnam 1 1 2 67 2 3 9 175
Environmental Technology Strengths: International Rankings Based on US Patent Data 0 0 0 167 0 1 2 550
Establishing National Carbon Emission Prices for China 0 0 0 19 0 0 0 43
Establishing National Carbon Emission Prices for China 0 0 0 30 0 1 5 97
Establishing National Carbon Emission Prices for China 0 0 1 12 0 0 2 54
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 15 0 0 2 93
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 68 1 1 1 219
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 1 1 39 0 2 2 274
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 1 1 28 0 1 2 168
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 1 1 24 0 1 1 147
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 1 1 42 0 3 5 239
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 1 1 60 0 4 6 268
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 0 0 0 184
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 66 0 0 1 64
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 37 0 2 3 48
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 1 191
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 42 0 0 0 671
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 31 0 0 1 302
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 45 0 0 0 228
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 0 0 0 88
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 0 0 225
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 0 0 173
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 0 2 113
Estimating the impact of whaling on global whale watching 0 0 0 34 0 3 3 235
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 0 0 3 433
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 1 2 261
Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables 0 0 0 1 0 1 2 552
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 0 0 99
European Market Portfolio Diversification Strategies across the GFC 0 0 1 12 0 0 1 70
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 1 1 1 63
Evaluating Combined Non-Replicable Forecast 0 1 1 3 0 1 1 80
Evaluating Combined Non-Replicable Forecasts 0 0 0 18 0 1 1 80
Evaluating Combined Non-Replicable Forecasts 0 0 0 7 0 0 2 48
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 0 78
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 21 0 0 3 85
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 0 144
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 1 1 1 221
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 1 1 166 0 1 3 213
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 96 0 0 3 148
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 59 0 0 1 158
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 0 173
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 0 288
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 1 1 2 72 1 1 2 190
Exact Tests of a Model Against Non-Nested Alternatives 0 0 0 0 0 0 0 90
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 0 0 73
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 1 1 106
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 0 1 1 137
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 23 0 0 0 118
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 0 0 0 133
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 0 0 0 107
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 1 8 467
Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather 1 1 3 105 2 8 14 812
Fake News and Indifference to Truth 0 0 1 14 0 1 3 81
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 4 110
Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 1 1 2 81 2 7 19 222
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 5 62
Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 1 127 5 16 71 2,618
Fat Tails and Asymmetry in Financial Volatility Models 0 0 2 418 2 2 5 1,011
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 23 0 1 2 59
Financial Credit Risk and Core Enterprise Supply Chains 0 1 2 30 0 1 21 152
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 0 0 107
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 0 0 111
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 12 0 0 1 73
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets 1 1 1 49 1 1 4 153
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 9 0 0 3 47
Financial inclusion and macroeconomic stability in emerging and frontier markets 0 0 3 46 0 0 6 58
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 37 0 0 1 104
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 51 0 0 1 119
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 17 0 0 2 96
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 0 0 0 125
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 86 0 0 0 155
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 0 1 1 166
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 1 84 0 0 1 138
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 0 0 0 133
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 0 0 0 100
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 1 35 0 0 1 97
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 1 2 82
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 87 0 0 0 133
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 84 1 1 1 258
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 56 1 1 4 163
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range 0 0 0 63 0 0 2 174
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 38 0 0 1 78
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 2 2 5 132
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 1 23 0 0 2 176
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 0 0 181
Forecasting the Volatility of Nikkei 225 Futures 0 0 1 18 0 0 1 84
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 48 0 0 1 60
Forecasting the volatility of Nikkei 225 futures 0 0 0 36 0 0 0 88
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 0 0 260
From Disorder to Order 0 0 0 3 0 0 0 49
From Disorder to Order 0 0 0 7 0 0 0 41
From Disorder to Order 0 0 0 1 0 0 0 26
Frontiers in Time Series and Financial Econometrics 0 0 0 139 0 0 3 344
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 85 0 0 1 92
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 54 0 0 2 113
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 0 0 0 287
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 16 0 0 0 167
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 0 0 4 193
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 3 31 0 0 5 194
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 0 7 175
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 0 4 205
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 19 0 1 8 171
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 1 268
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 1 1 92
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 1 1 51 0 2 7 180
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 50 0 0 1 125
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 2 90 0 1 4 305
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 47 0 0 2 138
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 2 2 3 41 2 3 4 315
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 1 35 0 0 3 180
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 1 1 30 1 2 2 258
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 0 0 140
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 0 0 10 159
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 0 6 204
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 0 0 9 183
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 0 0 285
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 10 0 0 12 143
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 1 1 12 0 1 1 158
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 1 1 1 149 2 2 2 298
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 0 0 561
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 0 1 566
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 0 0 6 452
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 2 42 0 0 4 109
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 27 0 1 1 69
Hedge Fund Portfolio Diversification Strategies across the GFC 0 0 0 20 0 0 1 83
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 18 0 0 5 99
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 2 44 0 0 7 95
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 1 64 0 0 2 124
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 0 0 4 72
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 1 4 0 1 6 91
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 0 1 145
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 26 0 0 0 222
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 1 1 28 0 2 5 137
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 51 0 0 1 225
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics 0 0 0 6 0 2 2 100
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 46 0 3 4 137
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 23 0 1 2 99
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 1 1 8 0 1 2 83
How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? 0 0 0 10 0 0 0 106
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 32 0 0 8 119
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 3 0 0 10 122
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 6 0 0 6 105
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 12 0 0 2 130
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 16 0 0 10 142
How Volatile is ENSO? 0 0 0 9 0 0 0 76
How Volatile is ENSO? 0 0 0 14 0 0 1 88
How Volatile is ENSO? 0 0 0 13 0 0 0 75
How Volatile is ENSO? 0 1 1 8 0 1 2 93
How Volatile is ENSO? 0 0 0 17 0 0 0 76
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 31 0 0 0 181
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 2 0 0 0 86
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 14 0 0 4 125
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 15 0 0 0 124
How are VIX and Stock Index ETF Related? 0 0 0 18 0 0 1 97
How are VIX and Stock Index ETF Related? 0 0 0 11 0 1 3 93
How does Zinfluence Affect Article Influence? 0 0 0 13 0 1 4 74
How does Zinfluence Affect Article Influence? 0 0 0 8 0 0 0 60
How does Zinfluence Affect Article Influence? 0 0 0 7 0 0 0 127
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 1 2 81 0 2 9 279
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 66 0 0 1 280
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 1 2 3 191 1 3 5 621
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 74 0 0 1 283
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 77 0 0 1 193
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 55 0 0 0 155
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 1 79 0 0 1 182
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity 0 0 0 31 0 0 1 129
Impact of Psychological Needs on Luxury Consumption 0 0 0 121 0 0 1 115
Impact of Psychological Needs on Luxury Consumption 0 0 0 34 0 0 2 70
Impact of Psychological Needs on Luxury Consumption 0 0 0 29 0 0 3 83
Industrial Agglomeration and Use of the Internet 0 0 0 35 0 1 3 85
Industrial Agglomeration and Use of the Internet 0 0 0 34 0 0 1 67
Industrial Agglomeration and Use of the Internet 0 1 1 36 0 1 2 86
Industrial Penetration and Internet Intensity 0 0 1 12 0 0 1 61
Industrial penetration and internet intensity 0 0 0 23 0 0 1 48
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 1 72 0 0 2 136
Input-output Structure and Growth in China 0 0 0 430 0 1 4 1,043
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 47 0 0 1 182
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 116 0 0 2 689
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 39 0 0 5 269
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 0 56 0 0 0 205
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 14
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 38 0 0 3 146
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 73 0 1 1 209
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 0 0 1 181
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 1 52 0 1 5 158
International Technology Diffusion of Joint and Cross-border Patents 0 0 1 35 0 1 4 92
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 12 0 1 3 70
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 33 0 0 0 57
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 78 0 0 0 74
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 4 0 1 1 52
International Technology Diffusion of Joint and Cross-border Patents (Revised version) 0 0 0 32 0 0 0 42
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 0 0 140
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 0 0 0 119
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 0 0 1 93
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 2 2 41 0 2 2 156
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 14 0 1 1 88
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 9 0 1 3 96
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 17 0 0 1 94
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 0 13 166
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 0 0 170
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 1 1 8 188
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 0 1 896
JOINT TESTS OF NON-NESTED MODLS AND GENERAL ERROR SPECIFICATIONS 0 0 0 0 0 0 0 883
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 1 41 0 0 2 86
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 56 0 0 0 55
Joint and Cross-border Patents as Proxies for International Technology Diffusion 1 1 1 48 1 2 3 44
Journal Impact Factor Versus Eigenfactor and Article Influence 0 1 1 75 5 7 14 278
Journal Impact Factor Versus Eigenfactor and Article Influence 0 1 1 270 0 2 6 1,766
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 31 0 0 1 190
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 28 1 4 7 249
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 0 0 0 104
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 0 0 4 147
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 24 0 0 0 172
Journal Impect Factor Versus Eigenfactor and Article Influence 0 0 0 7 0 0 1 132
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 23 0 0 2 78
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 2 2 58 0 2 4 601
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 30 0 1 1 77
Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations 0 0 0 34 0 0 0 46
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 0 1 1 1 5
Keynesian and new classical models of unemployment revisited 0 0 1 6 0 0 2 59
Keynesian and new classical models of unemployment revisited 0 0 0 1 0 0 1 12
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 67 0 0 3 137
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 17 0 0 2 47
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 13 0 0 0 34
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 9 0 0 1 79
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 1 29 0 0 2 151
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 36 0 0 1 130
Long Run Returns Predictability and Volatility with Moving Averages 0 0 1 56 1 1 6 85
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 19 0 0 2 72
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series 0 1 1 28 1 2 4 163
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 21 0 0 2 155
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 15 1 1 2 91
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 0 0 0 72
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 0 2 51
Management Science, Economics and Finance: A Connection 0 0 0 79 1 1 3 111
Management Science, Economics and Finance: A Connection 0 0 0 25 0 0 1 105
Management science, economics and finance: A connection 0 0 0 35 0 0 0 86
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives 0 0 0 90 0 0 0 661
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 0 0 1 324
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 0 1 287
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 0 1 186
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 1 3 5 162
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 0 1 227
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 0 0 33
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 7 0 0 0 74
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 1 3 0 0 2 46
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 1 1 1 37
Market Timing with Moving Averages 0 0 0 22 0 0 0 56
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 1 1 23 0 1 4 54
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 25 0 0 4 56
Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball 0 0 0 52 0 0 3 115
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 198 0 0 10 1,251
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 32 0 0 2 85
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 48 1 1 1 161
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 66 1 2 8 362
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 0 80 1 3 5 253
Modeling and Simulation: An Overview 0 0 0 119 0 0 0 147
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 1 116 0 1 6 522
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 52 0 1 1 174
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 116 0 0 0 449
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 1 1 18 0 1 5 111
Modeling the Volatility in Global Fertilizer Prices 0 0 0 52 1 1 2 155
Modeling the Volatility in Global Fertilizer Prices 1 1 2 42 1 1 3 167
Modeling the Volatility in Global Fertilizer Prices 0 0 0 23 1 1 2 92
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 22 0 0 3 155
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 63 0 1 1 192
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 0 0 108
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 0 0 0 126
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 1 3 146
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 33 0 1 4 152
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 0 0 0 386 0 0 0 1,555
Modelling Environmental Risk 1 1 3 197 1 1 3 792
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 1 113 0 2 8 590
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 30 0 0 2 170
Modelling International Travel Demand from Singapore to Australia 0 0 0 341 0 0 1 1,199
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 1 1 57 0 1 1 211
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 1 1 21 0 1 1 94
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 2 2 162
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 16 0 2 4 129
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 1 2 247
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 19 0 0 1 117
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 1 1 127
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 62 0 0 0 301
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 61 1 2 4 285
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn 0 0 1 11 0 0 2 69
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 23 0 2 3 106
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 0 1 1 62
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 12 0 1 6 53
Modelling and Forecasting Daily International Mass Tourism to Peru 0 0 0 83 0 0 5 428
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 1 1 1 150
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 0 0 130
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 0 0 122
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 0 0 0 127
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 0 0 0 145
Modelling and Simulation: An Overview 0 0 0 21 0 0 1 103
Modelling and Simulation: An Overview 0 0 0 42 0 0 2 106
Modelling and Simulation: An Overview 0 0 0 5 0 0 0 67
Modelling and Simulation: An Overview 0 0 0 51 0 0 1 92
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 17 0 0 1 72
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 27 0 0 0 72
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China 0 0 0 47 0 0 0 99
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 94 0 0 1 246
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 50 0 0 0 144
Modelling sustainable international tourism demand to the Brazilian Amazon 0 0 1 57 0 0 1 250
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 19 0 0 3 111
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 11 0 1 1 128
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 26 0 1 1 105
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 0 0 0 297
Modelling the Determinants of International Tourism Demand to Australia 0 1 2 175 2 5 6 874
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 5 0 0 1 98
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 39 0 1 3 137
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 29 0 1 2 91
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 1 49 0 0 2 172
Modelling the Growth and Volatility in Daily International Mass Tourism to Peru 0 0 0 27 0 0 0 188
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 51 0 0 1 197
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 1 36 0 1 3 168
Modelling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 21 0 0 2 64
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 1 25 1 2 6 119
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 6 0 1 2 88
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 14 0 0 1 110
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 23 0 0 0 142
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 8 0 0 1 132
Modelling the relationship between crude oil and agricultural commodity prices 0 0 0 39 0 0 2 205
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan 0 0 0 10 0 0 0 88
Modelling volatility spillovers for bio-ethanol, sugarcane and corn 0 1 1 30 0 1 1 92
Moment Restriction-based Econometric Methods: An Overview 0 1 6 200 2 13 59 1,299
Moment Restriction-based Econometric Methods: An Overview 0 1 1 19 0 1 1 114
Moment Restriction-based Econometric Methods: An Overview 0 0 0 9 0 0 0 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 0 76 1 2 5 270
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 0 0 0 182
Multivariate Stochastic Volatility 0 0 0 35 0 1 3 186
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 0 1 1 74
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 5 1 2 3 53
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 1 4 73
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 1 123 0 1 4 364
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 97 0 1 1 228
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies 0 0 0 52 0 0 0 88
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 0 82
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 2 2 105
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 0 79
ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL 0 0 0 0 0 0 0 731
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 0 66 0 0 8 263
On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach 0 0 0 1 0 1 2 347
On the Consistency of Joint and Paired Tests for Non-Nested Regression Models 0 0 0 0 0 0 0 105
On the Invertibility of EGARCH 0 0 0 17 0 0 2 55
On the Invertibility of EGARCH 0 0 0 36 0 2 3 68
On the Invertibility of EGARCH 0 0 0 28 0 0 2 59
On the Invertibility of EGARCH 0 0 0 34 0 0 1 59
On the Invertibility of EGARCH(p,q) 0 0 0 32 0 0 0 70
On the Invertibility of EGARCH(p,q) 0 0 0 3 0 0 0 60
On the Invertibility of EGARCH(p,q) 0 0 0 8 0 0 1 53
On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments 0 0 0 36 0 1 9 186
On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 0 0 0 42 0 0 0 210
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 0 242 0 0 2 482
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 8 262
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 80 0 0 5 209
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 0 12 449
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 8 159
Patent Activity and Technical Change 0 0 0 64 0 0 0 279
Patent Activity and Technical Change 0 0 0 71 0 0 1 358
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 30 0 0 0 154
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 43 0 0 0 199
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 0 0 0 199
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 9 0 0 2 42
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 4 0 0 0 32
Prediction of Gas Concentration based on the Opposite Degree Algorithm 0 0 0 16 0 0 1 41
Pricing Carbon Emissions in China 1 1 2 55 1 1 4 190
Pricing Carbon Emissions in China 0 0 0 31 0 1 3 61
Pricing carbon emissions in China 0 0 0 17 0 1 3 77
Pricing of Non-ferrous Metals Futures on the London Metal Exchange 0 0 3 473 0 1 8 2,370
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 0 0 20
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 0 0 65
Problems of Estimating the Linear Expenditure System and its Related Forms 0 0 0 0 0 0 0 468
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 12 0 0 2 46
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 23 0 1 4 135
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 2 32 0 0 3 172
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 3 107 1 4 15 449
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 35 0 0 1 65
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 31 0 1 2 44
Pros and cons of the impact factor in a rapidly changing digital world 0 0 0 28 0 0 0 55
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 12 0 0 0 74
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 0 1 4 0 0 1 59
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 17 1 1 2 41
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 1 1 1 2 1 1 2 44
Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 18 0 0 0 63
REALIZED VOLATILITY RISK 0 0 0 80 0 0 0 197
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 459 0 1 1 1,663
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 22 0 0 1 110
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 20 0 1 2 152
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 1 3 33 0 1 6 166
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 1 2 19 0 1 3 122
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 18 0 0 0 97
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 8 0 0 0 85
Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability 0 0 0 28 0 1 2 166
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 66 0 1 3 104
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 1 703 0 0 3 2,008
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 1 10 0 1 3 101
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc 0 0 0 9 0 0 0 114
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 48 0 0 1 169
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 51 0 0 1 147
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 41 0 0 8 209
Ranking Multivariate GARCH Models by Problem Dimension 0 1 2 50 0 2 9 124
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 1 51 0 0 4 125
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 76 0 0 2 110
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 33 0 0 1 125
Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation 0 0 0 43 0 0 1 209
Ranking multivariate GARCH models by problem dimension 0 0 0 77 0 0 1 205
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 12 0 1 3 72
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 35 0 0 0 99
Re-opening the silk road to transform chinese trade 0 0 0 22 0 0 0 61
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 53 0 0 0 86
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 0 0 0 47
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 2 2 24 0 3 4 59
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 14 0 0 1 38
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 41 0 1 1 46
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 11 0 0 1 42
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 90 0 1 1 44
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 22 0 0 1 68
Realized Volatility Risk 0 0 0 62 0 0 0 130
Realized Volatility Risk 0 0 0 90 0 0 0 114
Realized Volatility Risk 0 0 0 68 0 0 0 144
Realized Volatility Risk 0 0 0 29 1 1 1 113
Realized volatility risk 0 0 0 48 0 0 1 60
Realized volatility: a review 0 0 10 881 0 3 21 1,821
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 90 0 0 0 329
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 0 0 45 0 2 7 200
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 62 0 0 2 186
Recent Developments in Financial Economics and Econometrics:An Overview 0 0 0 90 0 0 1 247
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 36 0 1 2 93
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 13 0 2 5 45
Recent topical research on global, energy, health & medical, and tourism economics, and global software 0 0 0 23 0 0 0 39
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 0 196
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 0 0 264
Rent Seeking for Export Licenses: Application to the Vietnam Rice Market 0 0 3 39 0 2 6 119
Rent seeking for export licenses: Application to the Vietnam rice market 0 0 1 23 0 0 2 68
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 0 0 1 20
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 24 0 0 1 128
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 33 0 0 1 88
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 1 16 0 1 2 61
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 4 0 0 0 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 0 0 62 0 1 4 186
Risk Analysis of Energy in Vietnam 0 0 0 27 0 0 1 48
Risk Management and Financial Derivatives: An Overview 0 0 0 86 0 0 0 298
Risk Management and Financial Derivatives: An Overview 0 0 0 246 0 1 5 1,314
Risk Management and Financial Derivatives: An Overview 0 0 0 158 0 1 3 438
Risk Management and Financial Derivatives:An Overview 0 0 1 118 1 1 2 553
Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain 0 0 0 34 0 0 1 183
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 0 2 0 0 1 30
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 0 112 1 1 3 503
Risk Management of Precious Metals 0 0 0 71 0 1 2 248
Risk Management of Precious Metals 0 0 0 95 0 0 5 426
Risk Management of Precious Metals 1 1 5 90 2 3 27 348
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 1 72 0 1 12 293
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 12 0 0 14 227
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 38 0 1 5 160
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 1 164
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 3 88 1 2 11 175
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 0 0 6 252
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 126 0 0 0 230
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 1 1 18 0 2 2 156
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 1 28 0 1 4 75
Risk Measurement and Risk Modelling using Applications of Vine Copulas 0 0 0 39 0 0 0 76
Risk Measurement and risk modelling using applications of Vine Copulas 0 0 0 23 0 1 2 69
Risk Modeling and Management: An Overview 0 0 1 42 0 0 4 117
Risk Modelling and Management: An Overview 0 0 1 116 0 0 1 120
Risk Modelling and Management: An Overview 0 0 0 4 0 0 1 72
Risk Modelling and Management: An Overview 0 0 0 28 0 0 1 129
Risk Modelling and Management: An Overview 0 0 0 50 0 0 1 136
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 0 1 1 140
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 0 27 0 0 0 134
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 28 0 0 4 155
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 6 0 0 1 34
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 0 0 0 66
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 1 18 0 0 2 39
Risk analysis of energy in Vietnam 0 0 0 26 0 0 1 25
Risk management of precious metals 2 2 2 42 2 2 13 206
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 0 1 1 81
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 62 0 0 0 212
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 38 0 0 0 148
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 0 106
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 0 116
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 0 0 1 137
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 1 34 0 0 4 170
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 0 0 2 236
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 0 0 2 109
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 67 0 0 0 103
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 134 0 0 5 379
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 25 0 0 13 159
Robust Ranking of Journal Quality: An Application to Economics 0 0 1 18 1 1 3 122
Robust Ranking of Journal Quality:An Application to Economics 0 0 0 206 0 0 0 586
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 58 0 0 1 245
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 4 1 1 1 76
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 17 0 0 1 92
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 49 0 0 0 116
SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS 0 0 0 2 1 1 1 841
SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NON-NESTED MODELS UNDER LOCAL HYPOTHESES 0 0 0 0 0 0 0 819
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 0 57
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 0 1 4 161
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 28 0 0 2 236
Simple Market Timing with Moving Averages 0 0 0 30 0 0 1 120
Simple Market Timing with Moving Averages 0 0 1 10 0 0 1 37
Simplicity, scientific inference and econometric modelling 0 0 0 0 0 0 0 5
Simplicity, scientific inference and econometric modelling 0 0 0 6 0 0 2 32
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 1 1 19 0 1 1 69
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 4 0 0 0 30
Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 1 27 0 0 2 42
Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan 0 0 0 8 0 0 0 37
Some exact tests for model specification 0 0 0 0 0 1 2 20
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 0 36
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 0 0 0 62
Specification Testing of Production in a Stochastic Frontier Model 0 0 1 37 0 0 2 54
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 0 0 1 57
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 2 17 0 0 4 73
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 0 0 1 49
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 19 0 0 0 29
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 8 0 0 1 31
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 85 0 0 0 66
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 26 0 0 0 36
Stationarity and the Existence of Moments of a Family of GARCH Processes 1 1 2 71 1 1 3 204
Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 0 0 0 66
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 1 0 0 0 42
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 39 0 1 1 71
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 8 0 0 1 77
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 16 0 0 0 135
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 2 0 0 0 49
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 9 0 0 1 98
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 0 0 0 47
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 1 4 0 0 1 46
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 45 0 0 2 223
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 0 0 0 138
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 1 310 0 0 1 724
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 0 80
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 0 1 91
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 1 2 78
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 34 0 0 1 124
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 49 0 1 6 120
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan 0 0 0 54 0 0 0 58
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 0 0 0 211
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 0 0 0 317
Ten Things We Should Know About Time Series 0 0 0 12 0 0 1 62
Ten Things We Should Know About Time Series 0 0 0 175 0 0 0 145
Ten Things We Should Know About Time Series 0 0 0 361 0 0 0 290
Ten Things You Should Know About DCC 1 1 1 3 1 1 2 64
Ten Things You Should Know About DCC 0 0 0 39 0 0 1 168
Ten Things You Should Know About DCC 0 0 0 87 0 0 1 163
Ten Things You Should Know About DCC 0 0 0 39 0 1 2 70
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 10 0 0 1 118
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 1 31 0 0 1 103
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 3 0 1 2 83
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 15 0 0 1 133
Ten Things you should know about DCC 0 0 0 8 0 0 2 77
Ten Things you should know about the Dynamic Conditional Correlation Representation 0 0 0 28 0 0 2 197
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 39 0 0 0 120
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 1 41 0 0 2 62
Testing Multiple Non-nested Factor Demand Systems 0 0 0 19 0 0 0 126
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 266
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 1 23
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 0 3
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 1 265
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 42 0 1 1 75
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 0 1 2 83
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 0 0 0 32
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 1 1 1 58
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 0 0 0 50
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 0 0 0 53
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 0 41 0 0 0 37
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 0 0 0 72
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 0 0 0 59
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 11 0 1 1 98
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 0 0 0 100
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 63 0 0 2 97
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 37 0 0 0 33
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 40 0 0 1 70
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 0 0 2 127
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 0 0 0 128
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 25 0 0 1 131
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 1 81
The Endowment Effect in Games 1 1 1 46 1 1 8 115
The Fiction of Full BEKK 0 1 1 26 1 2 3 55
The Fiction of Full BEKK 0 0 0 25 0 1 1 50
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 37 0 0 1 83
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 16 0 0 1 43
The Fundamental Equation in Tourism Finance 0 0 0 41 0 0 1 68
The Fundamental Equation in Tourism Finance 0 0 0 30 1 1 2 70
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 15 0 1 2 92
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 33 0 1 4 109
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 66 0 0 0 81
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 3 0 1 1 50
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 27 0 1 2 71
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 13 0 0 0 50
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 1 34 0 0 1 71
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 0 1 1 47
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 0 0 1 83
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 0 0 0 25
The Interpretation of the Cox Test in Econometrics 0 0 0 0 0 3 4 573
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 1 0 0 1 44
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 32 0 0 0 98
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 Rise and Fall of S&P500 Variance Futures 0 0 0 35 0 0 1 171
The Rise and Fall of S&P500 Variance Futures 0 0 0 17 0 0 6 143
The Rise and Fall of S&P500 Variance Futures 0 2 2 69 0 2 2 320
The Rise and Fall of S&P500 Variance Futures 0 0 0 18 0 1 2 109
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 14 257
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 42 0 0 10 224
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 14 0 0 11 182
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 78 0 0 12 378
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 0 0 115
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 2 2 2 161
The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 0 1 64
The ten commandments for optimizing value-at-risk and daily capital charges 1 1 1 36 1 1 14 266
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 28 0 0 0 39
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 18 0 0 1 39
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management 0 0 0 33 0 0 1 95
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 0 0 0 54
Theory and Application of an Economic Performance Measure of Risk 0 0 0 16 0 0 0 53
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 0 0 0 42
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case 0 0 0 0 1 1 1 87
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 36 0 1 2 80
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 31 0 0 2 66
Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 31 0 0 2 116
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 11 0 0 5 104
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 35 0 0 0 106
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 37 0 0 1 147
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 0 0 4 99
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 2 0 0 2 69
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 0 0 2 107
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 141 0 1 1 345
Time Series Forecasts of International Tourism Demand for Australia 0 0 1 165 1 1 6 473
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 91 0 0 1 291
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 49 0 0 1 183
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 123 0 0 4 399
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 0 3 79
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 1 5 119
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 1 58
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 0 0 45
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 0 3 60
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 0 0 0 55
Two Papers on Linear Models 0 0 0 0 0 1 1 115
Two Papers on Linear Models 0 0 0 0 0 0 1 24
Two Papers on Model Testing and Discrimination 0 0 0 1 0 1 1 22
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 1 39 0 0 1 42
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 1 1 30 0 5 5 92
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 2 39 0 2 5 53
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 85 0 0 0 166
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 46 0 0 1 132
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 50 0 0 0 166
Value-at-Risk for Country Risk Ratings 0 0 2 96 0 0 3 274
Value-at-Risk for Country Risk Ratings 0 0 1 39 0 0 3 193
Value-at-Risk for Country Risk Ratings 0 0 2 165 0 0 3 431
Volatility Models of Currency Futures in Developed and Emerging Markets 0 0 0 164 0 0 0 483
Volatility Smirk as an Externality of Agency Conflict and Growing Debt 0 0 0 7 0 0 0 65
Volatility Smirk as an Externality of Agency Conict and Growing Debt 0 0 0 5 0 0 1 53
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 0 1 46
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 0 1 68
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 31 0 0 0 51
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 5 81 0 0 19 401
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 89 0 1 2 322
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 45 0 1 5 136
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 1 1 1 18 1 5 12 107
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 1 2 32 0 1 2 108
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 1 1 19 0 1 1 48
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 16 0 0 0 92
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 7 0 1 1 64
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 26 0 0 2 109
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 0 0 77
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 3 0 0 1 77
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 29 0 1 4 132
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 9 0 0 0 107
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 32 0 0 1 168
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 1 1 17 0 1 2 105
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 18 0 0 0 124
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 2 3 68
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 1 1 89
Volatility of a Market Index and its Components: An Application to Commodity Markets 0 0 0 149 0 0 0 292
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA 0 0 1 23 0 0 1 81
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture 0 0 0 5 0 0 0 58
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 0 115
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 31 0 0 2 120
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 1 1 10 0 1 1 83
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 1 8 0 1 4 93
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? 0 2 2 57 0 3 4 74
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 0 1 365
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 1 82 0 0 3 227
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 0 1 106
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 0 0 4 200
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 23 0 0 0 163
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 0 109 0 1 6 424
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 4 0 0 0 103
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 26 0 0 0 247
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 0 0 4 111
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 20 0 0 0 26
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 32 0 0 0 39
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 1 1 20
What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model 0 0 0 16 0 0 1 38
What Will Take the Con Out of Econometrics? 0 1 1 171 0 3 4 850
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 15 1 1 1 84
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 1 1 4 0 2 2 76
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 1 1 9 0 1 6 120
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 23 0 0 2 141
What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 41 0 1 1 131
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 0 1 4 118
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 7 0 0 1 43
You've Got Email: A Workflow Management Extraction System 0 0 0 7 0 1 2 68
You’ve Got Email: A Workflow Management Extraction System 0 0 0 12 0 0 2 40
You’ve Got Email: a Workflow Management Extraction System 0 0 0 11 0 0 0 40
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment 0 0 0 5 1 4 5 33
Total Working Papers 32 114 317 44,625 140 569 2,502 177,563


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 0 0 1 14 0 1 7 112
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 1 12 0 0 2 64
A Charter for Sustainable Tourism after COVID-19 0 0 2 87 0 0 5 370
A Critical Analysis of Some Recent Medical Research in Science on COVID-19 0 1 3 10 1 10 20 99
A Critique of Recent Medical Research in JAMA on COVID-19 0 0 8 190 4 5 25 2,671
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 1 135
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 1 2 6 20 1 3 9 98
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 19 1 1 3 114
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index 0 0 1 10 1 1 3 40
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes 0 0 2 7 1 2 8 20
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 3 33 1 4 10 139
A Portfolio Index GARCH model 0 0 1 52 0 0 2 124
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS 0 0 0 26 1 1 1 145
A Simple Test for Causality in Volatility 0 0 0 23 0 1 1 84
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 0 0 0 1 2
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 4 0 0 2 56
A capital adequacy buffer model 0 1 1 6 0 1 2 56
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices 0 0 0 6 1 1 5 72
A cointegration analysis of annual tourism demand by Malaysia for Australia 1 1 1 13 1 1 3 62
A fractionally integrated Wishart stochastic volatility model 0 0 0 2 0 1 1 31
A further result on the sign of restricted least-squares estimates 0 0 1 18 0 0 1 93
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 0 83 0 0 0 931
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 2 95 0 1 7 352
A neural network demand system with heteroskedastic errors 0 0 1 55 0 0 1 193
A new measure of innovation: The patent success ratio 0 0 0 2 0 0 1 22
A note on the unbiasedness test of rationality using survey data 0 0 0 32 0 0 0 97
A probit analysis of consumer behaviour in rural China 0 0 0 4 0 0 1 52
A risk map of international tourist regions in Spain 0 0 1 11 0 0 1 56
A seasonal analysis of Asian tourist arrivals to Australia 0 1 3 129 0 2 6 651
A seasonal analysis of Malaysian tourist arrivals to Australia 0 0 0 8 0 1 2 58
A simple expected volatility (SEV) index: Application to SET50 index options 0 0 0 2 0 0 2 75
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 1 2 10 0 4 9 93
AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES 0 0 1 17 0 1 7 126
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 1 99
ARMAX modelling of international tourism demand 0 0 0 18 0 0 2 68
ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION 0 3 6 18 3 6 16 58
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 1 3 159 1 3 14 585
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY 0 0 0 56 0 1 2 220
Advances in financial risk management and economic policy uncertainty: An overview 0 0 0 35 0 3 6 239
Alternative Asymmetric Stochastic Volatility Models 0 0 2 25 0 0 2 127
Alternative Global Health Security Indexes for Risk Analysis of COVID-19 0 0 0 0 0 0 0 0
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 197 0 0 0 659
Alternative procedures and associated tests of significance for non-nested hypotheses 0 0 1 107 0 0 5 270
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 7 0 1 1 69
An Empirical Assessment of Country Risk Ratings and Associated Models 0 1 1 773 1 2 4 2,292
An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan 0 0 1 25 0 0 1 111
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 0 0 1 275
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 0 0 12 371
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 1 5 1 1 5 38
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 0 0 1 52 0 0 18 273
Analyzing fixed-event forecast revisions 0 0 0 14 0 0 0 91
Antitrust environment and innovation 0 0 0 2 0 0 1 12
Applications of the Newton-Raphson Method in Decision Sciences and Education 3 9 30 68 11 41 205 431
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 1 2 21 0 2 4 217
Asian monetary integration: a structural VAR approach 0 1 1 7 0 1 2 48
Asymmetric Multivariate Stochastic Volatility 0 1 2 49 1 2 3 158
Asymmetric Realized Volatility Risk 0 0 0 26 0 0 0 123
Asymmetric adjustments in the ethanol and grains markets 0 0 0 20 0 0 2 98
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 26 0 0 2 106
Asymmetry and Long Memory in Volatility Modeling 0 0 1 28 1 1 3 114
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 0 41
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models 0 0 0 2 0 0 1 19
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 1 1 2 0 1 3 11
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 21 1 6 12 119
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 1 14 0 0 2 90
Bootstrap estimates of a new classical model of unemployment 0 0 0 1 0 0 1 31
Causality between CO2 Emissions and Stock Markets 0 1 1 2 1 2 3 28
Causality between market liquidity and depth for energy and grains 0 0 1 25 1 1 4 123
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 7 0 0 7 78
Coercive journal self citations, impact factor, Journal Influence and Article Influence 0 0 0 3 0 0 2 60
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates 0 0 1 6 0 0 2 30
Cointegration Analysis of Seasonal Time Series 0 0 2 11 0 1 3 40
Cointegration analysis of metals futures 0 0 0 15 0 0 0 73
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia 0 0 1 243 0 0 2 901
Cointegration in Practice 1 1 1 5 1 1 1 37
Comment 0 0 0 8 0 0 0 31
Comments on Recent COVID-19 Research in JAMA 0 0 1 24 0 0 7 121
Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S 0 0 0 0 0 0 0 0
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs 0 0 0 3 0 0 0 77
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market 0 0 1 7 0 0 2 48
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 3 72 2 12 26 310
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 0 1 1 76
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 4 0 0 3 50
Consumption, liquidity constraints, uncertainty and temptation: An international comparison 0 0 0 25 0 0 0 118
Convergence and catching up in ASEAN: a comparative analysis 0 0 3 139 1 2 7 483
Corporate Financial Distress of Industry Level Listings in Vietnam 1 2 3 7 1 2 5 48
Crude oil hedging strategies using dynamic multivariate GARCH 0 0 4 122 1 5 17 455
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 1 6 0 0 7 63
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 0 0 1 43 0 1 3 162
Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan 0 0 0 15 0 0 2 138
Daily market news sentiment and stock prices 0 3 7 21 1 8 36 135
Data mining and the con in econometrics: the U.S. demand for money revisited 0 0 1 2 0 0 1 20
Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam 0 0 0 2 0 0 1 15
Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints 0 0 0 69 0 1 16 312
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE 0 0 0 2 0 0 1 28
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 1 15 0 0 2 94
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 1 3 3 2 5 17 17
Dynamic Asymmetric GARCH 0 0 0 93 0 0 2 263
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 3 3 81 1 4 5 270
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 1 1 6 0 1 3 62
EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 5 0 0 0 46
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 1 1 1 17 1 1 2 87
EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS 1 2 7 9 1 3 12 31
Econometric Issues in Macroeconomic Models with Generated Regressors 0 0 0 0 1 1 8 1,092
Econometric analysis of financial derivatives: An overview 1 1 1 38 1 3 6 184
Econometric modelling in finance and risk management: An overview 0 0 1 78 0 0 1 210
Econometric modelling of non‐ferrous metal prices 0 0 5 226 1 2 13 745
Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 1 0 0 0 6
Economic growth and technological catching up by Singapore to the USA 1 1 1 6 1 1 2 42
Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 0 0 0 0 4
Editorial 0 0 0 0 0 0 1 22
Editorial 0 0 0 0 0 0 0 1
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) 0 0 0 5 0 0 0 63
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 3 9 0 0 4 45
Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets 0 1 6 372 0 1 11 1,347
Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts 0 0 0 0 1 1 2 2
Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* 2 4 5 14 2 5 7 37
Efficient estimation and testing of oil futures contracts in a mutual offset system 0 0 0 80 0 0 0 428
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 14 0 0 0 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 3 14 0 1 14 83
Establishing national carbon emission prices for China 0 0 0 2 0 0 2 50
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 3 0 0 0 28
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 0 0 291
Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data 0 0 1 5 0 0 1 22
Estimating the impact of whaling on global whale-watching 0 0 0 6 0 1 3 42
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 63 1 2 3 194
Estimation of Chinese agricultural production efficiencies with panel data 0 0 0 8 0 1 2 43
Estimation of alternative pricing models for currency futures contracts 0 0 0 3 0 1 1 31
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 1 1 219
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 1 1 54 0 1 2 268
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 1 110
FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP 0 0 0 8 0 0 2 65
FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS 1 3 5 18 1 5 19 112
FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM 0 1 4 10 0 1 5 33
FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? 0 1 1 2 0 1 3 24
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 0 0 0 81
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany 0 0 0 6 0 0 0 66
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather 0 1 1 14 3 5 7 136
Fat tails and asymmetry in financial volatility models 1 1 1 7 1 1 1 50
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 1 9 0 1 7 105
Financial dependence analysis: applications of vine copulas 0 0 1 11 0 0 4 66
Financial volatility: an introduction 0 1 1 748 0 1 2 1,865
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 0 85 0 1 2 278
Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms 0 0 0 4 0 2 4 28
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 0 23
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 0 8 0 0 0 63
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range 1 1 2 38 1 1 7 178
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 0 1 1 19 0 3 4 133
Forecasting conditional correlations in stock, bond and foreign exchange markets 0 0 0 10 0 1 1 62
Forecasting the volatility of Nikkei 225 futures 0 0 0 5 0 1 1 41
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model 1 1 1 150 1 2 17 489
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 1 1 4 21 1 1 10 71
Frontiers in Time Series and Financial Econometrics: An overview 0 0 1 28 0 1 4 133
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 1 1 47 0 4 4 384
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 1 1 141 1 2 4 334
GFC-robust risk management strategies under the Basel Accord 0 0 0 9 0 0 2 199
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 0 1 2 85
Globalization and knowledge spillover: international direct investment, exports and patents 0 1 1 17 0 1 3 113
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 46 0 3 8 289
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA 0 1 1 38 0 2 3 190
Has the Basel Accord improved risk management during the global financial crisis? 0 0 0 14 0 1 3 127
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* 2 3 7 19 2 4 15 54
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 1 53 0 0 3 238
How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment 0 0 0 83 0 0 0 446
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 2 2 24 0 8 10 144
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 5 0 0 2 99
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 1 12 0 1 5 140
How are journal impact, prestige and article influence related? An application to neuroscience 0 0 0 5 0 0 0 95
How has volatility in metals markets changed? 0 0 1 19 0 0 3 88
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES 0 0 1 63 1 1 3 169
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA 0 0 0 127 1 1 2 493
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 2 4 0 1 4 16
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity 1 1 1 18 2 2 2 79
Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam 0 0 6 38 2 5 31 176
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China 0 0 0 0 0 1 2 5
In Memoriam 0 1 1 4 0 1 1 24
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets 0 0 0 5 1 3 13 41
Input–output structure and growth in China 0 0 0 5 0 0 2 40
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 2 0 1 2 6
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 4 0 0 0 61
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 0 1 85
Is Greater China a currency union? 0 0 0 1 0 0 1 41
Is One Diagnostic Test for COVID-19 Enough? 0 0 0 22 0 0 0 338
Is a monetary union feasible for East Asia? 0 1 3 248 1 3 8 628
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism 0 1 2 13 0 3 7 97
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 0 0 86
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS 0 0 0 7 0 1 1 38
Joint and Cross-Border Patents as Proxies for International Technology Diffusion 0 0 0 5 0 1 1 39
Keynesian and New Classical Models of Unemployment Revisited 0 0 1 140 0 0 3 700
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 1 2 112 0 2 3 329
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 7 0 0 3 77
MEASURING RISK IN ENVIRONMENTAL FINANCE 0 0 0 104 1 2 8 325
MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS 0 0 0 4 0 0 2 31
Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction 0 0 0 0 0 0 0 1
Mapping the Presidential Election Cycle in US stock markets 0 1 6 42 1 6 15 180
Market Risk Analysis of Energy in Vietnam 1 1 2 4 1 1 3 69
Market Timing with Moving Averages 0 0 1 14 0 0 5 68
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 59 0 1 3 209
Market integration dynamics and asymptotic price convergence in distribution 0 0 0 6 0 0 0 46
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 2 924 0 0 3 2,208
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 26 0 0 4 227
Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 0 1 1 1 3
Modeling Latent Carbon Emission Prices for Japan: Theory and Practice 0 0 2 6 0 0 2 33
Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China 0 0 0 2 0 0 1 52
Modeling dynamic conditional correlations in WTI oil forward and futures returns 0 0 0 70 0 0 0 293
Modeling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 1 14 0 0 5 65
Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain 1 2 2 3 1 2 3 6
Modelling Country Risk and Uncertainty in Small Island Tourism Economies 0 0 0 0 0 0 0 6
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 0 0 0 0 0 1
Modelling and forecasting daily international mass tourism to Peru 1 1 2 6 2 2 6 66
Modelling and forecasting noisy realized volatility 0 1 1 36 0 3 3 166
Modelling and managing financial risk: An overview 0 0 1 4 0 0 1 56
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 5 0 0 1 54
Modelling in econometrics: The deterrent effect of capital punishment 0 0 0 1 0 0 0 22
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach 0 0 0 8 1 1 11 101
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan 0 0 1 6 0 0 2 65
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 19 0 1 1 111
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO 0 0 1 2 0 0 2 51
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 0 0 15
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 0 0 35
Modelling the information content in insider trades in the Singapore exchange 0 0 0 3 0 0 2 33
Modelling the interactions across international stock, bond and foreign exchange markets 0 0 1 47 0 0 1 208
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 0 1 31
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 0 0 44
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns 0 0 0 246 0 0 0 876
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices 0 0 0 14 0 2 6 89
Moment-based estimation of smooth transition regression models with endogenous variables 0 2 4 41 1 3 6 141
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 0 0 2 70
Moving Average Market Timing in European Energy Markets: Production Versus Emissions 0 0 0 0 0 1 3 28
Multivariate Hyper-Rotated GARCH-BEKK 0 1 1 6 0 2 4 11
Multivariate Stochastic Volatility: A Review 0 1 3 126 0 2 6 337
Multivariate Stochastic Volatility: An Overview 0 0 0 92 0 0 0 171
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 46 0 0 0 231
Multivariate volatility in environmental finance 0 0 0 4 0 0 0 54
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 1 71 0 0 2 246
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 1 1 6 0 2 4 80
Net Interest Marginof Commercial Banks in Vietnam 0 1 6 34 2 5 26 184
Non-linear modelling and forecasting of S&P 500 volatility 0 0 0 5 0 0 0 47
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 52 0 1 3 321
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 1 15 0 0 2 88
ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS 0 0 1 1 0 0 2 38
On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach 0 0 0 11 0 0 1 52
On exact and asymptotic tests of non-nested models 0 0 0 5 1 1 1 32
On the Effects of Misspecification Errors in Models with Generated Regressors 0 0 0 0 0 0 1 193
On the interpretation of the cox test in econometrics 0 0 0 32 0 0 0 89
On the invertibility of EGARCH(p, q) 0 1 1 8 0 2 5 51
On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 0 0 0 21 0 0 0 75
On the use of extreme value distributions for predicting the upper percentiles of environmental quality data 0 0 0 0 0 0 0 20
PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS 0 1 2 5 0 1 4 21
PRICING CARBON EMISSIONS IN CHINA 1 2 2 9 1 3 6 88
Patent activity and technical change 0 0 0 22 0 0 1 133
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 1 2 26
Precious metals-exchange rate volatility transmissions and hedging strategies 1 2 5 46 1 3 7 200
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 0 0 0 21 0 0 0 73
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 5 0 0 0 39
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 0 23 0 1 4 142
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † 0 0 0 5 0 1 1 68
Prevention Is Better Than the Cure: Risk Management of COVID-19 0 0 0 223 0 0 3 2,343
Pricing of Forward and Futures Contracts 1 2 7 14 4 5 14 29
Pricing of non-ferrous metals futures on the London Metal Exchange 0 0 0 230 0 0 0 1,267
Professor Halbert L. White, 1950–2012 0 0 0 41 0 0 0 126
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 1 4 0 0 3 22
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 9 0 0 2 66
Properties of ordinary least squares estimators in regression models with nonspherical disturbances 1 1 2 300 1 2 5 1,535
Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 0 0 0 22 1 1 3 86
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 0 0 2 41
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 0 2 41
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 1 30 0 1 2 149
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 49 0 5 9 208
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability 0 1 1 6 0 4 16 84
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 7 0 2 3 42
Realized Volatility and Long Memory: An Overview 0 1 5 99 0 1 6 208
Realized Volatility: A Review 1 4 12 308 3 10 44 925
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers 0 0 0 8 0 1 2 21
Realized stochastic volatility models with generalized Gegenbauer long memory 0 0 0 3 0 0 1 21
Realized stochastic volatility with general asymmetry and long memory 0 1 2 15 0 2 7 84
Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 2 0 0 0 10
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview 1 1 2 10 1 2 4 62
Recent developments in financial economics and econometrics: An overview 0 0 0 23 0 1 2 110
Recursive estimation and generated regressors 0 0 0 26 0 0 0 93
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations 0 0 0 36 0 0 1 133
Regression quantiles for unstable autoregressive models 0 0 0 8 0 0 0 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 1 1 82
Review Papers for Journal of Risk and Financial Management ( JRFM ) 0 0 0 1 0 2 4 41
Review on Efficiency and Anomalies in Stock Markets 0 2 5 64 0 7 25 258
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 25 0 0 0 173
Risk Management of COVID-19 by Universities in China 0 0 2 159 0 0 10 900
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 2 0 0 1 50
Risk and Financial Management of COVID-19 in Business, Economics and Finance 1 1 7 114 2 4 20 629
Risk management and financial derivatives: An overview 0 1 3 96 1 7 18 297
Risk management of precious metals 0 2 3 66 1 3 7 212
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 0 5 0 1 5 99
Risk spillovers in oil-related CDS, stock and credit markets 0 1 1 39 0 1 2 176
Robust Ranking of Journal Quality: An Application to Economics 0 0 1 30 0 0 6 149
Robust ranking of multivariate GARCH models by problem dimension 0 0 0 13 0 0 1 87
SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE 0 0 0 86 0 0 2 688
SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) 0 1 1 4 0 1 5 18
Scalar BEKK and indirect DCC 0 0 5 123 0 0 12 380
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 0 27 0 1 2 103
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 1 21
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function 0 0 0 21 0 0 0 77
Sherlock Holmes and the Search for Truth: A Diagnostic Tale 0 0 0 0 1 5 9 944
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 56 0 1 2 239
Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models 0 0 0 3 0 0 1 34
Simplicity, Scientific Interference and Econometric Modelling 0 0 1 43 0 0 3 256
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 0 0 0 125
Single-index and portfolio models for forecasting value-at-risk thresholds 0 0 1 180 0 0 10 667
Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 1 1 34 0 1 2 266
Some Exact Tests for Model Specification 0 1 2 48 0 1 3 171
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 0 0 11 0 1 4 45
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 2 2 2 2 2 2 3 3
Speculation and destabilisation 0 0 0 12 0 0 3 59
Spurious Relationships for Nearly Non-Stationary Series 0 0 1 4 1 1 4 18
Spurious cross-sectional dependence in credit spread changes 0 0 0 2 0 0 3 23
Stationarity and the existence of moments of a family of GARCH processes 0 0 4 187 1 1 8 467
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 2 13 0 0 4 77
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 1 2 2 109 1 2 3 306
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 0 0 1 57
Summary of Advances in Decision Sciences (ADS) - 2019 0 0 1 6 0 0 4 45
Summary of Advances in Decision Sciences (ADS) - 2020 0 0 1 8 1 1 6 43
Switching Orthogonality 0 0 0 0 0 0 0 142
Systematic Risk at the Industry Level: A Case Study of Australia 0 0 2 11 3 4 15 80
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES 0 0 0 0 0 0 0 104
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 0 18
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 0 0 0 21 0 0 0 155
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 0 0 116
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES 0 0 0 22 1 1 1 153
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 0 0 1 7 0 1 5 32
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 0 0 2 55 1 2 9 195
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 9 1 2 3 65
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 2 6 0 0 2 25
Testing for contagion in ASEAN exchange rates 0 0 0 5 1 1 1 50
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 0 0 33
Testing long-run neutrality using intra-year data 0 0 0 18 1 1 5 111
Testing periodically integrated autoregressive models 0 0 0 1 0 0 0 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 1 26 0 0 3 124
Testing the life-cycle permanent income hypothesis using intra-year data for Sweden 0 0 0 6 1 1 1 50
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 0 220
The Econometrics of Financial Time Series 0 0 0 0 0 0 0 1
The Fundamental Equation in Tourism Finance 0 0 0 19 0 0 1 113
The Future of Tourism in the COVID-19 Era 2 4 47 483 9 27 225 1,871
The Gender Wealth Gap by Household Head in Vietnam 0 0 7 69 0 5 54 361
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 0 0 0 35
The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 0 0 0 0 0 0 0 5
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 2 2 176
The Osaka Econometrics Conference: Osaka, Japan, 1995 0 0 0 0 0 0 0 69
The Safety of Banks in Vietnam Using CAMEL 0 1 20 62 0 2 57 180
The Ten Commandments for Academics 0 0 1 144 1 1 3 442
The Ten Commandments for Attending a Conference 0 0 0 2 0 0 0 4
The Ten Commandments for Organizing a Conference 0 0 1 4 0 0 2 7
The Ten Commandments for Presenting a Conference Paper 0 0 0 0 0 0 1 1
The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia 0 0 0 0 0 0 1 2
The complexity of simplicity 0 0 0 0 0 0 0 29
The correct regularity condition and interpretation of asymmetry in EGARCH 0 0 4 106 0 1 14 281
The econometrics of intellectual property: An overview 0 0 0 65 0 0 1 185
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 0 2 0 1 6 42
The impact of China on stock returns and volatility in the Taiwan tourism industry 0 1 1 6 0 1 6 81
The impact of jumps and leverage in forecasting covolatility 0 0 0 4 0 0 0 36
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations 0 0 0 11 0 0 0 70
The minimum error variance rule for non-linear regression models 0 0 0 22 0 0 0 119
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power 0 0 0 1 0 0 0 21
The rise and fall of S&P500 variance futures 0 0 0 6 0 1 2 81
The significance of testing empirical non-nested models 0 1 1 113 1 3 19 447
The structure of dynamic correlations in multivariate stochastic volatility models 1 1 1 141 1 2 3 417
The ten commandments for ranking university quality 0 0 0 81 0 0 0 267
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management 0 0 0 8 0 0 0 61
Theory and application of an economic performance measure of risk 0 0 2 6 0 0 4 88
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 16 0 1 1 94
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 16 0 0 1 100
Trends and volatilities in foreign patents registered in the USA 0 1 1 35 0 1 1 201
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries 0 0 0 0 0 0 0 12
Trump’s COVID-19 tweets and Dr. Fauci’s emails 0 0 0 3 1 1 2 24
Value-at-Risk for country risk ratings 1 1 1 23 1 1 4 113
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 168 0 0 16 1,046
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 8 0 2 5 83
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 1 2 13 0 1 6 69
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 16 0 2 3 76
Volatility models of currency futures in developed and emerging markets 0 0 0 1 0 0 0 33
Volatility smirk as an externality of agency conflict and growing debt 0 0 0 4 0 0 0 37
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 2 2 2 15 3 4 6 61
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy 0 0 0 8 1 2 3 40
Volatility spillovers from the Chinese stock market to economic neighbours 0 0 0 10 0 0 3 88
WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE 0 2 2 3 0 2 3 33
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG 0 0 0 0 0 3 10 192
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model 0 0 0 8 0 1 1 38
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model 0 0 0 17 0 1 1 77
What Will Take the Con out of Econometrics? 1 3 3 187 1 3 5 537
What makes a great journal great in the sciences? Which came first, the chicken or the egg? 0 2 2 5 0 2 3 42
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 0 0 77
You’ve Got Email: A Workflow Management Extraction System 0 0 0 2 0 0 1 66
ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES 1 3 13 30 2 7 25 57
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality 0 0 1 2 0 1 2 9
Total Journal Articles 42 141 484 15,693 139 493 2,083 72,849
3 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Small Island Tourism 0 1 1 5 0 1 1 52
Total Books 0 1 1 5 0 1 1 52


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


Statistics updated 2024-05-04