| Working Paper |
File Downloads |
Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
42 |
| A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises |
0 |
0 |
0 |
32 |
0 |
2 |
3 |
119 |
| 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 |
1 |
1 |
2 |
102 |
| A Capital Adequacy Buffer Model |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
86 |
| A Capital Adequacy Buffer Model |
0 |
0 |
0 |
47 |
2 |
2 |
3 |
113 |
| A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices |
0 |
0 |
1 |
41 |
1 |
1 |
3 |
166 |
| A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices |
0 |
0 |
0 |
78 |
1 |
1 |
3 |
78 |
| A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
267 |
| A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
122 |
| A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
158 |
| A Fractionally Integrated Wishart Stochastic Volatility Model |
0 |
0 |
1 |
17 |
0 |
0 |
1 |
86 |
| A Fractionally Integrated Wishart Stochastic Volatility Model |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
101 |
| A Fractionally Integrated Wishart Stochastic Volatility Model |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
111 |
| A General Asymptotic Theory for Time Series Models |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
131 |
| A Generalized Email Classification System for Workflow Analysis |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
197 |
| A Generalized Email Classification System for Workflow Analysis |
1 |
1 |
1 |
9 |
1 |
1 |
2 |
36 |
| A Generalized Email Classification System for Workflow Analysis |
0 |
1 |
2 |
16 |
0 |
1 |
4 |
76 |
| 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 |
1 |
1 |
3 |
59 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
61 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
0 |
16 |
1 |
2 |
6 |
42 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
1 |
59 |
1 |
2 |
3 |
79 |
| A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
50 |
| A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
30 |
| A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
879 |
| A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
58 |
| A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries |
0 |
1 |
1 |
13 |
0 |
3 |
4 |
71 |
| A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
73 |
| A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 |
0 |
0 |
0 |
38 |
2 |
2 |
4 |
121 |
| A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms |
0 |
0 |
2 |
17 |
0 |
0 |
2 |
64 |
| A Note on Identifiability in the Linear Expenditure Family |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
88 |
| A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
52 |
| A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process |
0 |
0 |
1 |
20 |
0 |
1 |
2 |
81 |
| A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process |
0 |
0 |
0 |
39 |
0 |
1 |
6 |
118 |
| A One Line Derivation of EGARCH |
0 |
0 |
1 |
50 |
1 |
2 |
3 |
96 |
| A One Line Derivation of EGARCH |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
10 |
| A One Line Derivation of EGARCH |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
61 |
| A One Line Derivation of EGARCH |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
71 |
| A One Line Derivation of EGARCH |
0 |
0 |
0 |
25 |
0 |
1 |
3 |
98 |
| A Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
1 |
104 |
0 |
0 |
2 |
257 |
| A Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
1 |
81 |
0 |
0 |
3 |
283 |
| A Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
0 |
97 |
0 |
0 |
1 |
392 |
| A Scientific Classification of Volatility Models |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
190 |
| A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
180 |
| A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
150 |
| A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
31 |
| A Simple Test for Causality in Volatility |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
105 |
| A Simple Test for Causality in Volatility |
0 |
0 |
0 |
36 |
0 |
0 |
2 |
34 |
| A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
64 |
| A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan |
0 |
1 |
1 |
11 |
1 |
3 |
4 |
41 |
| A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? |
0 |
1 |
1 |
40 |
0 |
2 |
4 |
147 |
| A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
126 |
| A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
190 |
| A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors |
0 |
1 |
1 |
98 |
1 |
3 |
5 |
269 |
| A Tourism Conditions Index |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
118 |
| A Tourism Conditions Index |
0 |
1 |
1 |
33 |
0 |
1 |
3 |
76 |
| A Tourism Conditions Index |
0 |
0 |
1 |
34 |
0 |
1 |
4 |
63 |
| A Tourism Conditions Index |
0 |
0 |
0 |
12 |
4 |
5 |
7 |
87 |
| A Tourism Financial Conditions Index |
0 |
0 |
0 |
23 |
0 |
0 |
3 |
63 |
| A Tourism Financial Conditions Index |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
66 |
| A Tourism Financial Conditions Index |
0 |
1 |
1 |
35 |
0 |
1 |
3 |
96 |
| A Tourism Financial Conditions Index |
0 |
0 |
0 |
51 |
0 |
1 |
2 |
62 |
| A Tourism Financial Conditions Index for Tourism Finance |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
36 |
| A Tourism Financial Conditions Index for Tourism Finance |
0 |
0 |
1 |
24 |
0 |
0 |
4 |
44 |
| A Tourism Financial Conditions Index for Tourism Finance |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
79 |
| A Trinomial Test for Paired Data When There are Many Ties |
0 |
0 |
1 |
34 |
0 |
0 |
2 |
218 |
| A Trinomial Test for Paired Data When There are Many Ties |
0 |
0 |
0 |
21 |
0 |
0 |
6 |
121 |
| A Trinomial Test for Paired Data When There are Many Ties |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
352 |
| A Trinomial Test for Paired Data When There are Many Ties |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
102 |
| A Trinomial Test for Paired Data When There are Many Ties |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
71 |
| A decision rule to minimize daily capital charges in forecasting value-at-risk |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
195 |
| A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 |
0 |
0 |
0 |
30 |
1 |
2 |
3 |
114 |
| A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
173 |
| A simple expected volatility (SEV) index |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
213 |
| A statistical analysis of industrial penetration and internet intensity in Taiwan |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
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 |
0 |
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 |
0 |
75 |
0 |
0 |
1 |
173 |
| Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
154 |
| Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
153 |
| Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates |
0 |
1 |
2 |
21 |
0 |
1 |
2 |
133 |
| Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates |
1 |
1 |
2 |
36 |
1 |
2 |
4 |
188 |
| Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates |
0 |
0 |
1 |
38 |
0 |
0 |
4 |
197 |
| Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates |
0 |
1 |
1 |
28 |
0 |
1 |
1 |
171 |
| Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates |
0 |
0 |
1 |
34 |
0 |
1 |
2 |
177 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
79 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
69 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
146 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
182 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
2 |
3 |
27 |
0 |
2 |
6 |
82 |
| 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 |
1 |
669 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
| Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
34 |
| An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
84 |
| An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors |
0 |
0 |
1 |
5 |
0 |
0 |
2 |
86 |
| An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia |
0 |
1 |
2 |
42 |
0 |
1 |
4 |
173 |
| An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series |
0 |
0 |
0 |
15 |
2 |
2 |
4 |
106 |
| An Event Study of Chinese Tourists to Taiwan |
0 |
1 |
1 |
12 |
0 |
1 |
3 |
100 |
| An Event Study of Chinese Tourists to Taiwan |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
38 |
| An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors |
0 |
0 |
0 |
28 |
0 |
2 |
3 |
87 |
| An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
223 |
| An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
34 |
2 |
2 |
4 |
70 |
| An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
45 |
| An event study of chinese tourists to Taiwan |
0 |
0 |
1 |
7 |
1 |
1 |
2 |
42 |
| Analyzing Fixed-Event Forecast Revisions |
0 |
0 |
2 |
25 |
0 |
0 |
2 |
85 |
| Analyzing Fixed-event Forecast Revisions |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
194 |
| Analyzing Fixed-event Forecast Revisions |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
64 |
| Analyzing Fixed-event Forecast Revisions |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
119 |
| Analyzing Fixed-event Forecast Revisions |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
84 |
| Analyzing Fixed-event Forecast Revisions |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
83 |
| Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets |
0 |
1 |
1 |
58 |
0 |
1 |
1 |
177 |
| Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
211 |
| Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
149 |
| Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets |
0 |
0 |
0 |
101 |
1 |
2 |
14 |
349 |
| Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
58 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
122 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
148 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
134 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
96 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
88 |
| Are Forecast Updates Progressive? |
0 |
0 |
1 |
28 |
0 |
0 |
2 |
133 |
| Are Forecast Updates Progressive? |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
84 |
| Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
80 |
| Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? |
0 |
1 |
1 |
14 |
0 |
4 |
4 |
71 |
| Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? |
0 |
0 |
1 |
44 |
3 |
3 |
8 |
181 |
| Article Influence Score = 5YIF divided by 2 |
0 |
0 |
1 |
49 |
0 |
1 |
2 |
330 |
| Article Influence Score = 5YIF divided by 2 |
0 |
1 |
2 |
60 |
1 |
5 |
12 |
581 |
| Asian Monetary Integration: A Structural VAR Approach |
0 |
0 |
0 |
350 |
0 |
0 |
0 |
476 |
| Asymmetric Adjustment in the Ethanol and Grains Markets |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
94 |
| Asymmetric Adjustments in the Ethanol and Grains Markets |
0 |
0 |
1 |
23 |
0 |
0 |
2 |
140 |
| Asymmetric Adjustments in the Ethanol and Grains Markets |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
110 |
| Asymmetric Adjustments in the Ethanol and Grains Markets |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
98 |
| Asymmetric Multivariate Stochastic Volatility |
0 |
0 |
0 |
262 |
0 |
2 |
3 |
619 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
45 |
1 |
2 |
4 |
75 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
37 |
1 |
1 |
1 |
92 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
84 |
1 |
2 |
3 |
97 |
| Asymmetric Risk Impacts of Chinese Tourists to Taiwan |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
55 |
| Asymmetric Risk Impacts of Chinese Tourists to Taiwan |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
90 |
| Asymmetric Risk Impacts of Chinese Tourists to Taiwan |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
71 |
| Asymmetric Risk Impacts of Chinese Tourists to Taiwan |
0 |
0 |
0 |
25 |
1 |
1 |
2 |
117 |
| Asymmetry and Leverage in Conditional Volatility Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Asymmetry and Leverage in Conditional Volatility Models |
0 |
0 |
0 |
64 |
0 |
0 |
1 |
103 |
| Asymmetry and Leverage in Conditional Volatility Models |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
86 |
| Asymmetry and Leverage in Realized Volatility |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
117 |
| Asymmetry and Leverage in Realized Volatility |
0 |
1 |
2 |
20 |
0 |
2 |
3 |
86 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
132 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
135 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
0 |
26 |
0 |
1 |
3 |
105 |
| Asymmetry and Long Memory in Volatility Modelling |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
130 |
| Asymmetry and leverage in realized volatility |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
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 |
3 |
100 |
| Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
53 |
| Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
35 |
| Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
25 |
| Asymptotic Theory for Rotated Multivariate GARCH Models |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
73 |
| Asymptotic Theory for Rotated Multivariate GARCH Models |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
54 |
| Asymptotic Theory for Rotated Multivariate GARCH Models |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
41 |
| Asymptotic Theory for a Vector ARMA-GARCH Model |
0 |
0 |
1 |
150 |
1 |
3 |
7 |
537 |
| Bayesian Analysis of Realized Matrix-Exponential GARCH Models |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
70 |
| Bayesian Analysis of Realized Matrix-Exponential GARCH Models |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
62 |
| Bayesian analysis of realized matrix-exponential GARCH models |
0 |
0 |
0 |
8 |
0 |
0 |
3 |
43 |
| Behavioural, Financial, and Health & Medical Economics: A Connection |
0 |
0 |
0 |
45 |
0 |
2 |
2 |
83 |
| Behavioural, Financial, and Health & Medical Economics: A Connection |
0 |
1 |
1 |
55 |
0 |
2 |
4 |
113 |
| Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
57 |
| Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
80 |
| Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections |
0 |
0 |
1 |
80 |
0 |
1 |
4 |
106 |
| Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections |
0 |
0 |
2 |
41 |
0 |
1 |
5 |
67 |
| Big data, computational science, economics, finance, marketing, management, and psychology: connections |
0 |
0 |
1 |
55 |
0 |
1 |
2 |
169 |
| Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
110 |
| Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
118 |
| CO2 Emissions, Energy Consumption and Economic Growth |
0 |
0 |
2 |
82 |
0 |
0 |
7 |
211 |
| CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
43 |
| COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
186 |
| Carpooling with heterogeneous users in the bottleneck model |
0 |
0 |
0 |
76 |
0 |
1 |
2 |
144 |
| Causality Between Market Liquidity and Depth for Energy and Grains |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
103 |
| Causality Between Market Liquidity and Depth for Energy and Grains |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
157 |
| Causality Between Market Liquidity and Depth for Energy and Grains |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
107 |
| Causality Between Market Liquidity and Depth for Energy and Grains |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
130 |
| Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets |
0 |
0 |
2 |
38 |
2 |
2 |
6 |
55 |
| Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets |
0 |
1 |
5 |
35 |
2 |
4 |
8 |
55 |
| Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
171 |
| Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance |
0 |
0 |
1 |
61 |
0 |
1 |
3 |
106 |
| Citations and Impact of ISI Tourism and Hospitality Journals |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
602 |
| 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 |
0 |
104 |
0 |
1 |
1 |
548 |
| Citations and Impact of ISI Tourism and Hospitality Journals |
0 |
0 |
2 |
8 |
0 |
0 |
2 |
162 |
| Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence |
0 |
1 |
1 |
13 |
0 |
1 |
2 |
93 |
| Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
82 |
| Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
75 |
| 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 |
1 |
1 |
2 |
9 |
1 |
1 |
3 |
74 |
| Cointegrated Dynamics for A Generalized Long Memory Process |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
32 |
| Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates |
0 |
0 |
0 |
26 |
1 |
2 |
2 |
47 |
| Cointegration and Direct Tests of the Rational Expectations Hypothesis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
376 |
| Combining Non-Replicable Forecasts |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
100 |
| Combining Non-Replicable Forecasts |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
68 |
| Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
160 |
| Comparing the Empirical Performance of Alternative Demand Systems |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
30 |
| Comparing the Empirical Performance of Alternative Demand Systems |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
282 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
0 |
2 |
112 |
0 |
0 |
2 |
411 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
0 |
0 |
90 |
0 |
2 |
2 |
339 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
0 |
0 |
40 |
0 |
0 |
2 |
239 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
0 |
1 |
81 |
1 |
1 |
2 |
338 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
1 |
2 |
57 |
1 |
2 |
4 |
245 |
| Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns |
0 |
0 |
0 |
59 |
0 |
2 |
3 |
233 |
| Connecting VIX and Stock Index ETF |
1 |
1 |
2 |
32 |
1 |
1 |
3 |
85 |
| Connecting VIX and Stock Index ETF |
0 |
0 |
1 |
33 |
0 |
0 |
1 |
128 |
| Connecting VIX and Stock Index ETF |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
91 |
| Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK |
0 |
1 |
1 |
10 |
0 |
1 |
3 |
73 |
| Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK |
0 |
0 |
2 |
38 |
0 |
0 |
6 |
52 |
| Convergence and Catching Up in ASEAN: A Comparative Analysis |
0 |
0 |
0 |
246 |
0 |
0 |
1 |
601 |
| Corporate Financial Distress of Industry Level Listings in an Emerging Market |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
39 |
| Corporate Financial Distress of Industry Level Listings in an Emerging Market |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
56 |
| Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH |
1 |
1 |
1 |
287 |
1 |
1 |
1 |
950 |
| Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH |
0 |
0 |
1 |
112 |
0 |
1 |
5 |
311 |
| Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH |
0 |
0 |
1 |
120 |
0 |
0 |
5 |
444 |
| Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH |
0 |
0 |
0 |
89 |
0 |
1 |
1 |
347 |
| Cruising is Risky Business |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
141 |
| DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
158 |
| DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
311 |
| DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
365 |
| Daily Market News Sentiment and Stock Prices |
0 |
0 |
0 |
13 |
2 |
3 |
7 |
113 |
| Daily Market News Sentiment and Stock Prices |
0 |
0 |
0 |
69 |
2 |
2 |
5 |
332 |
| Daily Market News Sentiment and Stock Prices |
0 |
0 |
0 |
31 |
2 |
3 |
6 |
146 |
| Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
555 |
| Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
234 |
| Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan |
1 |
1 |
3 |
48 |
1 |
1 |
4 |
357 |
| Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
250 |
| Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections |
0 |
0 |
0 |
59 |
0 |
4 |
6 |
147 |
| Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections |
0 |
0 |
1 |
43 |
0 |
2 |
5 |
72 |
| Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections |
0 |
0 |
0 |
43 |
0 |
2 |
6 |
88 |
| Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
18 |
| Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay |
0 |
0 |
1 |
92 |
0 |
0 |
2 |
215 |
| Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
74 |
| Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
133 |
| Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
102 |
| 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 |
1 |
11 |
1 |
1 |
6 |
106 |
| Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
239 |
| Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models |
0 |
0 |
1 |
32 |
0 |
0 |
4 |
156 |
| Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models |
0 |
0 |
0 |
40 |
1 |
1 |
3 |
411 |
| Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models |
0 |
0 |
0 |
148 |
0 |
0 |
1 |
485 |
| Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
144 |
| Does the FOMC Have Expertise, and Can It Forecast? |
0 |
0 |
1 |
64 |
0 |
0 |
1 |
112 |
| Does the ROMC have expertise, and can it forecast? |
0 |
1 |
1 |
10 |
1 |
2 |
5 |
136 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
14 |
1 |
1 |
2 |
43 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
22 |
2 |
2 |
4 |
68 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
21 |
1 |
1 |
2 |
50 |
| Drawbacks in the 3-Factor Approach of Fama and French (2018) |
0 |
0 |
3 |
438 |
3 |
6 |
41 |
2,516 |
| Drawbacks in the 3-factor approach of Fama and French |
0 |
0 |
1 |
30 |
1 |
1 |
4 |
50 |
| Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
204 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
80 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
255 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
100 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
77 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
73 |
0 |
0 |
1 |
176 |
| Dynamic Conditional Correlations for Asymmetric Processes |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
70 |
| Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
204 |
| Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence |
0 |
0 |
0 |
51 |
0 |
2 |
4 |
158 |
| Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence |
0 |
0 |
0 |
66 |
0 |
1 |
1 |
186 |
| ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
327 |
| 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 |
71 |
| Ecologically Sustainable Tourism Management |
0 |
1 |
1 |
413 |
0 |
3 |
5 |
1,398 |
| Econometric Analysis of Financial Derivatives |
0 |
0 |
0 |
46 |
1 |
2 |
3 |
159 |
| Econometric Analysis of Financial Derivatives: An Overview |
0 |
2 |
2 |
29 |
0 |
3 |
9 |
106 |
| Econometric Analysis of Financial Derivatives: An Overview |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
149 |
| Econometric Analysis of Financial Derivatives: An Overview |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
135 |
| Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
261 |
1 |
1 |
6 |
610 |
| Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
55 |
| Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 |
0 |
1 |
2 |
13 |
1 |
3 |
6 |
42 |
| Energy Consumption and Economic Growth: Evidence from Vietnam |
0 |
0 |
0 |
39 |
0 |
2 |
2 |
81 |
| Energy consumption and economic growth: Evidence from Vietnam |
0 |
1 |
2 |
68 |
0 |
2 |
9 |
182 |
| Environmental Technology Strengths: International Rankings Based on US Patent Data |
0 |
0 |
0 |
167 |
0 |
1 |
2 |
552 |
| Establishing National Carbon Emission Prices for China |
0 |
0 |
1 |
31 |
0 |
1 |
3 |
100 |
| Establishing National Carbon Emission Prices for China |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
44 |
| Establishing National Carbon Emission Prices for China |
0 |
1 |
2 |
14 |
0 |
1 |
5 |
59 |
| Estimating Implied Recovery Rates from the Term Structure of CDS Spreads |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
93 |
| Estimating Implied Recovery Rates from the Term Structure of CDS Spreads |
0 |
0 |
0 |
68 |
0 |
0 |
1 |
219 |
| Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia |
0 |
0 |
1 |
43 |
0 |
1 |
3 |
242 |
| Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
168 |
| Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
274 |
| Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
148 |
| Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
269 |
| Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers |
0 |
0 |
0 |
66 |
0 |
0 |
2 |
186 |
| Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models |
0 |
0 |
0 |
66 |
0 |
3 |
3 |
67 |
| Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
49 |
| Estimating and forecasting generalized fractional Long memory stochastic volatility models |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
40 |
| Estimating implied recovery rates from the term structure of CDS spreads |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
191 |
| Estimating the Impact of Whaling on Global Whale Watching |
0 |
0 |
0 |
16 |
0 |
2 |
2 |
124 |
| Estimating the Impact of Whaling on Global Whale Watching |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
303 |
| Estimating the Impact of Whaling on Global Whale Watching |
0 |
0 |
0 |
45 |
0 |
0 |
4 |
232 |
| Estimating the Impact of Whaling on Global Whale Watching |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
671 |
| 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 |
42 |
0 |
0 |
1 |
174 |
| Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX |
0 |
0 |
0 |
77 |
0 |
0 |
1 |
226 |
| Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
114 |
| Estimating the impact of whaling on global whale watching |
0 |
0 |
0 |
34 |
1 |
2 |
2 |
237 |
| Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence |
0 |
0 |
0 |
221 |
0 |
0 |
0 |
433 |
| Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
262 |
| Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
555 |
| European Market Portfolio Diversifcation Strategies across the GFC |
0 |
0 |
0 |
21 |
1 |
1 |
3 |
102 |
| European Market Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
71 |
| European Market Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
64 |
| Evaluating Combined Non-Replicable Forecast |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
81 |
| Evaluating Combined Non-Replicable Forecasts |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
49 |
| Evaluating Combined Non-Replicable Forecasts |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
81 |
| Evaluating Individual and Mean Non-Replicable Forecasts |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
144 |
| Evaluating Individual and Mean Non-Replicable Forecasts |
0 |
0 |
1 |
22 |
0 |
0 |
1 |
86 |
| Evaluating Individual and Mean Non-Replicable Forecasts |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
79 |
| Evaluating Macroeconomic Forecast: A Review of Some Recent Developments |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
221 |
| Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments |
0 |
0 |
1 |
97 |
0 |
1 |
2 |
150 |
| Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments |
0 |
0 |
0 |
166 |
0 |
1 |
3 |
216 |
| 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 |
94 |
0 |
0 |
2 |
175 |
| Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments |
0 |
0 |
0 |
127 |
0 |
1 |
1 |
172 |
| Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments |
0 |
0 |
1 |
60 |
0 |
0 |
2 |
160 |
| Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments |
0 |
0 |
1 |
72 |
0 |
0 |
1 |
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 |
17 |
0 |
0 |
0 |
106 |
| 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, Asymmetries and Hedging Strategies |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
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 |
28 |
0 |
0 |
0 |
133 |
| Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
107 |
| Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
118 |
| Exogeneity and Money Demand in a Small Open Economy: The Canadian Case |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
108 |
| Expert opinion versus expertise in forecasting |
0 |
0 |
0 |
91 |
0 |
1 |
4 |
471 |
| Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather |
0 |
0 |
1 |
105 |
2 |
4 |
12 |
822 |
| Fake News and Indifference to Truth |
0 |
0 |
0 |
14 |
1 |
1 |
3 |
84 |
| Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump |
0 |
1 |
1 |
8 |
1 |
4 |
5 |
115 |
| Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany |
0 |
1 |
5 |
85 |
13 |
36 |
166 |
386 |
| Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump |
0 |
0 |
1 |
19 |
1 |
3 |
4 |
66 |
| Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany |
0 |
1 |
2 |
129 |
4 |
13 |
44 |
2,657 |
| Fat Tails and Asymmetry in Financial Volatility Models |
0 |
0 |
1 |
419 |
0 |
0 |
6 |
1,015 |
| Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
60 |
| Financial Credit Risk and Core Enterprise Supply Chains |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
155 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
0 |
12 |
1 |
3 |
3 |
76 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
0 |
23 |
1 |
1 |
1 |
108 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
0 |
67 |
1 |
1 |
1 |
112 |
| Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets |
0 |
0 |
1 |
49 |
0 |
2 |
5 |
157 |
| Financial credit risk evaluation based on core enterprise supply chains |
0 |
0 |
1 |
10 |
0 |
1 |
4 |
51 |
| Financial inclusion and macroeconomic stability in emerging and frontier markets |
0 |
1 |
2 |
48 |
0 |
1 |
2 |
60 |
| Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
119 |
| Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance |
0 |
0 |
0 |
17 |
0 |
1 |
1 |
97 |
| Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
105 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
86 |
1 |
1 |
2 |
157 |
| Forecasting Realized Volatility with Linear and Nonlinear Models |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
76 |
| 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 |
73 |
1 |
2 |
2 |
168 |
| Forecasting Realized Volatility with Linear and Nonlinear Univariate Models |
0 |
0 |
0 |
84 |
1 |
1 |
1 |
139 |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
82 |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
102 |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
40 |
1 |
1 |
1 |
134 |
| Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
98 |
| Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range |
0 |
0 |
0 |
84 |
0 |
1 |
3 |
260 |
| 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 |
56 |
0 |
1 |
3 |
165 |
| Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
175 |
| Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
78 |
| Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks |
0 |
0 |
0 |
28 |
1 |
1 |
6 |
136 |
| Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets |
0 |
0 |
0 |
78 |
0 |
2 |
2 |
183 |
| Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets |
0 |
1 |
2 |
25 |
0 |
1 |
2 |
178 |
| Forecasting the Volatility of Nikkei 225 Futures |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
84 |
| Forecasting the Volatility of Nikkei 225 Futures |
0 |
0 |
0 |
48 |
1 |
1 |
2 |
62 |
| 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 |
1 |
1 |
261 |
| From Disorder to Order |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
42 |
| From Disorder to Order |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
28 |
| From Disorder to Order |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
50 |
| Frontiers in Time Series and Financial Econometrics |
0 |
0 |
0 |
139 |
1 |
1 |
2 |
346 |
| Frontiers in Time Series and Financial Econometrics: An Overview |
1 |
1 |
1 |
55 |
1 |
1 |
2 |
115 |
| Frontiers in Time Series and Financial Econometrics: An Overview |
1 |
1 |
1 |
86 |
1 |
4 |
7 |
99 |
| GFC-Robust Risk Management Strategies under the Basel Accord |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
195 |
| GFC-Robust Risk Management Strategies under the Basel Accord |
0 |
0 |
0 |
68 |
0 |
1 |
2 |
289 |
| GFC-Robust Risk Management Strategies under the Basel Accord |
1 |
1 |
1 |
17 |
1 |
2 |
2 |
169 |
| GFC-Robust Risk Management Strategies under the Basel Accord |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
193 |
| GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
172 |
| GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies |
0 |
0 |
0 |
50 |
0 |
1 |
1 |
269 |
| GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies |
0 |
0 |
0 |
28 |
0 |
3 |
5 |
210 |
| GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
176 |
| GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
92 |
| Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents |
0 |
0 |
0 |
90 |
1 |
1 |
3 |
308 |
| Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents |
0 |
0 |
0 |
50 |
0 |
2 |
2 |
127 |
| Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
141 |
| Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents |
0 |
0 |
0 |
51 |
5 |
6 |
7 |
187 |
| Great Expectatrics: Great Papers, Great Journals, Great Econometrics |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
181 |
| Great Expectatrics: Great Papers, Great Journals, Great Econometrics |
0 |
0 |
3 |
42 |
0 |
1 |
7 |
320 |
| Great Expectatrics: Great Papers, Great Journals, Great Econometrics |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
259 |
| Has the Basel Accord Improved Risk Management During the Global Financial Crisis |
0 |
0 |
0 |
15 |
0 |
4 |
4 |
144 |
| 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 |
0 |
72 |
0 |
2 |
2 |
206 |
| Has the Basel Accord Improved Risk Management During the Global Financial Crisis? |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
183 |
| Has the Basel Accord Improved Risk Management During the Global Financial Crisis? |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
159 |
| Has the Basel Accord Improved Risk Management During the Global Financial Crisis? |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
144 |
| 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 |
12 |
0 |
1 |
1 |
159 |
| Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
1 |
149 |
1 |
3 |
5 |
301 |
| Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
0 |
168 |
0 |
0 |
1 |
567 |
| Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
452 |
| Hedge Fund Portfolio Diversification Strategies Across the GFC |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
70 |
| Hedge Fund Portfolio Diversification Strategies Across the GFC |
0 |
0 |
0 |
42 |
1 |
1 |
1 |
110 |
| Hedge Fund Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
84 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
0 |
18 |
2 |
3 |
3 |
102 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
74 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
0 |
44 |
1 |
3 |
3 |
98 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
0 |
64 |
1 |
1 |
3 |
127 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
1 |
5 |
1 |
2 |
6 |
97 |
| How Accurate are Government Forecast of Economic Fundamentals? |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
145 |
| How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
225 |
| How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan |
0 |
1 |
2 |
28 |
0 |
1 |
3 |
225 |
| How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
137 |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
103 |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
99 |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics |
0 |
0 |
0 |
46 |
1 |
1 |
2 |
139 |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics |
0 |
0 |
0 |
8 |
3 |
3 |
4 |
87 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
108 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
143 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
121 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
122 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
132 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
105 |
| How Volatile is ENSO? |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
94 |
| How Volatile is ENSO? |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
77 |
| How Volatile is ENSO? |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
77 |
| How Volatile is ENSO? |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
89 |
| How Volatile is ENSO? |
0 |
0 |
0 |
13 |
0 |
2 |
3 |
78 |
| 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 |
1 |
3 |
0 |
1 |
2 |
88 |
| How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
126 |
| How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
127 |
| How are VIX and Stock Index ETF Related? |
0 |
1 |
3 |
14 |
2 |
4 |
9 |
102 |
| How are VIX and Stock Index ETF Related? |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
100 |
| How does Zinfluence Affect Article Influence? |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
77 |
| How does Zinfluence Affect Article Influence? |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
61 |
| 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 |
0 |
0 |
81 |
0 |
1 |
3 |
282 |
| IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
1 |
67 |
0 |
0 |
1 |
281 |
| IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
1 |
75 |
0 |
1 |
2 |
285 |
| IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development |
0 |
0 |
2 |
192 |
1 |
2 |
5 |
625 |
| Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity |
0 |
0 |
0 |
55 |
0 |
1 |
2 |
157 |
| Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
183 |
| Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity |
0 |
0 |
0 |
77 |
0 |
1 |
3 |
196 |
| Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
129 |
| Impact of Psychological Needs on Luxury Consumption |
0 |
0 |
2 |
36 |
3 |
6 |
11 |
81 |
| Impact of Psychological Needs on Luxury Consumption |
0 |
0 |
0 |
121 |
0 |
1 |
1 |
116 |
| Impact of Psychological Needs on Luxury Consumption |
0 |
0 |
0 |
29 |
1 |
5 |
6 |
89 |
| Industrial Agglomeration and Use of the Internet |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
86 |
| Industrial Agglomeration and Use of the Internet |
0 |
0 |
0 |
36 |
0 |
2 |
2 |
88 |
| Industrial Agglomeration and Use of the Internet |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
69 |
| Industrial Penetration and Internet Intensity |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
62 |
| Industrial penetration and internet intensity |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
49 |
| Informatics, Data Mining, Econometrics and Financial Economics: A Connection |
0 |
0 |
0 |
72 |
0 |
0 |
0 |
136 |
| Input-output Structure and Growth in China |
0 |
0 |
1 |
431 |
0 |
0 |
1 |
1,044 |
| Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations |
0 |
0 |
1 |
117 |
0 |
0 |
3 |
692 |
| Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations |
0 |
0 |
0 |
9 |
1 |
1 |
3 |
115 |
| Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations |
0 |
1 |
5 |
44 |
0 |
2 |
8 |
277 |
| Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
185 |
| Interdependence of international tourism demand and volatility in leading ASEAN destinations |
0 |
0 |
1 |
57 |
0 |
0 |
1 |
206 |
| 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 |
1 |
1 |
1 |
39 |
1 |
2 |
2 |
148 |
| International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord |
0 |
0 |
0 |
52 |
0 |
2 |
3 |
161 |
| International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord |
0 |
0 |
1 |
74 |
0 |
0 |
1 |
210 |
| International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord |
0 |
0 |
0 |
41 |
0 |
0 |
2 |
183 |
| 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 |
4 |
0 |
0 |
0 |
52 |
| 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 |
35 |
0 |
0 |
1 |
93 |
| International Technology Diffusion of Joint and Cross-border Patents |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
71 |
| 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 |
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 |
0 |
93 |
| Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
143 |
| 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 |
1 |
1 |
104 |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
90 |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism |
0 |
0 |
0 |
9 |
0 |
1 |
2 |
98 |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
157 |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
95 |
| Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
81 |
| It Pays to Violate: How Effective are the Basel Accord Penalties? |
0 |
0 |
0 |
36 |
0 |
0 |
3 |
190 |
| It Pays to Violate: How Effective are the Basel Accord Penalties? |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
168 |
| It Pays to Violate: How Effective are the Basel Accord Penalties? |
0 |
0 |
0 |
71 |
0 |
1 |
1 |
171 |
| JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
897 |
| Joint and Cross-border Patents as Proxies for International Technology Diffusion |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
86 |
| Joint and Cross-border Patents as Proxies for International Technology Diffusion |
0 |
0 |
1 |
48 |
0 |
0 |
3 |
46 |
| Joint and Cross-border Patents as Proxies for International Technology Diffusion |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
55 |
| Journal Impact Factor Versus Eigenfactor and Article Influence |
0 |
0 |
1 |
76 |
0 |
1 |
14 |
287 |
| Journal Impact Factor Versus Eigenfactor and Article Influence |
0 |
0 |
0 |
270 |
0 |
0 |
1 |
1,767 |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
105 |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
190 |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence |
0 |
0 |
0 |
28 |
0 |
5 |
13 |
261 |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
172 |
| Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
147 |
| Journal Impect Factor Versus Eigenfactor and Article Influence |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
134 |
| Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
78 |
| Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations |
0 |
1 |
1 |
59 |
0 |
1 |
2 |
603 |
| Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
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 |
2 |
48 |
| 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 |
6 |
0 |
1 |
2 |
61 |
| Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs |
0 |
0 |
0 |
67 |
1 |
2 |
3 |
140 |
| Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
36 |
| Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
50 |
| Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
79 |
| Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing |
0 |
0 |
0 |
29 |
0 |
1 |
1 |
152 |
| Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
131 |
| Long Run Returns Predictability and Volatility with Moving Averages |
0 |
0 |
0 |
56 |
0 |
2 |
8 |
92 |
| Long Run Returns Predictability and Volatility with Moving Averages |
0 |
0 |
1 |
20 |
0 |
0 |
3 |
75 |
| Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series |
0 |
0 |
1 |
29 |
4 |
4 |
8 |
170 |
| Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series |
0 |
0 |
0 |
15 |
2 |
2 |
4 |
94 |
| Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series |
0 |
0 |
0 |
21 |
2 |
3 |
6 |
161 |
| Management Information, Decision Sciences, and Financial Economics: A Connection |
0 |
0 |
0 |
28 |
0 |
1 |
1 |
73 |
| Management Information, Decision Sciences, and Financial Economics: a connection |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
54 |
| Management Science, Economics and Finance: A Connection |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
112 |
| Management Science, Economics and Finance: A Connection |
0 |
0 |
0 |
25 |
0 |
2 |
3 |
108 |
| Management science, economics and finance: A connection |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
87 |
| Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
662 |
| Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
288 |
| Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach |
0 |
0 |
0 |
82 |
0 |
1 |
2 |
326 |
| Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
187 |
| Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach |
0 |
0 |
0 |
68 |
1 |
2 |
3 |
230 |
| Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach |
0 |
0 |
0 |
34 |
0 |
10 |
14 |
175 |
| Market Integration Dynamics and Asymptotic Price Convergence in Distribution |
0 |
1 |
1 |
4 |
0 |
1 |
1 |
47 |
| Market Integration Dynamics and Asymptotic Price Convergence in Distribution |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
36 |
| Market Integration Dynamics and Asymptotic Price Convergence in Distribution |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
76 |
| Market Integration Dynamics and Asymptotic Price Convergence in Distribution |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
37 |
| Market Timing with Moving Averages |
0 |
1 |
1 |
23 |
0 |
1 |
2 |
58 |
| Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks |
1 |
1 |
3 |
28 |
1 |
4 |
9 |
65 |
| Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks |
0 |
0 |
1 |
24 |
0 |
5 |
9 |
63 |
| Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
116 |
| Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments |
0 |
0 |
0 |
198 |
1 |
1 |
2 |
1,253 |
| Model Selection and Testing of Conditional and Stochastic Volatility Models |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
85 |
| Model Selection and Testing of Conditional and Stochastic Volatility Models |
0 |
0 |
0 |
66 |
1 |
2 |
8 |
369 |
| Model Selection and Testing of Conditional and Stochastic Volatility Models |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
161 |
| Modeling Exchange Rate and Industrial Commodity Volatility Transmissions |
0 |
0 |
0 |
80 |
0 |
1 |
9 |
261 |
| 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 |
117 |
0 |
0 |
3 |
452 |
| Modeling the Effect of Oil Price on Global Fertilizer Prices |
0 |
0 |
1 |
117 |
0 |
0 |
4 |
526 |
| Modeling the Effect of Oil Price on Global Fertilizer Prices |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
174 |
| Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
112 |
| Modeling the Volatility in Global Fertilizer Prices |
0 |
0 |
1 |
42 |
0 |
0 |
1 |
167 |
| Modeling the Volatility in Global Fertilizer Prices |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
92 |
| Modeling the Volatility in Global Fertilizer Prices |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
155 |
| Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets |
0 |
1 |
1 |
23 |
1 |
2 |
3 |
158 |
| Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets |
0 |
1 |
1 |
64 |
0 |
1 |
1 |
193 |
| Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
146 |
| Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns |
0 |
0 |
1 |
34 |
0 |
0 |
1 |
153 |
| 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 |
1 |
1 |
127 |
| Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns |
0 |
0 |
0 |
386 |
0 |
0 |
0 |
1,555 |
| Modelling Environmental Risk |
0 |
0 |
2 |
198 |
0 |
1 |
3 |
794 |
| Modelling International Tourist Arrivals and Volatility: An Application to Taiwan |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
170 |
| Modelling International Tourist Arrivals and Volatility: An Application to Taiwan |
1 |
1 |
2 |
115 |
1 |
1 |
11 |
601 |
| Modelling International Travel Demand from Singapore to Australia |
0 |
0 |
0 |
341 |
0 |
0 |
0 |
1,199 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Return |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
212 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
0 |
0 |
122 |
0 |
1 |
1 |
248 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
1 |
1 |
22 |
1 |
3 |
3 |
97 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
130 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
162 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
1 |
1 |
20 |
0 |
1 |
3 |
120 |
| Modelling Long Memory Volatility in Agricultural Commodity Futures Returns |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
222 |
| Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
127 |
| Modelling Sustainable International Tourism Demand to the Brazilian Amazon |
0 |
0 |
0 |
61 |
0 |
0 |
4 |
288 |
| Modelling Sustainable International Tourism Demand to the Brazilian Amazon |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
302 |
| Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
71 |
| Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
63 |
| Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices |
0 |
1 |
1 |
24 |
0 |
1 |
1 |
107 |
| Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices |
0 |
0 |
2 |
14 |
0 |
0 |
2 |
55 |
| Modelling and Forecasting Daily International Mass Tourism to Peru |
0 |
0 |
0 |
83 |
0 |
1 |
1 |
429 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
67 |
0 |
1 |
2 |
129 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
130 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
23 |
0 |
2 |
3 |
148 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
52 |
0 |
2 |
3 |
125 |
| Modelling and Forecasting Noisy Realized Volatility |
0 |
0 |
0 |
64 |
0 |
2 |
3 |
152 |
| Modelling and Simulation: An Overview |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
68 |
| Modelling and Simulation: An Overview |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
107 |
| Modelling and Simulation: An Overview |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
92 |
| Modelling and Simulation: An Overview |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
104 |
| Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
73 |
| Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
73 |
| 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 |
1 |
95 |
0 |
0 |
2 |
248 |
| 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 |
0 |
57 |
0 |
0 |
1 |
251 |
| Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
105 |
| Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO |
0 |
0 |
1 |
12 |
0 |
1 |
3 |
131 |
| Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
112 |
| 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 |
0 |
1 |
176 |
0 |
0 |
5 |
877 |
| Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
173 |
| Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
99 |
| Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
0 |
39 |
0 |
1 |
2 |
139 |
| Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
92 |
| 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 |
1 |
2 |
2 |
38 |
1 |
2 |
2 |
170 |
| Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets |
0 |
0 |
0 |
51 |
0 |
1 |
1 |
198 |
| Modelling the Relationship between Crude Oil and Agricultural Commodity Prices |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
69 |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
0 |
25 |
0 |
0 |
4 |
122 |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
133 |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
0 |
23 |
0 |
0 |
4 |
146 |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
110 |
| Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
89 |
| Modelling the relationship between crude oil and agricultural commodity prices |
0 |
0 |
0 |
39 |
0 |
2 |
4 |
209 |
| 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 |
0 |
0 |
30 |
0 |
0 |
3 |
95 |
| Moment Restriction-based Econometric Methods: An Overview |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
74 |
| Moment Restriction-based Econometric Methods: An Overview |
0 |
1 |
4 |
204 |
2 |
6 |
32 |
1,329 |
| Moment Restriction-based Econometric Methods: An Overview |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
116 |
| Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables |
0 |
0 |
0 |
78 |
0 |
0 |
2 |
216 |
| Moment-based estimation of smooth transition regression models with endogenous variables |
0 |
0 |
1 |
77 |
0 |
0 |
3 |
272 |
| 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 |
2 |
2 |
188 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
55 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
16 |
1 |
1 |
4 |
77 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
76 |
| Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models |
0 |
0 |
0 |
123 |
0 |
0 |
1 |
365 |
| Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies |
0 |
0 |
0 |
97 |
1 |
1 |
2 |
230 |
| Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies |
0 |
0 |
0 |
52 |
1 |
1 |
1 |
89 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
11 |
1 |
2 |
3 |
108 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
83 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
4 |
1 |
2 |
2 |
81 |
| ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
731 |
| On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors |
0 |
0 |
0 |
66 |
1 |
1 |
2 |
265 |
| On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
348 |
| On the Consistency of Joint and Paired Tests for Non-Nested Regression Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
106 |
| On the Invertibility of EGARCH |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
69 |
| On the Invertibility of EGARCH |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
59 |
| On the Invertibility of EGARCH |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
59 |
| On the Invertibility of EGARCH |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
55 |
| 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 |
32 |
0 |
0 |
0 |
70 |
| On the Invertibility of EGARCH(p,q) |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
53 |
| On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
186 |
| On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
211 |
| On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models |
0 |
0 |
1 |
243 |
0 |
0 |
2 |
484 |
| Optimal Risk Management Before, During and After the 2008-09 Financial Crisis |
0 |
0 |
0 |
92 |
0 |
0 |
1 |
450 |
| Optimal Risk Management Before, During and After the 2008-09 Financial Crisis |
0 |
0 |
0 |
81 |
0 |
0 |
0 |
262 |
| Optimal Risk Management Before, During and After the 2008-09 Financial Crisis |
0 |
1 |
1 |
81 |
0 |
3 |
3 |
212 |
| Optimal Risk Management Before, During and After the 2008-09 Financial Crisis |
0 |
0 |
0 |
14 |
1 |
2 |
3 |
162 |
| Patent Activity and Technical Change |
0 |
0 |
0 |
71 |
1 |
1 |
1 |
359 |
| Patent Activity and Technical Change |
0 |
0 |
0 |
64 |
0 |
1 |
1 |
280 |
| 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 |
42 |
0 |
0 |
0 |
199 |
| Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies |
0 |
0 |
0 |
43 |
0 |
0 |
1 |
200 |
| Prediction of Gas Concentration Based on the Opposite Degree Algorithm |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
43 |
| Prediction of Gas Concentration Based on the Opposite Degree Algorithm |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
33 |
| Prediction of Gas Concentration based on the Opposite Degree Algorithm |
0 |
0 |
0 |
16 |
0 |
2 |
2 |
43 |
| Pricing Carbon Emissions in China |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
62 |
| Pricing Carbon Emissions in China |
0 |
0 |
4 |
58 |
0 |
1 |
6 |
195 |
| Pricing carbon emissions in China |
0 |
0 |
1 |
18 |
0 |
0 |
3 |
80 |
| Pricing of Non-ferrous Metals Futures on the London Metal Exchange |
0 |
0 |
0 |
473 |
0 |
2 |
5 |
2,375 |
| 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 |
1 |
1 |
66 |
| Problems of Estimating the Linear Expenditure System and its Related Forms |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
472 |
| Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
23 |
1 |
2 |
3 |
138 |
| Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
173 |
| Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
107 |
0 |
1 |
3 |
451 |
| Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
12 |
2 |
3 |
3 |
49 |
| Pros and Cons of the Impact Factor in a Rapidly Changing Digital World |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
67 |
| Pros and Cons of the Impact Factor in a Rapidly Changing Digital World |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
44 |
| Pros and cons of the impact factor in a rapidly changing digital world |
0 |
0 |
0 |
28 |
0 |
1 |
4 |
59 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
60 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
75 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
80 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
64 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
43 |
| Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting |
0 |
0 |
1 |
2 |
0 |
2 |
3 |
46 |
| 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 |
1 |
1 |
2 |
199 |
| Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations |
0 |
0 |
0 |
33 |
0 |
1 |
6 |
172 |
| Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations |
0 |
0 |
0 |
459 |
1 |
1 |
3 |
1,666 |
| Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
112 |
| Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
152 |
| Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability |
0 |
1 |
1 |
20 |
0 |
1 |
1 |
123 |
| Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
88 |
| Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
98 |
| Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
167 |
| Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
101 |
| Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc |
0 |
0 |
0 |
66 |
0 |
0 |
1 |
105 |
| Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc |
0 |
0 |
0 |
703 |
0 |
1 |
1 |
2,009 |
| Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc |
0 |
1 |
1 |
10 |
0 |
1 |
1 |
115 |
| Ranking Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
209 |
| Ranking Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
48 |
0 |
1 |
2 |
171 |
| Ranking Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
127 |
| Ranking Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
147 |
| Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation |
0 |
0 |
0 |
76 |
0 |
0 |
0 |
110 |
| Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation |
0 |
0 |
0 |
33 |
0 |
2 |
2 |
127 |
| Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation |
0 |
0 |
0 |
51 |
1 |
1 |
1 |
126 |
| Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
209 |
| Ranking multivariate GARCH models by problem dimension |
0 |
0 |
0 |
77 |
1 |
1 |
1 |
206 |
| Re-Opening the Silk Road to Transform Chinese Trade |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
73 |
| Re-Opening the Silk Road to Transform Chinese Trade |
0 |
0 |
0 |
35 |
0 |
0 |
2 |
101 |
| 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 |
16 |
0 |
1 |
2 |
49 |
| 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 |
24 |
0 |
1 |
1 |
60 |
| Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory |
0 |
0 |
0 |
41 |
0 |
1 |
1 |
47 |
| Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
38 |
| Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
44 |
| Realized Stochastic Volatility with General Asymmetry and Long Memory |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
69 |
| Realized Stochastic Volatility with General Asymmetry and Long Memory |
0 |
0 |
3 |
93 |
0 |
0 |
4 |
48 |
| Realized Volatility Risk |
0 |
0 |
0 |
90 |
1 |
2 |
2 |
116 |
| Realized Volatility Risk |
0 |
0 |
0 |
68 |
1 |
3 |
4 |
148 |
| Realized Volatility Risk |
0 |
0 |
0 |
62 |
1 |
2 |
4 |
134 |
| Realized Volatility Risk |
0 |
0 |
0 |
29 |
1 |
2 |
3 |
115 |
| Realized volatility risk |
0 |
0 |
0 |
48 |
1 |
2 |
2 |
62 |
| Realized volatility: a review |
0 |
0 |
3 |
884 |
0 |
1 |
11 |
1,832 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
45 |
1 |
3 |
5 |
205 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
90 |
3 |
5 |
5 |
334 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
62 |
1 |
2 |
3 |
189 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
52 |
1 |
2 |
3 |
165 |
| Recent Developments in Financial Economics and Econometrics:An Overview |
0 |
0 |
0 |
90 |
1 |
3 |
4 |
251 |
| Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
93 |
| Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software |
0 |
1 |
1 |
14 |
0 |
1 |
2 |
47 |
| Recent topical research on global, energy, health & medical, and tourism economics, and global software |
0 |
0 |
0 |
23 |
0 |
1 |
1 |
40 |
| Regression Quantiles for Unstable Autoregressive Models |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
264 |
| Regression Quantiles for Unstable Autoregressive Models |
0 |
0 |
0 |
57 |
0 |
1 |
1 |
197 |
| Rent Seeking for Export Licenses: Application to the Vietnam Rice Market |
0 |
0 |
1 |
40 |
2 |
2 |
6 |
125 |
| Rent seeking for export licenses: Application to the Vietnam rice market |
0 |
0 |
0 |
23 |
0 |
1 |
8 |
76 |
| Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 |
0 |
1 |
1 |
25 |
0 |
1 |
3 |
131 |
| Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
22 |
| Research Ideas for the Journal of Health & Medical Economics: Opinion |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
64 |
| Research Ideas for the Journal of Health & Medical Economics: Opinion |
0 |
0 |
1 |
34 |
0 |
3 |
4 |
92 |
| Research Ideas for the Journal of Informatics and Data Mining: Opinion |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
63 |
| Research Ideas for the Journal of Informatics and Data Mining: Opinion |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
70 |
| Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
187 |
| Risk Analysis of Energy in Vietnam |
0 |
0 |
0 |
27 |
0 |
0 |
8 |
56 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
0 |
158 |
0 |
1 |
1 |
439 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
0 |
86 |
0 |
0 |
1 |
299 |
| Risk Management and Financial Derivatives: An Overview |
0 |
0 |
2 |
248 |
1 |
1 |
7 |
1,321 |
| Risk Management and Financial Derivatives:An Overview |
0 |
0 |
0 |
118 |
1 |
2 |
4 |
556 |
| Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
183 |
| Risk Management of Daily Tourist Tax Revenues for the Maldives |
0 |
0 |
2 |
114 |
0 |
0 |
4 |
506 |
| Risk Management of Daily Tourist Tax Revenues for the Maldives |
0 |
0 |
0 |
2 |
0 |
1 |
7 |
37 |
| Risk Management of Precious Metals |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
427 |
| Risk Management of Precious Metals |
0 |
0 |
2 |
91 |
0 |
0 |
8 |
354 |
| Risk Management of Precious Metals |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
248 |
| Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
1 |
39 |
0 |
0 |
1 |
161 |
| Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
228 |
| Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures |
0 |
1 |
1 |
20 |
0 |
1 |
1 |
165 |
| Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
0 |
72 |
0 |
1 |
2 |
295 |
| Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
1 |
127 |
1 |
3 |
4 |
234 |
| Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
1 |
89 |
0 |
0 |
4 |
178 |
| Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures |
0 |
1 |
1 |
19 |
0 |
1 |
1 |
157 |
| Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures |
0 |
0 |
0 |
104 |
0 |
0 |
1 |
253 |
| Risk Measurement and Risk Modelling Using Applications of Vine Copulas |
0 |
1 |
1 |
29 |
1 |
2 |
2 |
77 |
| Risk Measurement and Risk Modelling using Applications of Vine Copulas |
0 |
0 |
0 |
39 |
1 |
1 |
1 |
77 |
| Risk Measurement and risk modelling using applications of Vine Copulas |
0 |
0 |
0 |
23 |
1 |
1 |
1 |
70 |
| Risk Modeling and Management: An Overview |
0 |
0 |
0 |
42 |
1 |
1 |
2 |
119 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
130 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
75 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
116 |
1 |
2 |
2 |
122 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
50 |
1 |
1 |
1 |
137 |
| 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 |
1 |
21 |
0 |
0 |
2 |
127 |
| Risk Spillovers in Oil-Related CDS, Stock and Credit Markets |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
155 |
| Risk Spillovers in Oil-Related CDS, Stock and Credit Markets |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
140 |
| Risk Spillovers in Returns for Chinese and International Tourists to Taiwan |
0 |
0 |
0 |
6 |
0 |
0 |
3 |
37 |
| Risk Spillovers in Returns for Chinese and International Tourists to Taiwan |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
67 |
| Risk Spillovers in Returns for Chinese and International Tourists to Taiwan |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
40 |
| Risk analysis of energy in Vietnam |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
26 |
| Risk management of precious metals |
0 |
0 |
2 |
42 |
0 |
0 |
3 |
207 |
| Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
81 |
| Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures |
0 |
1 |
1 |
40 |
0 |
1 |
1 |
126 |
| Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures |
0 |
0 |
0 |
38 |
1 |
1 |
2 |
150 |
| Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures |
0 |
1 |
1 |
63 |
0 |
2 |
2 |
214 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
109 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
34 |
0 |
2 |
2 |
172 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
138 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
117 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
33 |
0 |
1 |
1 |
107 |
| Robust Estimation and Forecasting of the Capital Asset Pricing Model |
0 |
0 |
0 |
67 |
0 |
1 |
1 |
237 |
| 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 |
0 |
379 |
| Robust Ranking of Journal Quality: An Application to Economics |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
124 |
| Robust Ranking of Journal Quality: An Application to Economics |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
159 |
| Robust Ranking of Journal Quality:An Application to Economics |
0 |
1 |
1 |
207 |
0 |
1 |
1 |
587 |
| Robust Ranking of Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
77 |
| Robust Ranking of Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
58 |
1 |
1 |
2 |
247 |
| Robust Ranking of Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
17 |
0 |
0 |
3 |
95 |
| Robust Ranking of Multivariate GARCH Models by Problem Dimension |
0 |
0 |
0 |
49 |
0 |
1 |
1 |
117 |
| SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
842 |
| 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 |
0 |
1 |
162 |
| Simple Expected Volatility (SEV) Index: Application to SET50 Index Options |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
238 |
| Simple Market Timing with Moving Averages |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
37 |
| Simple Market Timing with Moving Averages |
0 |
0 |
1 |
31 |
0 |
0 |
1 |
121 |
| Simplicity, scientific inference and econometric modelling |
0 |
0 |
0 |
6 |
1 |
1 |
1 |
33 |
| Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
71 |
| Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan |
0 |
1 |
1 |
5 |
1 |
2 |
5 |
35 |
| Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
43 |
| Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
39 |
| Some exact tests for model specification |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
20 |
| Specification Testing of Production in a Stochastic Frontier Model |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
56 |
| Specification Testing of Production in a Stochastic Frontier Model |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
37 |
| Specification Testing of Production in a Stochastic Frontier Model |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
62 |
| Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
57 |
| Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
74 |
| Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
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 |
1 |
1 |
32 |
| Stationarity and Invertibility of a Dynamic Correlation Matrix |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
36 |
| Stationarity and Invertibility of a Dynamic Correlation Matrix |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
67 |
| Stationarity and the Existence of Moments of a Family of GARCH Processes |
0 |
0 |
3 |
73 |
0 |
0 |
3 |
206 |
| 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 |
5 |
0 |
0 |
0 |
53 |
| Statistical Modelling of Extreme Rainfall in Taiwan |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
43 |
| Statistical Modelling of Extreme Rainfall in Taiwan |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
72 |
| Statistical Modelling of Extreme Rainfall in Taiwan |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
136 |
| Statistical Modelling of Extreme Rainfall in Taiwan |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
78 |
| Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
46 |
| Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
100 |
| Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
48 |
| Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
50 |
| 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 |
| Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China |
0 |
0 |
1 |
46 |
0 |
0 |
1 |
224 |
| Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings |
0 |
0 |
1 |
311 |
0 |
0 |
1 |
725 |
| Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
91 |
| 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 |
37 |
0 |
0 |
1 |
74 |
| Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan |
0 |
0 |
1 |
35 |
1 |
1 |
2 |
126 |
| Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
122 |
| Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
78 |
| Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
59 |
| THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
318 |
| 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 |
12 |
0 |
0 |
0 |
62 |
| Ten Things We Should Know About Time Series |
0 |
0 |
0 |
361 |
1 |
1 |
1 |
291 |
| Ten Things You Should Know About DCC |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
168 |
| Ten Things You Should Know About DCC |
0 |
0 |
0 |
39 |
0 |
1 |
1 |
71 |
| Ten Things You Should Know About DCC |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
65 |
| Ten Things You Should Know About DCC |
0 |
0 |
1 |
88 |
0 |
1 |
2 |
165 |
| Ten Things You Should Know About the Dynamic Conditional Correlation Representation |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
118 |
| Ten Things You Should Know About the Dynamic Conditional Correlation Representation |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
133 |
| Ten Things You Should Know About the Dynamic Conditional Correlation Representation |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
105 |
| Ten Things You Should Know About the Dynamic Conditional Correlation Representation |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
84 |
| Ten Things you should know about DCC |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
77 |
| Ten Things you should know about the Dynamic Conditional Correlation Representation |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
197 |
| Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
121 |
| Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
63 |
| Testing Multiple Non-nested Factor Demand Systems |
0 |
1 |
2 |
21 |
0 |
1 |
2 |
128 |
| 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 |
1 |
1 |
2 |
25 |
| 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 |
266 |
| Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances |
0 |
0 |
0 |
42 |
0 |
0 |
1 |
76 |
| Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models |
0 |
0 |
0 |
59 |
0 |
0 |
1 |
84 |
| 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 |
0 |
1 |
3 |
60 |
| 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 a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
50 |
| Testing for volatility co-movement in bivariate stochastic volatility models |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
38 |
| 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 |
15 |
0 |
0 |
0 |
107 |
| Testing the Box-Cox Parameter for an Integrated Process |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
98 |
| Testing the Box-Cox Parameter for an Integrated Process |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
59 |
| 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 |
37 |
0 |
0 |
0 |
33 |
| The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
71 |
| The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH |
0 |
0 |
1 |
64 |
0 |
0 |
4 |
101 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
127 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
129 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
133 |
| The Dynamics of Energy-Grain Prices with Open Interest |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
81 |
| The Endowment Effect in Games |
0 |
0 |
2 |
47 |
0 |
0 |
3 |
117 |
| The Fiction of Full BEKK |
0 |
0 |
0 |
26 |
0 |
0 |
4 |
58 |
| The Fiction of Full BEKK |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
51 |
| The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
44 |
| The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions |
0 |
0 |
1 |
38 |
0 |
0 |
2 |
85 |
| The Fundamental Equation in Tourism Finance |
0 |
0 |
0 |
30 |
0 |
0 |
4 |
73 |
| The Fundamental Equation in Tourism Finance |
0 |
0 |
1 |
42 |
0 |
0 |
2 |
70 |
| 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 |
33 |
0 |
0 |
1 |
110 |
| The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
92 |
| The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry |
0 |
1 |
1 |
4 |
0 |
1 |
2 |
52 |
| The Impact of Jumps and Leverage in Forecasting Co-Volatility |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
72 |
| The Impact of Jumps and Leverage in Forecasting Co-Volatility |
0 |
0 |
1 |
35 |
0 |
0 |
2 |
73 |
| The Impact of Jumps and Leverage in Forecasting Co-Volatility |
0 |
0 |
1 |
14 |
0 |
2 |
5 |
55 |
| The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
47 |
| The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
83 |
| The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
26 |
| The Interpretation of the Cox Test in Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
576 |
| 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 |
45 |
| The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations |
0 |
1 |
1 |
33 |
0 |
1 |
3 |
101 |
| 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 |
1 |
1 |
70 |
1 |
2 |
11 |
331 |
| The Rise and Fall of S&P500 Variance Futures |
0 |
0 |
1 |
19 |
0 |
0 |
1 |
110 |
| The Rise and Fall of S&P500 Variance Futures |
0 |
0 |
1 |
18 |
0 |
2 |
4 |
147 |
| The Rise and Fall of S&P500 Variance Futures |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
172 |
| The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
259 |
| The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges |
0 |
0 |
0 |
78 |
0 |
1 |
1 |
379 |
| The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges |
0 |
0 |
0 |
14 |
0 |
1 |
2 |
184 |
| The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
224 |
| The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions |
0 |
0 |
0 |
79 |
1 |
1 |
1 |
116 |
| The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions |
0 |
0 |
0 |
48 |
1 |
1 |
4 |
163 |
| 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 |
65 |
| The ten commandments for optimizing value-at-risk and daily capital charges |
0 |
0 |
1 |
36 |
0 |
1 |
2 |
267 |
| 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 |
1 |
1 |
2 |
41 |
| Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management |
0 |
0 |
0 |
33 |
1 |
3 |
4 |
99 |
| Theory and Application of an Economic Performance Measure of Risk |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
42 |
| Theory and Application of an Economic Performance Measure of Risk |
0 |
0 |
1 |
17 |
0 |
1 |
2 |
55 |
| Theory and Application of an Economic Performance Measure of Risk |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
55 |
| Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
89 |
| Theravada Buddhism and Thai Luxury Fashion Consumption |
1 |
1 |
1 |
32 |
1 |
1 |
3 |
69 |
| Theravada Buddhism and Thai Luxury Fashion Consumption |
0 |
0 |
0 |
36 |
0 |
2 |
3 |
83 |
| Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
116 |
| 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 |
1 |
15 |
0 |
0 |
1 |
108 |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
147 |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
99 |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH |
0 |
0 |
0 |
141 |
1 |
1 |
4 |
349 |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
70 |
| Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
104 |
| Time Series Forecasts of International Tourism Demand for Australia |
0 |
0 |
2 |
167 |
0 |
0 |
6 |
478 |
| Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
291 |
| Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand |
0 |
0 |
0 |
123 |
0 |
0 |
0 |
399 |
| Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
184 |
| Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors |
0 |
0 |
0 |
18 |
1 |
1 |
1 |
80 |
| Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
122 |
| Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
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 |
12 |
0 |
0 |
0 |
55 |
| Tourism stocks in times of crises: An econometric investigation of non-macro factors |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
63 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
116 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Two Papers on Model Testing and Discrimination |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
53 |
| Two Papers on Model Testing and Discrimination |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
24 |
| US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
43 |
| US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
93 |
| US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries |
0 |
0 |
1 |
40 |
0 |
1 |
5 |
58 |
| 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 |
0 |
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 |
1 |
1 |
1 |
166 |
1 |
1 |
1 |
432 |
| Value-at-Risk for Country Risk Ratings |
0 |
0 |
1 |
40 |
0 |
1 |
5 |
198 |
| Value-at-Risk for Country Risk Ratings |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
274 |
| 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 |
1 |
66 |
| Volatility Smirk as an Externality of Agency Conict and Growing Debt |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
55 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
1 |
32 |
1 |
1 |
3 |
54 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
47 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
29 |
1 |
3 |
3 |
71 |
| Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return |
0 |
0 |
0 |
89 |
0 |
1 |
1 |
323 |
| Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return |
0 |
1 |
2 |
83 |
0 |
2 |
6 |
407 |
| Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice |
0 |
0 |
1 |
18 |
0 |
4 |
15 |
121 |
| Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice |
0 |
0 |
0 |
45 |
0 |
2 |
4 |
140 |
| Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA |
0 |
0 |
0 |
32 |
0 |
2 |
2 |
110 |
| Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA |
0 |
1 |
2 |
21 |
0 |
1 |
4 |
52 |
| Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
93 |
| Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture |
0 |
0 |
1 |
27 |
0 |
1 |
3 |
112 |
| Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
64 |
| Volatility Spillovers from Australia's Major Trading Partners across the GFC |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
78 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
79 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
134 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
17 |
1 |
3 |
3 |
108 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
169 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
9 |
1 |
1 |
1 |
108 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
18 |
1 |
1 |
3 |
127 |
| Volatility Spillovers from the US to Australia and China across the GFC |
0 |
0 |
0 |
12 |
1 |
2 |
2 |
70 |
| Volatility Spillovers from the US to Australia and China across the GFC |
0 |
0 |
0 |
44 |
1 |
1 |
2 |
91 |
| 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 |
0 |
23 |
0 |
0 |
1 |
82 |
| 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 |
2 |
2 |
2 |
117 |
| What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
1 |
9 |
1 |
2 |
3 |
96 |
| What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
84 |
| What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
1 |
32 |
0 |
0 |
1 |
121 |
| What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
74 |
| What Happened to Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
200 |
| What Happened to Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
365 |
| What Happened to Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
0 |
82 |
0 |
0 |
0 |
227 |
| What Happened to Risk Management During the 2008-09 Financial Crisis? |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
106 |
| What Makes a Great Journal Great in Economics? The Singer Not the Song |
0 |
0 |
1 |
110 |
0 |
0 |
5 |
429 |
| What Makes a Great Journal Great in Economics? The Singer Not the Song |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
183 |
| What Makes a Great Journal Great in Economics? The Singer Not the Song |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
163 |
| What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
104 |
| What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? |
0 |
0 |
0 |
25 |
4 |
4 |
4 |
115 |
| 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 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 |
1 |
2 |
41 |
| What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
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 |
0 |
38 |
| What Will Take the Con Out of Econometrics? |
0 |
0 |
0 |
171 |
0 |
1 |
4 |
854 |
| What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
77 |
| What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
0 |
15 |
1 |
1 |
3 |
86 |
| What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
141 |
| What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
0 |
9 |
1 |
2 |
4 |
124 |
| What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
131 |
| Why did Warrant Markets Close in China but not Taiwan? |
0 |
0 |
1 |
8 |
0 |
1 |
2 |
45 |
| Why did Warrant Markets Close in China but not Taiwan? |
0 |
0 |
0 |
31 |
0 |
2 |
5 |
123 |
| You've Got Email: A Workflow Management Extraction System |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
69 |
| You’ve Got Email: A Workflow Management Extraction System |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
43 |
| You’ve Got Email: a Workflow Management Extraction System |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
42 |
| “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
35 |
| Total Working Papers |
15 |
82 |
302 |
44,894 |
268 |
771 |
2,151 |
177,895 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
113 |
| A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
65 |
| A Charter for Sustainable Tourism after COVID-19 |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
373 |
| A Critical Analysis of Some Recent Medical Research in Science on COVID-19 |
0 |
1 |
2 |
12 |
0 |
2 |
10 |
108 |
| A Critique of Recent Medical Research in JAMA on COVID-19 |
0 |
0 |
1 |
191 |
3 |
7 |
21 |
2,688 |
| A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
137 |
| A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries |
0 |
0 |
1 |
20 |
0 |
2 |
6 |
103 |
| A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 |
0 |
0 |
2 |
21 |
2 |
3 |
9 |
122 |
| A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index |
0 |
0 |
1 |
11 |
2 |
2 |
8 |
47 |
| A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes |
2 |
5 |
7 |
14 |
6 |
14 |
29 |
48 |
| 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 |
1 |
34 |
0 |
1 |
6 |
144 |
| A Portfolio Index GARCH model |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
125 |
| A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS |
0 |
0 |
1 |
27 |
1 |
4 |
7 |
151 |
| A Simple Test for Causality in Volatility |
0 |
0 |
2 |
25 |
0 |
0 |
3 |
87 |
| A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| A Tourism Financial Conditions Index for Tourism Finance |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
58 |
| A capital adequacy buffer model |
0 |
0 |
1 |
7 |
1 |
1 |
2 |
58 |
| A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices |
0 |
0 |
0 |
6 |
1 |
2 |
6 |
77 |
| A cointegration analysis of annual tourism demand by Malaysia for Australia |
0 |
0 |
2 |
14 |
0 |
0 |
3 |
64 |
| A fractionally integrated Wishart stochastic volatility model |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
35 |
| A further result on the sign of restricted least-squares estimates |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
94 |
| A general asymptotic theory for time‐series models |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
70 |
| 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 |
1 |
1 |
96 |
1 |
4 |
10 |
362 |
| A neural network demand system with heteroskedastic errors |
0 |
0 |
1 |
56 |
0 |
1 |
4 |
197 |
| A new measure of innovation: The patent success ratio |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
23 |
| A note on the unbiasedness test of rationality using survey data |
0 |
0 |
0 |
32 |
0 |
1 |
2 |
99 |
| A probit analysis of consumer behaviour in rural China |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
55 |
| A risk map of international tourist regions in Spain |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
56 |
| A seasonal analysis of Asian tourist arrivals to Australia |
1 |
1 |
1 |
130 |
1 |
1 |
2 |
653 |
| A seasonal analysis of Malaysian tourist arrivals to Australia |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
60 |
| A simple expected volatility (SEV) index: Application to SET50 index options |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
80 |
| 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 |
6 |
16 |
0 |
3 |
13 |
106 |
| AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
127 |
| ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
100 |
| ARMAX modelling of international tourism demand |
0 |
0 |
1 |
19 |
0 |
0 |
2 |
70 |
| ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION |
0 |
0 |
0 |
18 |
0 |
2 |
10 |
65 |
| ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL |
1 |
3 |
9 |
168 |
2 |
6 |
25 |
609 |
| AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY |
0 |
1 |
1 |
57 |
0 |
3 |
5 |
225 |
| Advances in financial risk management and economic policy uncertainty: An overview |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
242 |
| Alternative Asymmetric Stochastic Volatility Models |
0 |
0 |
1 |
26 |
0 |
1 |
3 |
130 |
| Alternative Global Health Security Indexes for Risk Analysis of COVID-19 |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing |
0 |
0 |
0 |
197 |
1 |
1 |
5 |
664 |
| Alternative procedures and associated tests of significance for non-nested hypotheses |
0 |
1 |
2 |
109 |
0 |
1 |
5 |
275 |
| An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors |
0 |
1 |
1 |
8 |
0 |
1 |
2 |
71 |
| An Empirical Assessment of Country Risk Ratings and Associated Models |
0 |
0 |
1 |
774 |
0 |
0 |
5 |
2,296 |
| An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
112 |
| 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 |
276 |
| An econometric analysis of asymmetric volatility: Theory and application to patents |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
372 |
| An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
5 |
3 |
3 |
4 |
41 |
| Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
277 |
| Analyzing fixed-event forecast revisions |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
91 |
| Antitrust environment and innovation |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
| Applications of the Newton-Raphson Method in Decision Sciences and Education |
0 |
2 |
10 |
75 |
0 |
3 |
45 |
465 |
| Are forecast updates progressive? |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
44 |
| Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? |
0 |
0 |
1 |
22 |
0 |
0 |
3 |
220 |
| Asian monetary integration: a structural VAR approach |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
49 |
| Asymmetric Multivariate Stochastic Volatility |
0 |
0 |
1 |
50 |
0 |
2 |
5 |
162 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
26 |
1 |
3 |
3 |
126 |
| Asymmetric adjustments in the ethanol and grains markets |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
99 |
| Asymmetry and Leverage in Conditional Volatility Models |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
106 |
| Asymmetry and Long Memory in Volatility Modeling |
0 |
1 |
1 |
29 |
0 |
2 |
3 |
116 |
| 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 |
0 |
19 |
| Bayesian Analysis of Realized Matrix-Exponential GARCH Models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
11 |
| Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database |
0 |
0 |
1 |
22 |
0 |
6 |
10 |
128 |
| Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections |
0 |
0 |
2 |
16 |
0 |
0 |
4 |
94 |
| Bootstrap estimates of a new classical model of unemployment |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
32 |
| Causality between CO2 Emissions and Stock Markets |
0 |
0 |
1 |
3 |
0 |
0 |
7 |
34 |
| Causality between market liquidity and depth for energy and grains |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
123 |
| Choosing expected shortfall over VaR in Basel III using stochastic dominance |
0 |
0 |
1 |
8 |
1 |
2 |
5 |
83 |
| Coercive journal self citations, impact factor, Journal Influence and Article Influence |
0 |
0 |
0 |
3 |
1 |
2 |
2 |
62 |
| Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
30 |
| Cointegration Analysis of Seasonal Time Series |
0 |
1 |
1 |
12 |
0 |
1 |
2 |
42 |
| Cointegration analysis of metals futures |
0 |
0 |
1 |
16 |
0 |
0 |
4 |
77 |
| Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia |
0 |
0 |
1 |
244 |
0 |
0 |
4 |
905 |
| Cointegration in Practice |
0 |
0 |
1 |
5 |
0 |
1 |
2 |
38 |
| Comment |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
32 |
| Comments on Recent COVID-19 Research in JAMA |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
122 |
| Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| 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 |
0 |
7 |
2 |
2 |
2 |
50 |
| Conditional correlations and volatility spillovers between crude oil and stock index returns |
0 |
1 |
4 |
76 |
0 |
2 |
24 |
332 |
| Confucius and Herding Behaviour in the Stock Markets in China and Taiwan |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
78 |
| Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
52 |
| 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 |
0 |
139 |
0 |
1 |
8 |
490 |
| Corporate Financial Distress of Industry Level Listings in Vietnam |
0 |
1 |
3 |
9 |
0 |
1 |
4 |
51 |
| Crude oil hedging strategies using dynamic multivariate GARCH |
0 |
1 |
5 |
127 |
1 |
5 |
17 |
471 |
| DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
65 |
| DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS |
0 |
0 |
2 |
45 |
1 |
2 |
11 |
173 |
| Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan |
0 |
0 |
1 |
16 |
1 |
1 |
4 |
142 |
| Daily market news sentiment and stock prices |
0 |
1 |
8 |
29 |
4 |
9 |
35 |
169 |
| Data mining and the con in econometrics: the U.S. demand for money revisited |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
21 |
| Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
18 |
| Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints |
0 |
0 |
0 |
69 |
0 |
1 |
3 |
315 |
| Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
30 |
| Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
95 |
| Drawbacks in the 3-Factor Approach of Fama and French (2018) |
1 |
2 |
4 |
7 |
2 |
4 |
12 |
27 |
| Dynamic Asymmetric GARCH |
0 |
0 |
3 |
96 |
0 |
0 |
3 |
266 |
| Dynamic Asymmetric Leverage in Stochastic Volatility Models |
0 |
0 |
0 |
81 |
0 |
0 |
3 |
272 |
| EDITORIAL NOTE — Statement of Intent |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
19 |
| EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
| EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
63 |
| 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 |
0 |
0 |
1 |
17 |
0 |
1 |
4 |
90 |
| EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS |
1 |
3 |
11 |
19 |
1 |
3 |
13 |
43 |
| Econometric Issues in Macroeconomic Models with Generated Regressors |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
1,099 |
| Econometric analysis of financial derivatives: An overview |
0 |
0 |
1 |
38 |
0 |
0 |
4 |
187 |
| Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
78 |
1 |
1 |
2 |
212 |
| Econometric modelling of non‐ferrous metal prices |
0 |
0 |
2 |
228 |
0 |
1 |
7 |
751 |
| 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 |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
46 |
| 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 |
0 |
1 |
| Editorial |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
22 |
| Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
65 |
| Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
46 |
| Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets |
1 |
1 |
3 |
375 |
4 |
5 |
14 |
1,361 |
| Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* |
0 |
0 |
3 |
15 |
0 |
1 |
6 |
41 |
| Efficient estimation and testing of oil futures contracts in a mutual offset system |
0 |
0 |
0 |
80 |
0 |
1 |
1 |
429 |
| Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
92 |
| 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 |
0 |
14 |
0 |
0 |
2 |
85 |
| Establishing national carbon emission prices for China |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
51 |
| 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 |
1 |
3 |
8 |
0 |
1 |
3 |
25 |
| Estimating the impact of whaling on global whale-watching |
0 |
0 |
0 |
6 |
0 |
2 |
3 |
45 |
| Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence |
1 |
1 |
1 |
64 |
2 |
2 |
5 |
198 |
| Estimation of Chinese agricultural production efficiencies with panel data |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
43 |
| Estimation of alternative pricing models for currency futures contracts |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
31 |
| Evaluating Individual and Mean Non-Replicable Forecasts |
0 |
0 |
0 |
58 |
0 |
0 |
1 |
220 |
| Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares |
0 |
0 |
0 |
54 |
0 |
0 |
0 |
268 |
| Expert opinion versus expertise in forecasting |
0 |
0 |
0 |
19 |
0 |
1 |
1 |
111 |
| FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP |
0 |
0 |
0 |
8 |
1 |
2 |
3 |
68 |
| FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS |
1 |
1 |
6 |
23 |
1 |
2 |
16 |
127 |
| FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
34 |
| FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? |
0 |
0 |
1 |
3 |
1 |
1 |
2 |
26 |
| 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 |
1 |
7 |
1 |
4 |
6 |
72 |
| Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather |
2 |
2 |
3 |
17 |
4 |
5 |
16 |
149 |
| Fat tails and asymmetry in financial volatility models |
0 |
0 |
1 |
7 |
2 |
3 |
5 |
54 |
| Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains |
0 |
0 |
0 |
9 |
0 |
0 |
4 |
109 |
| Financial dependence analysis: applications of vine copulas |
0 |
0 |
0 |
11 |
1 |
2 |
3 |
69 |
| Financial volatility: an introduction |
0 |
0 |
0 |
748 |
0 |
0 |
2 |
1,867 |
| Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks |
1 |
1 |
2 |
87 |
3 |
3 |
4 |
282 |
| Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms |
0 |
0 |
1 |
5 |
0 |
1 |
3 |
31 |
| 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 |
1 |
1 |
64 |
| Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range |
0 |
0 |
1 |
38 |
0 |
1 |
3 |
180 |
| Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance |
0 |
1 |
3 |
22 |
0 |
1 |
4 |
137 |
| Forecasting conditional correlations in stock, bond and foreign exchange markets |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
63 |
| Forecasting the volatility of Nikkei 225 futures |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
42 |
| Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model |
0 |
2 |
5 |
154 |
0 |
2 |
7 |
495 |
| Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks |
0 |
1 |
3 |
23 |
0 |
1 |
7 |
77 |
| Frontiers in Time Series and Financial Econometrics: An overview |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
136 |
| Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
386 |
| GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION |
0 |
0 |
3 |
144 |
0 |
0 |
7 |
340 |
| GFC-robust risk management strategies under the Basel Accord |
0 |
0 |
1 |
10 |
0 |
1 |
2 |
201 |
| GFC-robust risk management under the Basel Accord using extreme value methodologies |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
86 |
| Globalization and knowledge spillover: international direct investment, exports and patents |
0 |
0 |
2 |
19 |
1 |
1 |
4 |
117 |
| Great Expectatrics: Great Papers, Great Journals, Great Econometrics |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
290 |
| HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA |
0 |
0 |
1 |
39 |
1 |
1 |
2 |
192 |
| Has the Basel Accord improved risk management during the global financial crisis? |
0 |
0 |
0 |
14 |
0 |
0 |
4 |
131 |
| Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* |
1 |
2 |
8 |
25 |
3 |
4 |
30 |
82 |
| Herding, Information Cascades and Volatility Spillovers in Futures Markets |
0 |
0 |
0 |
53 |
2 |
2 |
2 |
240 |
| How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
447 |
| How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics |
1 |
1 |
1 |
25 |
6 |
7 |
11 |
155 |
| How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
100 |
| How accurate are government forecasts of economic fundamentals? The case of Taiwan |
0 |
0 |
1 |
13 |
0 |
0 |
1 |
141 |
| 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 |
20 |
0 |
0 |
3 |
91 |
| INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
170 |
| INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA |
0 |
0 |
0 |
127 |
0 |
0 |
5 |
497 |
| IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development |
2 |
2 |
3 |
7 |
3 |
6 |
10 |
26 |
| Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity |
0 |
0 |
2 |
19 |
0 |
0 |
4 |
81 |
| Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam |
0 |
0 |
6 |
44 |
0 |
1 |
19 |
193 |
| Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China |
0 |
1 |
1 |
1 |
0 |
2 |
6 |
11 |
| In Memoriam |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
25 |
| Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets |
0 |
0 |
0 |
5 |
1 |
3 |
12 |
52 |
| Input–output structure and growth in China |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
41 |
| Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
7 |
| 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 |
0 |
85 |
| Is Greater China a currency union? |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
42 |
| 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 |
0 |
0 |
248 |
0 |
0 |
1 |
628 |
| Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
98 |
| 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 |
0 |
0 |
38 |
| Joint and Cross-Border Patents as Proxies for International Technology Diffusion |
0 |
0 |
2 |
7 |
0 |
1 |
3 |
42 |
| Keynesian and New Classical Models of Unemployment Revisited |
0 |
0 |
0 |
140 |
0 |
1 |
1 |
701 |
| Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
96 |
| Linear and nonlinear causality between changes in consumption and consumer attitudes |
0 |
0 |
1 |
113 |
0 |
0 |
6 |
335 |
| Long Run Returns Predictability and Volatility with Moving Averages |
0 |
0 |
1 |
8 |
0 |
0 |
5 |
82 |
| MEASURING RISK IN ENVIRONMENTAL FINANCE |
0 |
0 |
1 |
105 |
0 |
1 |
8 |
332 |
| MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
32 |
| Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| Mapping the Presidential Election Cycle in US stock markets |
0 |
0 |
1 |
43 |
1 |
2 |
6 |
185 |
| Market Risk Analysis of Energy in Vietnam |
0 |
0 |
2 |
5 |
0 |
0 |
5 |
73 |
| Market Timing with Moving Averages |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
69 |
| Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach |
0 |
0 |
0 |
59 |
0 |
1 |
3 |
212 |
| Market integration dynamics and asymptotic price convergence in distribution |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
50 |
| Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence |
0 |
1 |
3 |
927 |
0 |
1 |
8 |
2,216 |
| Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
228 |
| Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Modeling Latent Carbon Emission Prices for Japan: Theory and Practice |
0 |
0 |
1 |
7 |
0 |
1 |
6 |
39 |
| Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China |
0 |
1 |
2 |
4 |
1 |
2 |
3 |
55 |
| Modeling conditional correlations for risk diversification in crude oil markets |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
| Modeling dynamic conditional correlations in WTI oil forward and futures returns |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
294 |
| Modeling the Relationship between Crude Oil and Agricultural Commodity Prices |
0 |
0 |
0 |
14 |
0 |
2 |
2 |
67 |
| Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain |
0 |
0 |
1 |
3 |
0 |
0 |
1 |
6 |
| Modelling Country Risk and Uncertainty in Small Island Tourism Economies |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
| Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
3 |
| Modelling and forecasting daily international mass tourism to Peru |
0 |
0 |
3 |
8 |
0 |
1 |
7 |
71 |
| Modelling and forecasting noisy realized volatility |
0 |
1 |
1 |
37 |
0 |
1 |
3 |
169 |
| Modelling and managing financial risk: An overview |
0 |
0 |
1 |
5 |
1 |
1 |
3 |
59 |
| Modelling conditional correlations in the volatility of Asian rubber spot and futures returns |
0 |
0 |
1 |
6 |
0 |
1 |
2 |
56 |
| Modelling in econometrics: The deterrent effect of capital punishment |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
24 |
| Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach |
0 |
0 |
1 |
9 |
0 |
1 |
3 |
103 |
| Modelling risk in agricultural finance: Application to the poultry industry in Taiwan |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
65 |
| Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility |
0 |
0 |
1 |
20 |
0 |
1 |
2 |
113 |
| Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
52 |
| Modelling the asymmetric volatility of anti-pollution patents in the USA |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| Modelling the asymmetric volatility of electronics patents in the USA |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
36 |
| Modelling the information content in insider trades in the Singapore exchange |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
34 |
| Modelling the interactions across international stock, bond and foreign exchange markets |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
209 |
| Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
33 |
| Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
48 |
| 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 |
0 |
0 |
89 |
| Moment-based estimation of smooth transition regression models with endogenous variables |
0 |
0 |
1 |
42 |
0 |
0 |
5 |
145 |
| Monte Carlo option pricing with asymmetric realized volatility dynamics |
0 |
0 |
0 |
8 |
1 |
2 |
2 |
72 |
| Moving Average Market Timing in European Energy Markets: Production Versus Emissions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
28 |
| Multivariate Hyper-Rotated GARCH-BEKK |
0 |
0 |
1 |
7 |
0 |
0 |
7 |
18 |
| Multivariate Stochastic Volatility: A Review |
0 |
1 |
5 |
131 |
0 |
2 |
9 |
346 |
| Multivariate Stochastic Volatility: An Overview |
0 |
0 |
0 |
92 |
1 |
2 |
3 |
174 |
| Multivariate stochastic volatility, leverage and news impact surfaces |
0 |
0 |
0 |
46 |
0 |
0 |
4 |
235 |
| Multivariate volatility in environmental finance |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
55 |
| NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS |
0 |
0 |
1 |
72 |
0 |
0 |
2 |
248 |
| NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
83 |
| Net Interest Marginof Commercial Banks in Vietnam |
0 |
1 |
5 |
39 |
4 |
7 |
26 |
208 |
| Non-linear modelling and forecasting of S&P 500 volatility |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
48 |
| Non-trading day effects in asymmetric conditional and stochastic volatility models |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
323 |
| Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies |
0 |
0 |
0 |
15 |
1 |
3 |
3 |
91 |
| ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
38 |
| On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach |
0 |
1 |
1 |
12 |
0 |
2 |
4 |
56 |
| On exact and asymptotic tests of non-nested models |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
33 |
| On the Effects of Misspecification Errors in Models with Generated Regressors |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
195 |
| On the interpretation of the cox test in econometrics |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
90 |
| On the invertibility of EGARCH(p, q) |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
51 |
| On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
76 |
| On the use of extreme value distributions for predicting the upper percentiles of environmental quality data |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
21 |
| PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
22 |
| PRICING CARBON EMISSIONS IN CHINA |
0 |
0 |
2 |
10 |
0 |
0 |
2 |
89 |
| Patent activity and technical change |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
133 |
| Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Portfolio single index (PSI) multivariate conditional and stochastic volatility models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
26 |
| Precious metals-exchange rate volatility transmissions and hedging strategies |
0 |
2 |
4 |
49 |
1 |
3 |
9 |
208 |
| Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations |
0 |
0 |
0 |
21 |
1 |
4 |
14 |
87 |
| Prediction of Gas Concentration Based on the Opposite Degree Algorithm |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
42 |
| 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 |
1 |
3 |
3 |
145 |
| President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † |
0 |
0 |
0 |
5 |
1 |
3 |
4 |
72 |
| Prevention Is Better Than the Cure: Risk Management of COVID-19 |
0 |
0 |
0 |
223 |
0 |
1 |
4 |
2,347 |
| Pricing of Forward and Futures Contracts |
1 |
5 |
9 |
22 |
2 |
8 |
24 |
49 |
| 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 |
2 |
128 |
| Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
66 |
| Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
22 |
| Properties of ordinary least squares estimators in regression models with nonspherical disturbances |
0 |
0 |
2 |
301 |
0 |
0 |
6 |
1,540 |
| Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 |
0 |
0 |
0 |
22 |
0 |
1 |
3 |
88 |
| RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
41 |
| ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
43 |
| Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations |
0 |
0 |
0 |
30 |
1 |
1 |
2 |
151 |
| Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc |
0 |
0 |
0 |
49 |
1 |
1 |
1 |
209 |
| Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability |
0 |
0 |
0 |
6 |
0 |
0 |
4 |
88 |
| Re-Opening the Silk Road to Transform Chinese Trade |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
45 |
| Realized Volatility and Long Memory: An Overview |
0 |
0 |
0 |
99 |
0 |
1 |
2 |
210 |
| Realized Volatility: A Review |
0 |
4 |
11 |
318 |
0 |
9 |
39 |
961 |
| Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
22 |
| Realized stochastic volatility models with generalized Gegenbauer long memory |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
21 |
| Realized stochastic volatility with general asymmetry and long memory |
0 |
0 |
0 |
15 |
1 |
2 |
4 |
88 |
| Recent Theoretical Results for Time Series Models with GARCH Errors |
0 |
0 |
0 |
2 |
0 |
2 |
4 |
14 |
| Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
64 |
| Recent developments in financial economics and econometrics: An overview |
0 |
0 |
0 |
23 |
1 |
3 |
4 |
114 |
| Recursive estimation and generated regressors |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
94 |
| Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations |
0 |
0 |
0 |
36 |
1 |
1 |
2 |
135 |
| Regression quantiles for unstable autoregressive models |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
49 |
| 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 |
2 |
84 |
| Review Papers for Journal of Risk and Financial Management ( JRFM ) |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
44 |
| Review on Efficiency and Anomalies in Stock Markets |
0 |
0 |
1 |
65 |
2 |
2 |
11 |
269 |
| Revisiting Tobin's 1950 Study of Food Expenditure: Comments |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
175 |
| Risk Management of COVID-19 by Universities in China |
0 |
1 |
1 |
160 |
0 |
1 |
7 |
907 |
| Risk Measurement and Risk Modelling Using Applications of Vine Copulas |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
53 |
| Risk and Financial Management of COVID-19 in Business, Economics and Finance |
1 |
1 |
3 |
116 |
2 |
3 |
11 |
638 |
| Risk management and financial derivatives: An overview |
0 |
1 |
2 |
98 |
0 |
3 |
17 |
313 |
| Risk management of precious metals |
0 |
0 |
0 |
66 |
0 |
0 |
4 |
215 |
| Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures |
0 |
0 |
0 |
5 |
0 |
3 |
3 |
102 |
| Risk spillovers in oil-related CDS, stock and credit markets |
0 |
0 |
1 |
40 |
0 |
0 |
2 |
178 |
| Robust Ranking of Journal Quality: An Application to Economics |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
150 |
| Robust ranking of multivariate GARCH models by problem dimension |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
89 |
| SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE |
0 |
0 |
0 |
86 |
0 |
0 |
0 |
688 |
| SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) |
0 |
1 |
2 |
6 |
0 |
2 |
8 |
26 |
| Scalar BEKK and indirect DCC |
0 |
0 |
2 |
125 |
0 |
3 |
11 |
391 |
| 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 |
1 |
12 |
| Seeking Clarity in a World Infected by COVID-19 and Fake News |
0 |
0 |
0 |
27 |
2 |
2 |
3 |
106 |
| 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 |
22 |
| Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function |
0 |
1 |
1 |
22 |
0 |
3 |
3 |
80 |
| Sherlock Holmes and the Search for Truth: A Diagnostic Tale |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
949 |
| Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets |
0 |
0 |
1 |
57 |
0 |
0 |
5 |
244 |
| Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
36 |
| Simplicity, Scientific Interference and Econometric Modelling |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
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 |
0 |
180 |
0 |
2 |
4 |
671 |
| Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
268 |
| Some Exact Tests for Model Specification |
0 |
0 |
0 |
48 |
0 |
2 |
2 |
173 |
| Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
35 |
| Specification Testing of Production in a Stochastic Frontier Model |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
38 |
| Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences |
0 |
0 |
0 |
11 |
0 |
2 |
2 |
47 |
| Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization |
1 |
1 |
3 |
3 |
1 |
1 |
4 |
5 |
| Speculation and destabilisation |
0 |
0 |
0 |
12 |
1 |
1 |
1 |
60 |
| Spurious Relationships for Nearly Non-Stationary Series |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
20 |
| Spurious cross-sectional dependence in credit spread changes |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
29 |
| Stationarity and the existence of moments of a family of GARCH processes |
0 |
0 |
1 |
188 |
0 |
0 |
7 |
473 |
| Statistical Demand Functions for Food in the USA and the Netherlands: Comments |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
142 |
| Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China |
0 |
0 |
0 |
13 |
0 |
1 |
2 |
79 |
| Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility |
0 |
0 |
1 |
109 |
0 |
2 |
6 |
311 |
| Structure and asymptotic theory for nonlinear models with GARCH erros |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
57 |
| Summary of Advances in Decision Sciences (ADS) - 2019 |
0 |
0 |
0 |
6 |
0 |
3 |
4 |
49 |
| Summary of Advances in Decision Sciences (ADS) - 2020 |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
44 |
| Switching Orthogonality |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
143 |
| Systematic Risk at the Industry Level: A Case Study of Australia |
1 |
1 |
2 |
13 |
7 |
9 |
23 |
100 |
| TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
105 |
| 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 |
3 |
119 |
| THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
153 |
| Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 |
1 |
1 |
2 |
9 |
2 |
2 |
5 |
37 |
| Ten Things You Should Know about the Dynamic Conditional Correlation Representation |
0 |
1 |
1 |
56 |
0 |
2 |
9 |
203 |
| Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
66 |
| Testing Multiple Non‐Nested Factor Demand Systems |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Testing Non-Nested Specifications of Money Demand for Canada |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
70 |
| Testing for Unit Roots and Non‐linear Transformations |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
26 |
| Testing for contagion in ASEAN exchange rates |
0 |
0 |
0 |
5 |
0 |
0 |
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 |
8 |
118 |
| 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 |
0 |
26 |
0 |
0 |
0 |
124 |
| Testing the life-cycle permanent income hypothesis using intra-year data for Sweden |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
52 |
| Testing the risk premium and cost-of-carry hypotheses for currency futures contracts |
0 |
0 |
0 |
67 |
0 |
0 |
2 |
281 |
| The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
221 |
| The Econometrics of Financial Time Series |
0 |
2 |
3 |
3 |
0 |
2 |
6 |
7 |
| The Fundamental Equation in Tourism Finance |
0 |
0 |
0 |
19 |
1 |
1 |
4 |
117 |
| The Future of Tourism in the COVID-19 Era |
0 |
0 |
9 |
490 |
2 |
3 |
37 |
1,899 |
| The Gender Wealth Gap by Household Head in Vietnam |
1 |
1 |
3 |
72 |
3 |
6 |
21 |
382 |
| 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 |
1 |
1 |
6 |
| The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| The Journal of Risk and Financial Management in Open Access |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
179 |
| The Osaka Econometrics Conference: Osaka, Japan, 1995 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
69 |
| The Safety of Banks in Vietnam Using CAMEL |
2 |
6 |
22 |
84 |
5 |
11 |
43 |
223 |
| The Ten Commandments for Academics |
0 |
0 |
0 |
144 |
0 |
0 |
4 |
445 |
| The Ten Commandments for Attending a Conference |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
| The Ten Commandments for Organizing a Conference |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
10 |
| The Ten Commandments for Presenting a Conference Paper |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
2 |
| The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
| The complexity of simplicity |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
31 |
| The correct regularity condition and interpretation of asymmetry in EGARCH |
0 |
0 |
1 |
107 |
0 |
1 |
4 |
285 |
| The econometrics of intellectual property: An overview |
0 |
0 |
0 |
65 |
0 |
1 |
1 |
186 |
| The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
27 |
| The fiction of full BEKK: Pricing fossil fuels and carbon emissions |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
42 |
| The impact of China on stock returns and volatility in the Taiwan tourism industry |
0 |
1 |
1 |
7 |
0 |
1 |
1 |
82 |
| The impact of jumps and leverage in forecasting covolatility |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
37 |
| 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 |
1 |
1 |
120 |
| The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
22 |
| The rise and fall of S&P500 variance futures |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
83 |
| The significance of testing empirical non-nested models |
0 |
0 |
0 |
113 |
0 |
0 |
3 |
449 |
| The structure of dynamic correlations in multivariate stochastic volatility models |
0 |
0 |
4 |
144 |
0 |
0 |
7 |
423 |
| 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 |
1 |
1 |
1 |
62 |
| Theory and application of an economic performance measure of risk |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
88 |
| Theravada Buddhism and Thai Luxury Fashion Consumption |
0 |
0 |
1 |
17 |
0 |
4 |
6 |
100 |
| Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH |
0 |
0 |
0 |
16 |
0 |
2 |
3 |
103 |
| Trends and volatilities in foreign patents registered in the USA |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
202 |
| 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 |
2 |
2 |
9 |
32 |
| Value-at-Risk for country risk ratings |
0 |
0 |
1 |
23 |
0 |
0 |
1 |
113 |
| Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models |
0 |
0 |
0 |
168 |
0 |
0 |
3 |
1,049 |
| Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA |
0 |
0 |
0 |
8 |
0 |
2 |
4 |
87 |
| Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
70 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
79 |
| Volatility models of currency futures in developed and emerging markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
34 |
| Volatility smirk as an externality of agency conflict and growing debt |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
38 |
| Volatility spillover and multivariate volatility impulse response analysis of GFC news events |
0 |
1 |
3 |
16 |
1 |
3 |
8 |
66 |
| Volatility spillovers for spot, futures, and ETF prices in agriculture and energy |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
41 |
| Volatility spillovers from the Chinese stock market to economic neighbours |
0 |
0 |
0 |
10 |
1 |
2 |
5 |
93 |
| WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
35 |
| WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
195 |
| 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 |
2 |
2 |
2 |
40 |
| 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 |
78 |
| What Will Take the Con out of Econometrics? |
0 |
0 |
1 |
187 |
0 |
0 |
4 |
540 |
| What makes a great journal great in the sciences? Which came first, the chicken or the egg? |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
43 |
| 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 |
1 |
2 |
68 |
| ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES |
1 |
3 |
9 |
38 |
1 |
3 |
20 |
75 |
| “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality |
0 |
0 |
1 |
3 |
1 |
1 |
5 |
14 |
| Total Journal Articles |
26 |
87 |
343 |
15,994 |
151 |
427 |
1,604 |
74,314 |
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