Access Statistics for Michael McAleer

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"Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment 0 0 0 8 0 0 14 56
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises 0 1 1 34 1 2 17 137
A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crises 0 0 0 12 0 2 22 89
A Capital Adequacy Buffer Model 0 0 0 10 0 0 8 110
A Capital Adequacy Buffer Model 0 0 0 21 0 1 17 104
A Capital Adequacy Buffer Model 0 0 1 48 0 2 17 131
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 0 41 0 5 17 183
A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices 0 0 1 79 0 1 17 95
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 34 0 1 9 167
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 67 0 3 14 282
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk 0 0 0 17 0 0 13 136
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 17 0 2 14 100
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 0 0 14 115
A Fractionally Integrated Wishart Stochastic Volatility Model 0 0 0 30 1 3 15 128
A General Asymptotic Theory for Time Series Models 0 0 0 72 2 2 13 144
A Generalized Email Classification System for Workflow Analysis 0 0 0 16 0 0 7 83
A Generalized Email Classification System for Workflow Analysis 0 0 0 9 0 0 10 46
A Generalized Email Classification System for Workflow Analysis 0 0 0 39 0 2 3 200
A MOTE CARLO COMPARISON OF OLS,IV,FIML AND BOOTSTRAP STANDARD ERRORS IN LINEAR MODELS WITH GENERATED REGRESSORS 0 0 0 0 1 1 7 1,365
A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies 0 0 0 13 0 0 5 65
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 1 60 0 0 10 89
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 10 0 1 11 72
A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies 0 0 0 16 0 0 11 53
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 43 0 0 9 59
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics 0 0 0 15 0 1 7 37
A NEW APPROACH TO MAXIMUM LIKELIHOOD ESTIMATION OF THE THREE-PARAMATER GAMMA AND WEIBULL DISTRIBUTIONS 0 0 0 0 1 2 7 888
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 6 1 1 6 64
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 0 9 0 0 11 85
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 1 2 15 1 2 31 102
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 38 0 0 18 141
A Note On Problems of Estimating the Linear Expenditure System and Its Related Forms 0 0 0 18 0 1 13 79
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 0 0 10 98
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 20 0 0 6 87
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 0 7 0 2 9 61
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process 0 0 1 40 0 1 13 131
A One Line Derivation of EGARCH 0 0 2 52 0 1 26 123
A One Line Derivation of EGARCH 0 0 0 0 1 2 16 26
A One Line Derivation of EGARCH 0 0 0 28 1 1 5 77
A One Line Derivation of EGARCH 0 0 0 25 0 0 6 105
A One Line Derivation of EGARCH 0 0 0 13 0 2 9 70
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 104 0 1 18 275
A Panel Threshold Model of Tourism Specialization and Economic Development 0 1 1 82 0 2 16 301
A Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 97 0 1 10 402
A Scientific Classification of Volatility Models 0 0 0 87 0 1 15 205
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 32 0 0 9 189
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 36 0 0 7 157
A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 0 1 4 11 43
A Simple Test for Causality in Volatility 0 0 1 75 0 0 6 111
A Simple Test for Causality in Volatility 0 0 1 37 1 1 13 47
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 1 13 0 0 8 51
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 1 39 0 0 9 76
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 48 0 2 12 138
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 41 0 1 17 165
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? 0 0 0 42 0 1 10 202
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 0 1 22 292
A Tourism Conditions Index 0 0 0 12 0 1 5 94
A Tourism Conditions Index 0 0 0 29 0 1 3 121
A Tourism Conditions Index 0 0 0 33 0 0 8 84
A Tourism Conditions Index 0 0 0 34 1 1 7 71
A Tourism Financial Conditions Index 0 0 0 51 0 3 10 72
A Tourism Financial Conditions Index 0 0 1 36 0 0 15 111
A Tourism Financial Conditions Index 0 0 0 22 1 2 11 77
A Tourism Financial Conditions Index 0 0 0 23 0 1 8 71
A Tourism Financial Conditions Index for Tourism Finance 0 0 1 32 1 2 10 90
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 29 0 0 11 48
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 24 0 0 15 59
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 6 0 0 5 76
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 47 0 1 15 367
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 2 0 0 9 112
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 34 0 0 8 228
A Trinomial Test for Paired Data When There are Many Ties 0 0 0 21 0 1 22 143
A decision rule to minimize daily capital charges in forecasting value-at-risk 0 0 0 36 0 1 13 208
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 3 17 192
A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 0 0 0 30 0 1 27 141
A simple expected volatility (SEV) index 0 0 0 31 0 0 9 222
A statistical analysis of industrial penetration and internet intensity in Taiwan 0 0 0 29 1 1 14 57
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF U.S. UNEMPLOYMENT 0 0 0 1 0 2 11 596
ALTERNATIVE APPROACHES TO TESTING NON-NESTED MODELS WITH AUTOCORRELATED DISTURBANCES: AN APPLICATION TO MODELS OF US UNEMPLOYMENT 0 0 0 0 0 0 12 389
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 75 0 1 12 186
Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview 0 0 0 72 1 2 12 168
Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview 0 0 0 61 0 1 4 157
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 28 0 1 13 184
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 37 0 2 16 206
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 39 0 2 10 208
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 34 0 0 14 192
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates 0 0 0 21 0 0 8 141
Alternative Asymmetric Stochastic Volatility Models 0 0 0 9 0 1 5 74
Alternative Asymmetric Stochastic Volatility Models 0 0 0 7 0 1 8 87
Alternative Asymmetric Stochastic Volatility Models 0 0 0 47 0 0 7 189
Alternative Asymmetric Stochastic Volatility Models 0 0 0 27 0 3 17 99
Alternative Asymmetric Stochastic Volatility Models 0 0 0 62 0 1 34 180
Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses 0 0 0 1 0 0 11 303
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 0 0 0 13 682
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 4 0 0 5 39
Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment 0 0 0 0 0 3 45 50
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 36 0 3 4 89
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors 0 0 0 5 0 0 10 96
An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia 0 0 0 42 0 0 5 178
An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series 0 0 1 16 0 2 16 124
An Event Study of Chinese Tourists to Taiwan 0 0 1 13 0 3 13 115
An Event Study of Chinese Tourists to Taiwan 0 0 1 15 0 1 21 59
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors 0 0 1 29 2 3 9 96
An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia 0 0 0 57 0 0 12 235
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 34 0 0 16 87
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 2 0 1 8 54
An event study of chinese tourists to Taiwan 0 0 0 7 1 2 6 48
Analyzing Fixed-Event Forecast Revisions 0 0 1 26 1 3 8 95
Analyzing Fixed-event Forecast Revisions 0 0 1 3 0 1 12 76
Analyzing Fixed-event Forecast Revisions 0 0 0 89 0 1 7 202
Analyzing Fixed-event Forecast Revisions 0 0 0 60 0 0 17 101
Analyzing Fixed-event Forecast Revisions 0 0 0 9 0 0 18 103
Analyzing Fixed-event Forecast Revisions 0 0 0 71 1 2 8 127
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 46 0 1 12 224
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 58 0 1 16 194
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets 0 0 0 38 0 1 10 159
Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets 0 0 0 101 1 4 17 370
Application of Transitional Phase Polynomials to a Model of Trade Union Growth in Canada 0 0 0 0 0 0 6 64
Are Forecast Updates Progressive? 0 0 0 22 0 1 11 107
Are Forecast Updates Progressive? 0 0 0 33 0 0 5 93
Are Forecast Updates Progressive? 0 0 0 39 0 0 5 153
Are Forecast Updates Progressive? 0 0 0 24 1 2 9 143
Are Forecast Updates Progressive? 0 0 0 28 0 0 11 146
Are Forecast Updates Progressive? 0 0 0 28 0 0 17 103
Are Forecast Updates Progressive? 0 0 0 27 0 0 6 128
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 14 0 3 18 89
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data? 0 0 0 31 1 2 28 109
Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data? 0 0 0 44 0 1 47 234
Article Influence Score = 5YIF divided by 2 0 0 0 49 0 1 13 343
Article Influence Score = 5YIF divided by 2 0 0 0 60 1 4 19 604
Asian Monetary Integration: A Structural VAR Approach 0 0 0 350 0 3 17 493
Asymmetric Adjustment in the Ethanol and Grains Markets 0 0 0 14 0 1 6 102
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 1 1 10 152
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 24 1 1 9 120
Asymmetric Adjustments in the Ethanol and Grains Markets 0 0 0 15 0 1 14 112
Asymmetric Multivariate Stochastic Volatility 0 0 0 263 0 0 8 629
Asymmetric Realized Volatility Risk 0 0 0 37 0 0 9 101
Asymmetric Realized Volatility Risk 0 0 0 84 1 1 14 112
Asymmetric Realized Volatility Risk 0 0 0 45 0 1 11 86
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 25 0 1 7 125
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 8 0 2 12 102
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 2 0 0 9 80
Asymmetric Risk Impacts of Chinese Tourists to Taiwan 0 0 0 11 0 1 11 66
Asymmetry and Leverage in Conditional Volatility Models 0 0 1 66 0 1 22 128
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 0 1 1 13 14
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 42 1 2 15 102
Asymmetry and Leverage in Realized Volatility 0 0 0 39 1 2 10 127
Asymmetry and Leverage in Realized Volatility 0 0 0 20 0 0 14 100
Asymmetry and Long Memory in Volatility Modelling 0 0 0 29 0 1 16 148
Asymmetry and Long Memory in Volatility Modelling 0 0 0 20 0 0 13 149
Asymmetry and Long Memory in Volatility Modelling 0 0 0 26 0 1 14 119
Asymmetry and Long Memory in Volatility Modelling 0 0 0 77 0 1 11 143
Asymmetry and leverage in realized volatility 0 0 0 71 0 0 7 132
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 12 0 0 9 111
Asymptotic Properties of the Estimator of the Long-run Coefficient in a Dynamic Model with Integrated Regressors and Serially Correlated Errors 0 0 0 60 0 0 4 259
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 45 0 2 6 59
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 1 21 0 3 13 40
Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes 0 0 0 13 0 0 12 47
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 2 1 3 12 55
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 38 0 1 19 93
Asymptotic Theory for Rotated Multivariate GARCH Models 0 0 0 19 0 0 11 65
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 0 6 31 569
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 18 0 0 18 81
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 33 0 0 8 78
Bayesian analysis of realized matrix-exponential GARCH models 0 0 0 8 0 1 9 52
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 45 0 2 15 98
Behavioural, Financial, and Health & Medical Economics: A Connection 0 0 0 55 0 1 17 131
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 24 0 0 7 64
Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database 0 0 0 14 0 2 14 94
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 42 0 0 17 86
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 80 0 1 28 134
Big data, computational science, economics, finance, marketing, management, and psychology: connections 0 0 0 55 0 0 13 182
Block Structure Multivariate Stochastic Volatility Models 0 0 0 34 0 0 12 122
Block Structure Multivariate Stochastic Volatility Models 0 0 0 30 0 1 9 128
CO2 Emissions, Energy Consumption and Economic Growth 0 0 1 84 0 1 13 226
CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership 0 0 1 38 0 1 12 58
COMPARING THE EMPIRICAL PERFOMANCE OF ALTERNATIVE DEMAND SYSTEMS 0 0 0 0 0 0 6 192
Carpooling with heterogeneous users in the bottleneck model 0 0 1 77 1 1 18 163
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 21 0 1 15 146
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 16 0 0 17 124
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 20 0 0 12 115
Causality Between Market Liquidity and Depth for Energy and Grains 0 0 0 34 0 1 9 166
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 0 35 0 1 9 64
Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets 0 0 1 39 0 1 9 64
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 1 63 1 8 31 203
Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance 0 0 0 62 1 3 23 130
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 104 0 1 19 568
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 22 0 1 8 195
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 71 0 0 16 618
Citations and Impact of ISI Tourism and Hospitality Journals 0 0 0 8 0 3 9 171
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 1 0 1 7 82
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 13 0 0 6 99
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 17 0 0 8 90
Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence 0 0 0 23 0 0 2 116
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence 0 0 0 9 0 1 26 101
Cointegrated Dynamics for A Generalized Long Memory Process 0 0 0 25 0 0 15 48
Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates 0 0 0 26 2 2 18 65
Cointegration and Direct Tests of the Rational Expectations Hypothesis 0 0 0 0 1 1 10 386
Combining Non-Replicable Forecasts 0 0 0 21 0 0 7 75
Combining Non-Replicable Forecasts 0 0 0 38 0 0 13 113
Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency 0 0 0 24 0 1 17 177
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 8 290
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 2 0 0 10 41
Comparing the Empirical Performance of Alternative Demand Systems 0 0 0 0 0 0 6 10
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 81 0 1 11 349
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 59 1 1 18 252
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 41 0 1 15 256
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 1 113 0 2 17 428
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 90 0 0 8 347
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns 0 0 0 57 0 0 8 254
Connecting VIX and Stock Index ETF 0 0 0 18 1 1 11 102
Connecting VIX and Stock Index ETF 0 0 0 33 0 2 23 151
Connecting VIX and Stock Index ETF 0 0 0 32 0 2 8 93
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 38 0 8 14 67
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 1 12 0 1 12 87
Convergence and Catching Up in ASEAN: A Comparative Analysis 0 0 0 246 0 1 11 613
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 6 0 0 9 48
Corporate Financial Distress of Industry Level Listings in an Emerging Market 0 0 0 17 0 0 12 68
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 112 2 4 16 327
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 2 123 2 6 35 481
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 89 0 1 12 359
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH 0 0 0 287 3 5 24 979
Cruising is Risky Business 0 0 0 25 0 0 12 153
DISCRIMINATION BETWEEN NESTED TWO- AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 0 1 2 160
DISCRIMINATION BETWEEN NESTED TWO-AND THREE-PARAMETER DISTRIBUTIONS: AN APPLICATION TO MODELS OF AIR POLLUTION 0 0 0 0 0 0 11 323
DISCRIMINATION PROCEDURES FOR FITTING NESTED AND NON-NESTED DISTRIBUTIONS TO ENVIRONMENTAL QUALITY DATA 0 0 0 0 1 1 6 371
Daily Market News Sentiment and Stock Prices 0 0 1 70 0 1 17 349
Daily Market News Sentiment and Stock Prices 0 0 0 31 0 2 13 159
Daily Market News Sentiment and Stock Prices 0 1 2 16 0 1 24 138
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 49 0 0 17 375
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 42 1 2 10 246
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan 0 0 0 48 0 2 11 567
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan 0 1 1 25 0 1 21 272
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 1 60 0 1 15 162
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 2 21 109
Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections 0 0 0 43 0 2 16 88
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 0 0 6 24
Discrimination between Nested Two- and Three-Parameter Distributions: An Application to Models of Air Pollution 0 0 0 0 0 0 7 7
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 8 0 0 7 81
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 93 0 0 12 228
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 26 0 0 7 140
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay 0 0 0 9 0 0 4 107
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 101 0 0 10 249
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 44 1 1 11 111
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models 0 0 0 12 0 1 32 139
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 40 0 1 16 427
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 32 0 4 51 207
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 0 148 0 0 17 502
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models 0 0 1 61 0 3 20 164
Does the FOMC Have Expertise, and Can It Forecast? 0 0 0 64 1 1 5 117
Does the ROMC have expertise, and can it forecast? 0 0 0 10 0 0 3 140
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 14 0 3 13 56
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 22 0 0 8 76
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC 0 0 0 21 0 0 9 59
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 0 0 441 0 1 16 2,538
Drawbacks in the 3-factor approach of Fama and French 0 0 0 30 0 2 11 61
Durable Goods in the Extended Linear Expenditure System: An Empirical Appraisal 0 0 0 0 0 0 7 211
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 73 0 1 7 183
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 14 1 1 13 90
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 82 0 0 8 263
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 7 0 1 6 76
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 20 0 0 15 96
Dynamic Conditional Correlations for Asymmetric Processes 0 0 0 19 0 0 8 108
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 66 0 1 14 201
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 51 0 0 9 167
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence 0 0 0 63 0 0 7 212
ESTIMATING THE PERCENTILES OF SOME MISSPECIFIED NON-NESTED DISTRIBUTIONS 0 0 0 0 0 0 6 334
ESTIMATION AND DISCRIMINATION OF ALTERNATIVE AIR POLLUTION MODELS 0 0 0 0 0 0 8 518
Earnings responses to disability benefit cuts 0 0 1 24 1 2 16 87
Ecologically Sustainable Tourism Management 0 0 0 413 0 1 20 1,420
Econometric Analysis of Financial Derivatives 0 0 0 46 0 0 9 168
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 40 0 2 11 160
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 29 1 1 10 118
Econometric Analysis of Financial Derivatives: An Overview 0 0 0 39 1 1 26 162
Econometric modelling in finance and risk management: An overview 0 0 0 261 1 1 6 616
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 3 0 0 13 68
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 13 0 0 4 47
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 0 39 1 3 20 103
Energy consumption and economic growth: Evidence from Vietnam 0 0 3 71 0 5 37 222
Environmental Technology Strengths: International Rankings Based on US Patent Data 0 0 0 167 0 0 14 566
Establishing National Carbon Emission Prices for China 0 0 0 14 0 0 15 75
Establishing National Carbon Emission Prices for China 0 0 0 31 1 1 22 123
Establishing National Carbon Emission Prices for China 0 0 0 19 0 1 14 59
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 68 0 0 9 228
Estimating Implied Recovery Rates from the Term Structure of CDS Spreads 0 0 0 15 1 1 10 104
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 28 0 1 8 176
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 60 2 2 11 281
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 1 44 0 0 10 252
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 24 0 1 4 152
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia 0 0 0 40 0 0 2 277
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 0 66 0 0 8 194
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 66 0 1 6 73
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 37 0 0 10 59
Estimating and forecasting generalized fractional Long memory stochastic volatility models 0 0 0 25 0 3 13 53
Estimating implied recovery rates from the term structure of CDS spreads 0 0 0 38 0 0 18 209
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 45 0 1 22 257
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 16 0 1 13 138
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 42 1 1 10 681
Estimating the Impact of Whaling on Global Whale Watching 0 0 0 31 0 0 8 314
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX 0 0 0 16 0 0 12 100
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 42 0 1 3 177
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 30 0 0 10 125
Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX 0 0 0 77 0 0 11 237
Estimating the impact of whaling on global whale watching 0 0 0 34 0 2 23 260
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 1 2 11 445
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 0 7 269
Estimation of the Consumption Function: A Systems Approach to Employment Effects on the Purchases of Durables 0 0 0 1 0 2 14 569
European Market Portfolio Diversifcation Strategies across the GFC 0 0 0 21 0 0 9 111
European Market Portfolio Diversification Strategies across the GFC 0 0 1 13 0 1 10 81
European Market Portfolio Diversification Strategies across the GFC 0 0 0 11 0 1 10 74
Evaluating Combined Non-Replicable Forecast 0 0 0 3 0 0 9 91
Evaluating Combined Non-Replicable Forecasts 0 0 0 8 0 1 8 59
Evaluating Combined Non-Replicable Forecasts 0 0 0 19 0 0 7 88
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 22 0 0 12 99
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 15 0 0 6 150
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 11 0 0 7 86
Evaluating Macroeconomic Forecast: A Review of Some Recent Developments 0 0 0 92 0 1 13 234
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 2 99 0 1 12 162
Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments 0 0 1 167 0 2 18 237
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 0 9 297
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 94 0 1 10 185
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 127 0 1 9 181
Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments 0 0 0 60 0 1 11 172
Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments 0 0 0 72 0 1 15 205
Exact Tests of a Model Against Non-Nested Alternatives 0 0 0 0 0 0 14 104
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 10 0 2 10 83
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies 0 0 0 17 0 0 11 117
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 29 0 3 10 147
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 16 0 1 9 99
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 22 1 2 4 111
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 28 0 1 11 144
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies 0 0 0 23 0 0 12 130
Exogeneity and Money Demand in a Small Open Economy: The Canadian Case 0 0 0 0 0 0 11 119
Expert opinion versus expertise in forecasting 0 0 0 91 0 4 31 502
Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather 0 0 2 108 0 2 13 837
Fake News and Indifference to Truth 0 0 1 15 1 2 26 112
Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 8 1 1 18 135
Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 2 90 0 1 41 455
Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump 0 0 0 20 0 0 12 80
Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany 0 0 1 131 1 3 61 2,723
Fat Tails and Asymmetry in Financial Volatility Models 0 0 0 419 0 2 27 1,045
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 1 1 24 0 3 17 77
Financial Credit Risk and Core Enterprise Supply Chains 0 0 0 31 0 0 17 175
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 67 0 0 8 121
Financial Dependence Analysis: Applications of Vine Copulae 0 0 0 23 0 2 18 126
Financial Dependence Analysis: Applications of Vine Copulae 0 0 1 13 0 2 13 90
Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets 0 1 3 52 0 1 27 184
Financial credit risk evaluation based on core enterprise supply chains 0 0 0 10 0 1 15 69
Financial inclusion and macroeconomic stability in emerging and frontier markets 0 0 0 48 0 0 14 76
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 37 0 1 17 123
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 17 0 1 21 119
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance 0 0 0 51 1 1 35 154
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 18 1 3 16 92
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 44 0 1 15 141
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 73 0 1 8 176
Forecasting Realized Volatility with Linear and Nonlinear Models 0 0 0 86 0 1 7 164
Forecasting Realized Volatility with Linear and Nonlinear Univariate Models 0 0 0 84 0 1 14 153
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 35 0 2 12 111
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 46 0 1 9 111
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 40 1 1 21 155
Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models 0 0 0 8 0 0 19 101
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 87 0 1 19 155
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 84 0 1 18 279
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range 0 0 0 56 0 0 6 172
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range 0 0 0 63 0 1 15 190
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models 0 0 0 38 3 3 17 96
Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks 0 0 0 28 1 3 30 170
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 25 0 0 8 187
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets 0 0 0 78 0 0 10 193
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 18 0 1 6 93
Forecasting the Volatility of Nikkei 225 Futures 0 0 0 48 0 1 20 84
Forecasting the volatility of Nikkei 225 futures 0 0 0 36 0 0 11 103
Forecasting volatility and spillovers in crude oil spot, forward and future markets 0 0 0 116 0 1 10 271
From Disorder to Order 0 0 0 7 0 1 5 48
From Disorder to Order 0 0 0 1 1 2 10 38
From Disorder to Order 0 0 0 3 0 1 10 60
Frontiers in Time Series and Financial Econometrics 0 0 4 144 0 3 22 370
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 55 0 0 8 124
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 87 0 1 14 114
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 31 1 1 15 210
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 68 1 1 9 298
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 17 0 0 12 181
GFC-Robust Risk Management Strategies under the Basel Accord 0 0 0 38 1 1 14 207
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 50 0 0 10 279
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 7 0 1 9 185
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 28 0 1 11 221
GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies 0 0 0 20 0 1 13 186
GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies 0 0 0 37 0 1 11 104
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 91 0 2 11 319
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 51 0 1 17 205
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 1 51 1 2 17 144
Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents 0 0 0 48 0 3 11 153
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 30 0 1 5 269
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 42 0 0 9 329
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 35 0 1 9 190
Has the Basel Accord Improved Risk Management During the Global Financial Crisis 0 0 0 15 0 0 24 169
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 64 0 1 19 178
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 110 0 0 7 292
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 1 11 0 0 12 156
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 11 0 0 10 193
Has the Basel Accord Improved Risk Management During the Global Financial Crisis? 0 0 0 72 0 1 10 218
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 232 0 1 8 570
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 168 0 1 13 581
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 150 0 1 15 317
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? 0 0 0 12 1 1 11 170
Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis? 0 0 0 104 0 2 10 464
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 27 0 3 8 79
Hedge Fund Portfolio Diversification Strategies Across the GFC 0 0 0 42 0 3 12 122
Hedge Fund Portfolio Diversification Strategies across the GFC 0 0 0 20 0 0 28 113
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 18 0 0 9 112
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 0 1 14 88
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 64 0 1 8 135
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 44 0 0 11 109
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 5 0 0 14 112
How Accurate are Government Forecast of Economic Fundamentals? 0 0 0 57 0 2 18 165
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 9 18 243
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 0 28 0 1 21 159
How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan 0 0 1 52 0 0 10 235
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics 0 0 0 6 0 0 7 110
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 46 0 1 9 148
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 23 0 2 12 111
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 8 0 1 13 100
How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy? 0 0 0 10 0 0 14 122
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 6 0 0 12 118
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 16 0 1 14 157
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 3 0 0 13 135
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 12 0 1 9 141
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 32 0 2 10 131
How Volatile is ENSO? 0 0 0 14 1 1 6 95
How Volatile is ENSO? 0 0 0 8 0 0 14 109
How Volatile is ENSO? 0 0 0 9 0 0 13 90
How Volatile is ENSO? 0 0 0 13 0 1 13 91
How Volatile is ENSO? 0 0 0 17 0 1 15 93
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 3 0 0 5 93
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 14 0 0 10 139
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 32 0 0 5 188
How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience 0 0 0 16 0 1 18 144
How are VIX and Stock Index ETF Related? 0 0 1 15 0 8 39 144
How are VIX and Stock Index ETF Related? 0 0 0 19 1 5 23 128
How does Zinfluence Affect Article Influence? 0 0 0 7 0 0 4 133
How does Zinfluence Affect Article Influence? 0 0 0 8 0 0 6 68
How does Zinfluence Affect Article Influence? 0 0 0 13 0 0 8 85
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 81 0 1 19 302
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 68 0 1 10 292
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 1 76 0 0 11 296
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 192 0 4 16 646
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 79 0 1 9 192
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 77 0 1 11 207
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity 0 0 0 55 0 0 13 170
Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity 0 0 0 31 0 0 13 142
Impact of Psychological Needs on Luxury Consumption 0 0 0 36 0 1 14 97
Impact of Psychological Needs on Luxury Consumption 0 0 1 30 1 2 22 112
Impact of Psychological Needs on Luxury Consumption 0 0 0 121 1 2 25 142
Industrial Agglomeration and Use of the Internet 0 0 0 35 0 1 13 99
Industrial Agglomeration and Use of the Internet 0 0 0 36 0 1 4 92
Industrial Agglomeration and Use of the Internet 0 0 0 34 0 0 12 81
Industrial Penetration and Internet Intensity 0 0 0 12 0 0 16 78
Industrial penetration and internet intensity 0 0 0 23 0 2 7 56
Informatics, Data Mining, Econometrics and Financial Economics: A Connection 0 0 1 73 0 0 17 154
Input-output Structure and Growth in China 0 0 0 431 0 2 19 1,063
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 119 0 3 10 703
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 1 47 0 2 20 299
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 47 0 0 3 188
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 9 0 1 6 123
Interdependence of international tourism demand and volatility in leading ASEAN destinations 0 0 1 58 0 2 8 214
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 0 0 2 13 89
Interest Rates and durability in the Linear Expenditure Family 0 0 0 0 0 1 9 23
International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord 0 0 0 39 0 2 11 159
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 74 0 2 10 220
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 52 0 1 10 173
International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord 0 0 0 41 13 38 44 227
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 35 0 0 17 112
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 78 0 0 11 85
International Technology Diffusion of Joint and Cross-border Patents 0 0 1 34 0 1 9 66
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 12 0 0 10 81
International Technology Diffusion of Joint and Cross-border Patents 0 0 0 4 0 0 5 57
International Technology Diffusion of Joint and Cross-border Patents (Revised version) 0 0 0 32 0 0 10 53
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 14 0 1 8 101
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 22 0 1 14 133
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance 0 0 0 21 0 1 14 157
Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance 0 0 0 41 0 2 14 208
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance 0 0 0 23 0 0 10 114
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 14 0 1 9 99
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 5 0 0 9 90
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 41 0 0 13 170
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 0 17 0 1 23 118
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism 0 0 1 10 0 2 14 112
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 0 4 6 196
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 0 0 14 185
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 46 0 0 8 177
JOINT TEST OF NON-NESTED MODELS AND GENERAL ERRO SPECIFICATIONS 0 0 0 0 0 1 10 907
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 48 0 0 14 62
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 1 42 0 1 13 100
Joint and Cross-border Patents as Proxies for International Technology Diffusion 0 0 0 56 0 0 8 63
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 76 0 1 19 308
Journal Impact Factor Versus Eigenfactor and Article Influence 0 0 0 270 0 0 3 1,771
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 1 1 11 158
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 28 0 1 12 274
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 31 1 4 16 207
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 15 0 0 10 115
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence 0 0 0 24 0 0 9 182
Journal Impect Factor Versus Eigenfactor and Article Influence 0 0 0 7 0 0 6 141
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 23 1 1 8 86
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 60 1 1 15 619
Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations 0 0 0 30 0 0 4 82
Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations 0 0 0 34 1 1 10 58
KEYNESIAN AND NEW CLASSICAL MODELS OF UNEMPLOYMENT REVISITED 0 0 0 0 0 0 7 579
Keynesian and new classical models of unemployment revisited 0 0 0 1 0 0 3 16
Keynesian and new classical models of unemployment revisited 0 0 0 6 0 0 9 71
Keynesian and new classical models of unemployment revisited 0 0 0 0 0 0 15 21
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 68 0 2 8 150
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 0 13 0 0 11 49
Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs 0 0 1 19 1 2 15 66
Leverage and Feedback E ects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 9 0 2 18 98
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 36 1 1 3 134
Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing 0 0 0 29 0 1 12 164
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 56 0 0 18 110
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 21 0 3 17 94
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series 0 0 0 29 0 0 19 189
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 15 0 1 13 108
Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series 0 0 0 21 1 2 21 183
Management Information, Decision Sciences, and Financial Economics: A Connection 0 0 0 28 0 3 16 89
Management Information, Decision Sciences, and Financial Economics: a connection 0 0 0 11 0 1 16 70
Management Science, Economics and Finance: A Connection 0 0 0 79 0 0 25 137
Management Science, Economics and Finance: A Connection 0 0 0 25 0 0 28 136
Management science, economics and finance: A connection 0 0 0 35 0 1 9 97
Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives 0 0 1 91 0 0 14 676
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 82 0 0 15 342
Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach 0 0 0 55 0 2 16 304
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 34 0 0 20 195
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 55 0 2 15 202
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach 0 0 0 68 0 3 18 248
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 0 9 47
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 1 0 0 5 41
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 4 0 2 7 54
Market Integration Dynamics and Asymptotic Price Convergence in Distribution 0 0 0 7 0 1 11 87
Market Timing with Moving Averages 0 0 0 23 1 2 14 72
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 24 0 0 9 72
Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks 0 0 0 28 0 0 18 84
Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball 1 1 1 53 3 5 12 128
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 0 198 0 1 18 1,271
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 1 34 0 1 13 99
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 66 1 2 15 384
Model Selection and Testing of Conditional and Stochastic Volatility Models 0 0 0 48 0 0 9 172
Modeling Exchange Rate and Industrial Commodity Volatility Transmissions 0 0 0 81 1 1 15 277
Modeling and Simulation: An Overview 0 0 0 119 0 1 13 160
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 117 0 0 8 535
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 0 52 0 9 37 211
Modeling the Effect of Oil Price on Global Fertilizer Prices 0 0 1 118 0 2 14 467
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 18 1 3 20 132
Modeling the Volatility in Global Fertilizer Prices 0 0 0 42 0 3 9 176
Modeling the Volatility in Global Fertilizer Prices 0 0 0 23 0 1 10 102
Modeling the Volatility in Global Fertilizer Prices 0 0 0 52 0 0 7 162
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 1 1 24 0 2 15 173
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets 0 0 0 64 1 2 11 205
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 34 0 1 13 166
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 28 0 1 7 154
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 16 0 2 20 129
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns 0 0 0 29 0 0 8 135
Modelling Dynamic Conditional Correlations in WTI Oil Forward and Futures Returns 0 0 0 386 0 2 12 1,567
Modelling Environmental Risk 0 0 0 198 0 1 12 806
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 116 0 4 32 638
Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 30 1 3 10 180
Modelling International Travel Demand from Singapore to Australia 0 0 1 342 0 0 11 1,210
Modelling Long Memory Volatility in Agricultural Commodity Futures Return 0 0 0 57 0 1 10 222
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 58 0 1 12 174
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 20 0 4 12 132
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 1 17 0 1 39 169
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 22 1 2 12 110
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 47 0 0 7 229
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns 0 0 0 122 0 1 13 263
Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 25 0 2 20 148
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 62 0 0 20 322
Modelling Sustainable International Tourism Demand to the Brazilian Amazon 0 0 0 61 0 1 11 299
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn 0 0 1 14 0 2 10 82
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 24 0 0 14 122
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 14 0 1 12 67
Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices 0 0 0 22 0 0 12 75
Modelling and Forecasting Daily International Mass Tourism to Peru 0 0 0 83 0 0 8 438
Modelling and Forecasting Noisy Realized Volatility 0 0 0 52 0 1 13 138
Modelling and Forecasting Noisy Realized Volatility 0 0 0 63 0 1 11 142
Modelling and Forecasting Noisy Realized Volatility 0 0 0 64 0 3 15 167
Modelling and Forecasting Noisy Realized Volatility 0 0 0 23 0 0 10 158
Modelling and Forecasting Noisy Realized Volatility 0 0 0 67 1 1 19 148
Modelling and Simulation: An Overview 0 0 0 51 0 0 5 98
Modelling and Simulation: An Overview 0 0 0 42 0 1 6 113
Modelling and Simulation: An Overview 0 0 0 5 0 0 11 80
Modelling and Simulation: An Overview 0 0 0 21 1 2 7 111
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 17 0 2 17 90
Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China 0 0 0 27 0 0 15 88
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China 0 0 0 47 0 1 8 107
Modelling conditional correlations for risk diversification in crude oil markets 0 0 0 95 0 2 20 268
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 51 0 0 8 153
Modelling sustainable international tourism demand to the Brazilian Amazon 0 0 0 57 1 2 17 268
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 1 13 0 0 7 139
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 19 0 1 19 131
Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO 0 0 0 26 0 0 6 111
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 66 0 1 8 305
Modelling the Determinants of International Tourism Demand to Australia 0 0 1 179 0 2 21 903
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 50 0 0 17 190
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 39 0 2 27 167
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 29 1 1 18 110
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 5 0 3 11 112
Modelling the Growth and Volatility in Daily International Mass Tourism to Peru 0 0 0 27 0 1 13 201
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 38 0 1 14 185
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets 0 0 0 51 0 1 3 201
Modelling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 21 1 2 21 90
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 26 0 2 12 136
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 23 1 3 14 160
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 15 0 1 6 117
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 6 0 0 4 93
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan 0 0 0 9 0 2 11 144
Modelling the relationship between crude oil and agricultural commodity prices 0 0 0 39 0 1 14 227
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan 0 0 0 10 0 0 10 98
Modelling volatility spillovers for bio-ethanol, sugarcane and corn 0 0 0 30 1 2 25 120
Moment Restriction-based Econometric Methods: An Overview 0 0 0 19 0 1 5 121
Moment Restriction-based Econometric Methods: An Overview 0 0 0 9 0 0 5 79
Moment Restriction-based Econometric Methods: An Overview 0 0 0 204 0 2 14 1,349
Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables 0 0 0 78 0 0 11 227
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 1 78 1 1 20 292
Moment-bases estimation of smooth transition regression models with endogenous variables 0 0 0 64 0 0 15 197
Multivariate Stochastic Volatility 0 0 0 36 0 0 21 210
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 4 1 1 10 87
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 1 6 0 0 8 63
Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 16 0 0 11 88
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 0 1 15 380
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 97 0 1 9 240
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies 0 0 0 52 0 1 12 101
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 11 0 0 11 120
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 4 0 0 14 95
Nonparametric Multiple Change Point Analysis of the Global Financial Crisis 0 0 0 7 0 0 10 94
ON THE ROBUSTNESS OF BARRO'S NEW CLASSICAL UNEMPLOYMENT MODEL 0 0 0 0 0 0 11 742
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 1 2 13 279
On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach 0 0 0 1 0 0 14 362
On the Consistency of Joint and Paired Tests for Non-Nested Regression Models 0 0 0 0 0 0 6 114
On the Invertibility of EGARCH 0 0 0 36 1 3 11 80
On the Invertibility of EGARCH 0 0 0 28 0 0 11 70
On the Invertibility of EGARCH 0 0 0 17 2 3 11 66
On the Invertibility of EGARCH 0 0 0 34 0 1 19 78
On the Invertibility of EGARCH(p,q) 0 0 0 32 0 0 9 79
On the Invertibility of EGARCH(p,q) 0 0 0 8 0 1 10 64
On the Invertibility of EGARCH(p,q) 0 0 0 3 0 0 4 65
On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments 0 0 0 36 0 0 18 204
On the Robustness of Alternative Rankings Methodologies: Australian and New Zealand Economics Departments, 1988-2002 0 0 0 42 1 1 10 222
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 0 245 0 0 9 495
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 1 9 271
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 92 0 0 10 460
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 81 0 0 10 222
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis 0 0 0 14 0 0 9 171
Patent Activity and Technical Change 0 0 0 71 0 2 20 379
Patent Activity and Technical Change 0 0 0 64 0 0 7 287
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 1 31 0 0 5 159
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 42 1 3 18 217
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies 0 0 0 43 0 0 14 214
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 9 0 0 5 49
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 4 0 0 8 41
Prediction of Gas Concentration based on the Opposite Degree Algorithm 0 0 0 16 0 0 3 46
Pricing Carbon Emissions in China 0 0 0 58 0 1 9 205
Pricing Carbon Emissions in China 0 0 0 32 0 1 14 77
Pricing carbon emissions in China 0 0 0 18 0 2 6 86
Pricing of Non-ferrous Metals Futures on the London Metal Exchange 0 0 1 474 0 1 32 2,408
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 0 10 76
Principles and Methods in the Testing of Alternative Models 0 0 0 0 0 0 15 35
Problems of Estimating the Linear Expenditure System and its Related Forms 0 0 0 0 0 1 7 480
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 1 1 13 1 4 23 74
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 107 0 8 40 494
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 32 0 1 14 189
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis 0 0 0 24 0 0 25 167
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 31 0 0 22 66
Pros and Cons of the Impact Factor in a Rapidly Changing Digital World 0 0 0 35 0 0 11 81
Pros and cons of the impact factor in a rapidly changing digital world 0 0 0 28 1 1 25 87
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 25 0 0 11 75
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 12 0 0 20 95
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 5 1 2 12 72
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences 0 0 0 35 0 2 12 93
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 2 0 1 8 54
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 17 0 3 9 52
Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting 0 0 0 18 0 1 16 79
REALIZED VOLATILITY RISK 0 0 0 80 0 1 18 218
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 22 0 0 7 119
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 20 0 0 6 158
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 1 460 0 1 17 1,684
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 1 35 0 8 34 208
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 9 0 0 4 93
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 1 21 0 1 13 136
Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability 0 0 0 18 0 0 5 103
Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability 0 0 0 29 0 0 12 179
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 10 0 0 17 118
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 703 0 0 12 2,021
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 66 0 1 10 115
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc 0 0 0 10 0 0 10 126
Ranking Multivariate GARCH Models by Problem Dimension 0 0 1 52 0 0 9 156
Ranking Multivariate GARCH Models by Problem Dimension 0 0 1 51 1 1 27 155
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 48 0 0 24 195
Ranking Multivariate GARCH Models by Problem Dimension 0 0 0 41 0 0 25 234
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 51 0 0 15 142
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 33 0 0 16 144
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation 0 0 0 76 2 2 14 124
Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation 0 0 0 43 0 1 10 219
Ranking multivariate GARCH models by problem dimension 0 0 0 77 0 2 21 228
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 35 1 1 6 108
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 12 0 1 12 85
Re-opening the silk road to transform chinese trade 0 0 0 22 0 2 8 69
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 16 1 2 13 63
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 24 0 0 13 74
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers 0 0 0 53 0 2 11 97
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 11 0 2 11 55
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 14 0 1 11 50
Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory 0 0 0 41 0 0 15 64
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 1 23 0 2 13 82
Realized Stochastic Volatility with General Asymmetry and Long Memory 0 0 0 93 1 3 17 65
Realized Volatility Risk 0 0 0 90 0 1 20 136
Realized Volatility Risk 0 0 0 29 1 3 9 125
Realized Volatility Risk 0 0 0 68 1 3 23 171
Realized Volatility Risk 0 0 0 62 0 0 15 149
Realized volatility risk 0 0 0 48 0 2 24 87
Realized volatility: a review 0 1 3 889 0 3 21 1,862
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 62 1 2 14 203
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 0 52 0 2 15 181
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 1 46 1 1 22 227
Recent Developments in Financial Economics and Econometrics: An Overview 0 0 1 91 1 1 10 350
Recent Developments in Financial Economics and Econometrics:An Overview 0 0 1 91 0 1 16 267
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 14 0 1 7 55
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software 0 0 0 36 0 0 4 97
Recent topical research on global, energy, health & medical, and tourism economics, and global software 0 0 0 23 0 0 4 44
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 2 199
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 0 11 275
Rent Seeking for Export Licenses: Application to the Vietnam Rice Market 0 0 0 40 0 1 15 141
Rent seeking for export licenses: Application to the Vietnam rice market 0 0 1 24 0 0 24 102
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 5 1 1 8 30
Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 25 0 0 12 143
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 0 34 0 2 7 99
Research Ideas for the Journal of Health & Medical Economics: Opinion 0 0 1 17 0 0 11 75
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 4 0 1 17 87
Research Ideas for the Journal of Informatics and Data Mining: Opinion 0 0 0 29 0 1 11 74
Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression 0 0 1 63 0 1 16 203
Risk Analysis of Energy in Vietnam 0 0 0 27 0 1 16 72
Risk Management and Financial Derivatives: An Overview 0 0 0 158 0 5 17 458
Risk Management and Financial Derivatives: An Overview 0 0 0 86 1 3 13 313
Risk Management and Financial Derivatives: An Overview 0 0 2 250 0 3 26 1,347
Risk Management and Financial Derivatives:An Overview 0 0 1 119 0 1 13 569
Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain 0 0 0 34 0 1 14 197
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 0 115 0 2 13 521
Risk Management of Daily Tourist Tax Revenues for the Maldives 0 0 0 3 0 1 19 59
Risk Management of Precious Metals 0 0 0 95 0 5 31 459
Risk Management of Precious Metals 0 0 1 72 0 3 10 258
Risk Management of Precious Metals 0 0 1 92 0 0 21 377
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 21 250
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 18 315
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 20 0 2 12 178
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures 0 0 0 39 0 1 30 193
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 2 93 1 1 20 202
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 19 0 0 8 165
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 104 0 1 19 274
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures 0 0 0 127 0 2 21 255
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 29 0 1 11 89
Risk Measurement and Risk Modelling using Applications of Vine Copulas 0 0 0 40 0 0 7 86
Risk Measurement and risk modelling using applications of Vine Copulas 0 0 0 23 0 0 11 81
Risk Modeling and Management: An Overview 0 0 0 42 1 2 12 131
Risk Modelling and Management: An Overview 0 0 0 28 0 0 11 141
Risk Modelling and Management: An Overview 0 1 1 51 0 1 16 153
Risk Modelling and Management: An Overview 0 0 0 4 0 1 10 86
Risk Modelling and Management: An Overview 0 0 0 116 0 3 11 133
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 21 0 0 15 142
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 28 0 0 9 165
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 1 29 0 2 14 149
Risk Spillovers in Oil-Related CDS, Stock and Credit Markets 0 0 0 29 0 1 8 148
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 6 0 2 10 48
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 0 1 7 74
Risk Spillovers in Returns for Chinese and International Tourists to Taiwan 0 0 0 18 0 2 19 59
Risk analysis of energy in Vietnam 0 0 0 26 0 1 11 38
Risk management of precious metals 0 0 2 44 0 3 15 222
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 5 1 1 13 94
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 40 0 0 13 139
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 63 0 0 21 236
Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures 0 0 0 38 0 0 13 165
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 3 10 117
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 34 0 0 8 180
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 25 0 0 9 119
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 33 0 0 9 128
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 31 1 2 13 153
Robust Estimation and Forecasting of the Capital Asset Pricing Model 0 0 0 67 1 1 10 247
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 67 0 2 12 116
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 18 0 1 10 134
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 134 1 1 12 392
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 25 0 1 7 167
Robust Ranking of Journal Quality:An Application to Economics 0 0 1 208 0 1 5 592
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 59 0 0 11 259
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 1 1 50 0 2 15 132
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 17 0 1 15 110
Robust Ranking of Multivariate GARCH Models by Problem Dimension 0 0 0 4 0 0 10 87
SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS 0 0 0 2 0 1 9 851
SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NON-NESTED MODELS UNDER LOCAL HYPOTHESES 0 0 0 0 0 1 16 836
Separate Misspecified Regressions 0 0 0 0 0 1 6 116
Separate Misspecified Regressions and the U.S. Long Run Demand for Money Function 0 0 0 0 0 0 9 66
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 0 47 0 1 12 174
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options 0 0 0 30 0 2 43 285
Simple Market Timing with Moving Averages 0 0 1 32 1 1 19 141
Simple Market Timing with Moving Averages 0 0 0 10 0 3 23 61
Simplicity, scientific inference and econometric modelling 0 0 0 1 0 0 7 13
Simplicity, scientific inference and econometric modelling 0 0 0 6 0 0 11 45
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 5 1 2 13 49
Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan 0 0 0 19 0 1 21 92
Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 0 27 0 2 11 54
Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan 0 0 0 8 0 0 22 61
Some exact tests for model specification 0 0 0 0 0 0 3 23
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 2 0 0 13 75
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 12 0 0 11 48
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 37 0 0 14 74
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 18 2 4 16 92
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 0 26 0 1 9 66
Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization 0 0 0 5 0 1 6 56
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 19 2 2 44 74
Spurious Cross-Sectional Dependence in Credit Spread Changes 0 0 0 8 0 2 5 37
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 26 0 3 17 53
Stationarity and Invertibility of a Dynamic Correlation Matrix 0 0 0 85 0 0 5 73
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 2 3 27 234
Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 0 0 12 78
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 8 0 0 6 84
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 39 0 0 6 78
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 16 0 2 5 141
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 1 0 0 8 51
Statistical Modelling of Extreme Rainfall in Taiwan 0 0 0 5 0 0 7 61
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 10 1 1 7 108
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 2 0 0 5 55
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 4 0 0 8 55
Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan 0 0 0 3 0 1 7 55
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 34 0 0 11 149
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China 0 0 0 46 0 1 15 239
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 0 311 0 1 10 735
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 0 0 8 100
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 12 93
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 2 11 85
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 1 61 0 0 12 90
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 1 51 0 2 13 135
Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan 0 0 0 35 0 0 7 134
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan 0 0 1 55 0 0 14 74
THE EFFECTS OF MISSPECIFICATION IN ESTIMATING THE PERCENTILES OF SOME TWO -AND THREE-PARAMETER DISTRIBUTIONS 0 0 0 0 0 0 4 323
Ten Things We Should Know About Time Series 0 0 0 175 0 1 2 147
Ten Things We Should Know About Time Series 0 0 0 12 0 0 16 78
Ten Things We Should Know About Time Series 0 0 0 361 0 0 13 304
Ten Things You Should Know About DCC 0 0 1 89 1 1 22 190
Ten Things You Should Know About DCC 0 0 0 3 0 0 7 72
Ten Things You Should Know About DCC 0 0 0 39 0 2 10 81
Ten Things You Should Know About DCC 0 0 0 39 0 0 8 176
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 10 0 3 12 130
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 31 0 0 16 121
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 0 3 0 3 10 94
Ten Things You Should Know About the Dynamic Conditional Correlation Representation 0 0 1 16 0 3 15 148
Ten Things you should know about DCC 0 0 0 8 0 0 16 93
Ten Things you should know about the Dynamic Conditional Correlation Representation 0 0 0 28 0 2 8 205
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 39 0 0 12 133
Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances 0 0 0 41 0 0 9 72
Testing Multiple Non-nested Factor Demand Systems 0 0 0 21 0 0 6 134
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 2 0 0 8 33
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 4 7
Testing Nested and Non-Nested Periodically Integrated Autoregressive Models 0 0 0 0 0 0 12 279
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 0 1 10 112
Testing Separate Regression Models Subject to Specification Error 0 0 0 0 0 0 9 275
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 0 42 0 1 68 144
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 35 0 0 15 47
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models 0 0 0 59 0 0 9 93
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 33 0 0 13 66
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 8 0 1 6 56
Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models 0 0 0 17 1 1 3 63
Testing for volatility co-movement in bivariate stochastic volatility models 0 0 1 42 0 1 10 48
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 11 0 0 8 106
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 15 0 1 8 116
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 10 0 0 7 67
Testing the Box-Cox Parameter for an Integrated Process 0 0 0 5 0 0 10 82
Testing the Box-Cox Parameter in an Integrated Process 0 0 0 22 1 1 14 114
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 64 0 2 8 109
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 37 2 3 11 46
The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH 0 0 0 40 1 4 10 81
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 26 0 1 10 143
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 46 0 0 8 136
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 15 0 1 10 139
The Dynamics of Energy-Grain Prices with Open Interest 0 0 0 8 0 0 8 89
The Endowment Effect in Games 0 0 0 47 0 1 19 138
The Fiction of Full BEKK 0 0 0 26 0 1 15 66
The Fiction of Full BEKK 0 0 0 26 0 0 14 72
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 38 0 1 12 97
The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions 0 0 0 16 1 2 14 59
The Fundamental Equation in Tourism Finance 0 0 0 42 0 0 4 75
The Fundamental Equation in Tourism Finance 0 0 0 30 0 2 8 81
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 34 0 2 20 135
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 66 0 2 13 94
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 15 0 0 7 99
The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry 0 0 0 4 0 0 12 64
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 27 1 1 19 91
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 35 0 3 12 85
The Impact of Jumps and Leverage in Forecasting Co-Volatility 0 0 0 14 0 1 11 66
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 32 0 1 17 101
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 18 1 2 9 58
The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures 0 0 0 14 0 4 12 38
The Interpretation of the Cox Test in Econometrics 0 0 0 0 0 0 13 589
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 1 4 52
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 1 0 0 5 50
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 33 0 2 18 121
The Rise and Fall of S&P500 Variance Futures 0 0 0 70 0 5 27 358
The Rise and Fall of S&P500 Variance Futures 0 0 0 35 1 4 14 186
The Rise and Fall of S&P500 Variance Futures 0 0 0 20 0 1 11 122
The Rise and Fall of S&P500 Variance Futures 0 1 3 23 3 11 65 218
The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord 0 0 0 28 0 0 11 270
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 14 0 3 14 198
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 42 0 0 9 233
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges 0 0 0 78 0 1 11 390
The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions 0 0 0 79 0 1 8 124
The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions 0 0 0 48 0 1 17 180
The maximum Number of parameters for the Hausman Test When the Estimators are from Different Sets of Equations 0 0 0 3 0 0 3 68
The ten commandments for optimizing value-at-risk and daily capital charges 0 0 0 36 1 1 10 277
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 18 0 1 14 56
Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management 0 0 0 28 0 0 16 55
Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management 0 0 0 33 0 0 11 111
Theory and Application of an Economic Performance Measure of Risk 0 0 0 17 0 0 7 62
Theory and Application of an Economic Performance Measure of Risk 0 0 0 13 0 2 21 76
Theory and Application of an Economic Performance Measure of Risk 0 0 0 43 3 4 18 60
Theory and Econometric Evaluation of a Systems Approach to Money Demand, The Canadian Case 0 0 0 0 0 0 10 99
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 2 34 0 2 15 84
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 0 36 0 4 11 97
Threshold, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 31 0 0 11 127
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 15 0 1 13 123
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 11 0 2 47 152
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 37 0 4 51 199
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 35 0 0 16 122
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 14 0 1 11 110
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 2 1 2 11 83
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH 0 0 0 141 0 2 15 364
Time Series Forecasts of International Tourism Demand for Australia 0 0 2 170 1 4 23 505
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 91 0 1 10 301
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 49 0 2 9 193
Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand 0 0 0 123 0 0 15 414
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 1 1 7 87
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 2 20 2 2 10 133
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 2 10 68
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 1 22 67
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 0 8 71
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 2 3 19 74
Two Papers on Linear Models 0 0 0 0 0 0 5 121
Two Papers on Linear Models 0 0 0 0 0 0 8 33
Two Papers on Model Testing and Discrimination 0 0 0 0 0 1 11 64
Two Papers on Model Testing and Discrimination 0 0 0 1 0 3 8 32
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 30 2 2 16 113
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 0 0 12 70
US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries 0 0 0 40 0 0 5 48
VaR Forecast and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 85 0 0 6 172
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 50 0 1 11 177
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds 0 0 0 46 0 1 9 142
Value-at-Risk for Country Risk Ratings 0 0 1 167 0 0 13 445
Value-at-Risk for Country Risk Ratings 0 0 0 40 0 0 8 206
Value-at-Risk for Country Risk Ratings 0 0 0 96 0 0 9 283
Volatility Models of Currency Futures in Developed and Emerging Markets 0 0 0 164 0 2 13 496
Volatility Smirk as an Externality of Agency Conflict and Growing Debt 0 0 0 7 0 1 6 72
Volatility Smirk as an Externality of Agency Conict and Growing Debt 0 0 0 5 0 1 16 71
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 12 0 1 13 62
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 32 0 0 7 61
Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events 0 0 0 29 0 1 7 85
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 84 0 1 18 427
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return 0 0 1 90 0 0 15 338
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 18 2 5 35 172
Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 45 0 0 8 148
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 33 0 0 20 131
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 1 22 0 2 14 67
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 1 17 0 0 13 106
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 28 0 2 13 127
Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture 0 0 0 7 0 1 12 76
Volatility Spillovers from Australia's Major Trading Partners across the GFC 0 0 0 9 0 0 15 93
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 1 30 0 1 16 150
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 3 1 2 13 92
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 32 0 0 18 187
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 9 0 0 10 118
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 17 0 1 10 118
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours 0 0 0 18 0 2 16 144
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 44 0 0 9 100
Volatility Spillovers from the US to Australia and China across the GFC 0 0 0 12 0 1 8 78
Volatility of a Market Index and its Components: An Application to Commodity Markets 0 0 0 149 0 0 13 307
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA 0 0 0 23 0 0 11 93
Volatility spillovers for spot, futures, and ETF prices in energy and agriculture 0 0 0 5 0 0 10 69
Volatility spillovers from the US to Australia and China across the GFC 0 0 0 33 0 0 5 122
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 32 1 1 8 129
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 10 0 0 11 96
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 9 0 1 10 106
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance? 0 0 0 57 1 1 10 85
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 158 0 1 6 372
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 82 0 1 23 251
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 9 0 0 13 119
What Happened to Risk Management During the 2008-09 Financial Crisis? 0 0 0 64 1 2 13 213
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 23 2 3 9 172
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 56 0 1 11 195
What Makes a Great Journal Great in Economics? The Singer Not the Song 0 0 0 110 0 1 11 441
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 5 0 0 9 113
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 26 0 1 9 257
What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg? 0 0 0 25 1 1 9 125
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 2 10 51
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 16 42
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 1 12 51
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 7 28
What Will Take the Con Out of Econometrics? 0 0 0 171 1 2 19 874
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 5 0 0 8 86
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 1 10 0 0 9 133
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 15 0 1 7 94
What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 23 0 0 10 154
What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance 0 0 0 41 0 0 5 136
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 31 0 1 12 135
Why did Warrant Markets Close in China but not Taiwan? 0 0 0 8 0 1 27 73
You've Got Email: A Workflow Management Extraction System 0 0 0 7 0 0 3 72
You’ve Got Email: A Workflow Management Extraction System 0 0 0 12 1 2 9 52
You’ve Got Email: a Workflow Management Extraction System 0 0 1 12 0 1 9 51
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment 0 0 0 5 0 2 12 48
Total Working Papers 1 14 145 45,125 199 1,121 13,068 191,664
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
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22ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018 0 0 0 14 0 1 18 133
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises 0 0 0 13 0 2 9 75
A Charter for Sustainable Tourism after COVID-19 0 0 0 87 1 3 11 384
A Critical Analysis of Some Recent Medical Research in Science on COVID-19 0 0 2 18 0 1 10 124
A Critique of Recent Medical Research in JAMA on COVID-19 0 0 0 191 0 1 37 2,730
A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis 0 0 0 0 0 0 5 144
A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries 0 0 1 21 3 3 21 124
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 0 0 0 22 0 3 16 139
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index 0 0 1 13 1 1 20 68
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes 1 1 4 21 3 5 45 101
A Note on Identifiability in the Linear Expenditure Family 0 0 0 0 0 0 8 59
A One Line Derivation of EGARCH 0 0 0 34 0 1 15 161
A Portfolio Index GARCH model 0 0 0 52 0 4 28 154
A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS 0 0 0 27 3 5 12 165
A Simple Test for Causality in Volatility 0 0 0 25 1 1 9 96
A Statistical Analysis of Industrial Penetration and Internet Intensity in Taiwan 0 0 0 0 0 1 19 22
A Tourism Financial Conditions Index for Tourism Finance 0 0 0 4 0 0 14 72
A capital adequacy buffer model 0 0 0 7 0 0 15 73
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices 0 1 1 9 1 4 25 107
A cointegration analysis of annual tourism demand by Malaysia for Australia 0 0 0 14 0 1 11 75
A fractionally integrated Wishart stochastic volatility model 0 0 1 3 0 0 15 51
A further result on the sign of restricted least-squares estimates 0 0 0 18 0 1 8 103
A general asymptotic theory for time‐series models 0 0 0 16 0 0 12 82
A market-augmented model for SIMEX Brent crude oil futures contracts 0 0 0 83 0 3 11 942
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries 0 0 0 97 1 4 19 383
A neural network demand system with heteroskedastic errors 0 0 0 58 0 0 20 222
A new measure of innovation: The patent success ratio 0 0 0 3 0 0 12 35
A note on the unbiasedness test of rationality using survey data 0 0 0 32 0 0 3 103
A probit analysis of consumer behaviour in rural China 0 0 0 4 0 1 10 65
A risk map of international tourist regions in Spain 0 0 0 11 0 1 10 67
A seasonal analysis of Asian tourist arrivals to Australia 0 0 0 130 1 1 13 671
A seasonal analysis of Malaysian tourist arrivals to Australia 0 0 0 8 0 1 10 70
A simple expected volatility (SEV) index: Application to SET50 index options 0 0 0 2 0 1 12 93
A small sample test for non-nested regression models 0 0 0 21 0 0 4 138
A trinomial test for paired data when there are many ties 1 2 3 20 1 3 14 122
AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES 0 0 0 17 0 1 17 144
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS 0 0 0 17 0 0 8 109
ARMAX modelling of international tourism demand 0 0 0 19 0 1 9 79
ASSET INVESTMENT DIVERSIFICATION, BANKRUPTCY RISK AND THE MEDIATING ROLE OF BUSINESS DIVERSIFICATION 0 3 4 23 0 3 21 88
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 1 1 1 171 2 2 24 638
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY 0 0 1 58 0 3 16 243
Advances in financial risk management and economic policy uncertainty: An overview 0 0 1 36 0 0 9 252
Alternative Asymmetric Stochastic Volatility Models 0 0 1 27 0 1 15 146
Alternative Global Health Security Indexes for Risk Analysis of COVID-19 0 0 0 1 1 2 10 12
Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing 0 0 0 197 0 0 9 673
Alternative procedures and associated tests of significance for non-nested hypotheses 0 0 1 110 0 1 14 289
An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors 0 0 0 8 0 1 13 85
An Empirical Assessment of Country Risk Ratings and Associated Models 1 1 4 779 1 2 20 2,320
An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan 0 0 0 26 0 1 13 131
An alternative approach to estimating demand: Neural network regression with conditional volatility for high frequency air passenger arrivals 0 0 0 50 1 1 11 289
An econometric analysis of asymmetric volatility: Theory and application to patents 0 0 0 106 0 2 12 385
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series 0 0 0 5 0 0 13 55
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets 0 0 1 54 1 5 24 303
Analyzing fixed-event forecast revisions 0 0 0 14 1 1 14 105
Antitrust environment and innovation 0 0 0 2 0 0 6 19
Applications of the Newton-Raphson Method in Decision Sciences and Education 0 1 5 83 0 4 38 511
Are forecast updates progressive? 0 0 0 6 0 1 11 55
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 0 0 0 23 0 2 12 233
Asian monetary integration: a structural VAR approach 0 0 0 7 1 2 19 68
Asymmetric Multivariate Stochastic Volatility 0 0 0 52 0 1 18 182
Asymmetric Realized Volatility Risk 0 0 0 26 0 2 19 145
Asymmetric adjustments in the ethanol and grains markets 0 0 1 22 1 1 13 112
Asymmetry and Leverage in Conditional Volatility Models 0 0 0 27 0 2 9 116
Asymmetry and Long Memory in Volatility Modeling 0 0 0 29 1 2 8 126
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 6 47
Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models 0 0 0 3 0 0 10 30
Bayesian Analysis of Realized Matrix-Exponential GARCH Models 0 0 0 3 0 0 6 18
Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database 0 0 0 22 0 0 20 148
Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections 0 0 0 16 0 2 31 125
Bootstrap estimates of a new classical model of unemployment 0 0 0 1 0 1 11 43
Causality between CO2 Emissions and Stock Markets 0 0 0 3 0 1 21 55
Causality between market liquidity and depth for energy and grains 0 0 0 26 0 1 10 136
Choosing expected shortfall over VaR in Basel III using stochastic dominance 0 0 2 11 0 2 18 103
Coercive journal self citations, impact factor, Journal Influence and Article Influence 0 0 0 3 1 1 12 74
Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates 0 0 0 6 1 1 12 46
Cointegration Analysis of Seasonal Time Series 0 0 1 13 0 0 12 54
Cointegration analysis of metals futures 0 0 1 17 0 1 15 93
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia 0 0 2 246 0 3 20 926
Cointegration in Practice 0 0 1 6 0 0 5 43
Comment 0 0 0 8 1 1 5 37
Comments on Recent COVID-19 Research in JAMA 0 0 0 24 0 0 10 133
Common Mental Disorders and Economic Uncertainty: Evidence from the COVID-19 Pandemic in the U.S 0 0 0 0 0 0 9 11
Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs 0 0 0 3 0 0 3 81
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market 0 0 1 8 0 1 17 68
Conditional correlations and volatility spillovers between crude oil and stock index returns 0 1 3 79 4 7 43 382
Confucius and Herding Behaviour in the Stock Markets in China and Taiwan 0 0 0 3 0 1 12 91
Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK 0 0 0 4 0 1 19 71
Consumption, liquidity constraints, uncertainty and temptation: An international comparison 0 0 0 25 0 0 9 127
Convergence and catching up in ASEAN: a comparative analysis 1 1 1 141 1 4 19 511
Corporate Financial Distress of Industry Level Listings in Vietnam 0 0 0 9 0 1 11 62
Crude oil hedging strategies using dynamic multivariate GARCH 1 1 3 130 3 8 37 511
DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS 0 0 0 6 1 1 22 89
DO WE REALLY NEED BOTH BEKK AND DCC? A TALE OF TWO MULTIVARIATE GARCH MODELS 0 0 2 49 2 4 27 206
Daily Tourist Arrivals, Exchange Rates and Voatility for Korea and Taiwan 0 0 1 19 0 0 10 155
Daily market news sentiment and stock prices 1 2 4 36 2 6 46 227
Data mining and the con in econometrics: the U.S. demand for money revisited 0 0 0 2 0 0 10 31
Developing Formulas for Quick Calculation of Polyhedron Volume in Spatial Geometry: Application to Vietnam 0 0 0 2 0 1 11 29
Direct Tests of the Permanent Income Hypothesis under Uncertainty, Inflationary Expectations and Liquidity Constraints 0 0 0 69 0 0 8 323
Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE 0 0 0 2 0 2 12 43
Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis 0 0 0 15 1 1 14 109
Drawbacks in the 3-Factor Approach of Fama and French (2018) 0 1 3 10 0 2 27 56
Dynamic Asymmetric GARCH 0 0 1 97 0 1 14 281
Dynamic Asymmetric Leverage in Stochastic Volatility Models 0 0 0 82 0 5 25 299
EDITORIAL NOTE — Statement of Intent 0 0 0 0 1 1 5 24
EDITORIAL NOTE: INTRODUCTION TO THE INAUGURAL SPECIAL ISSUE 0 0 0 0 0 0 4 20
EDITORIAL NOTE: REVIEW PAPERS FOR ANNALS OF FINANCIAL ECONOMICS 0 0 0 6 2 2 15 78
EDITORIAL NOTE: SPECIAL ISSUES OF ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 5 2 3 14 65
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS 0 0 0 17 0 0 9 99
EVALUATING THE EFFICIENCY OF VIETNAM BANKS USING DATA ENVELOPMENT ANALYSIS 0 0 0 22 1 2 17 65
Econometric Issues in Macroeconomic Models with Generated Regressors 0 0 0 0 0 2 13 1,112
Econometric analysis of financial derivatives: An overview 0 1 1 39 0 1 12 201
Econometric modelling in finance and risk management: An overview 0 0 0 78 0 2 11 226
Econometric modelling of non‐ferrous metal prices 0 1 1 229 2 3 15 767
Economic History and Policy: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 0 1 0 1 6 12
Economic growth and technological catching up by Singapore to the USA 0 0 1 7 1 1 10 64
Economics and Econometric Methodology: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 0 0 4 8
Editorial 0 0 0 0 1 1 12 35
Editorial 0 0 0 0 1 1 13 14
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM) 0 0 0 5 3 4 36 101
Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018 0 0 0 9 2 2 12 58
Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets 0 1 7 385 0 4 33 1,400
Efficient Estimation and Testing of Alternative Models of Currency Futures Contracts 0 0 0 0 1 1 8 11
Efficient Estimation: The Rao‐Zyskind Condition, Kruskal's Theorem and Ordinary Least Squares* 0 0 1 16 0 2 9 52
Efficient estimation and testing of oil futures contracts in a mutual offset system 0 0 1 81 0 2 13 443
Empirical Econometric Modelling of Food Consumption Using a New Informational Complexity Approach: Comments 0 0 0 14 0 0 4 96
Empirical models for evaluating errors in fitting extremes of a probability distribution 0 0 0 0 0 0 8 28
Energy Consumption and Economic Growth: Evidence from Vietnam 0 0 0 15 1 2 45 132
Establishing national carbon emission prices for China 0 0 0 3 0 2 19 70
Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models 0 0 0 3 0 1 17 45
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 96 0 0 13 304
Estimating the Impact of Avian Flu on International Tourism Demand Using Panel Data 0 0 1 9 0 1 21 46
Estimating the impact of whaling on global whale-watching 0 0 0 6 1 1 14 62
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 65 0 1 17 216
Estimation of Chinese agricultural production efficiencies with panel data 0 0 0 8 1 2 11 54
Estimation of alternative pricing models for currency futures contracts 0 0 1 4 1 1 11 42
Evaluating Individual and Mean Non-Replicable Forecasts 0 0 0 58 0 1 16 237
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 54 3 3 15 283
Expert opinion versus expertise in forecasting 0 0 0 19 0 0 14 125
FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP 0 0 0 8 0 1 15 83
FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS 0 1 2 26 1 5 33 167
FINANCIAL INTEGRATION, ENERGY CONSUMPTION AND ECONOMIC GROWTH IN VIETNAM 0 0 1 12 0 1 11 46
FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? 0 0 0 3 0 1 13 39
FORECASTING REALIZED VOLATILITY WITH LINEAR AND NONLINEAR UNIVARIATE MODELS 0 0 0 0 0 0 9 90
Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany 0 0 0 8 0 0 26 100
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather 0 0 0 18 0 1 11 162
Fat tails and asymmetry in financial volatility models 0 0 0 8 1 1 17 73
Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains 0 0 0 9 2 2 15 125
Financial dependence analysis: applications of vine copulas 0 0 0 11 1 1 16 85
Financial volatility: an introduction 0 0 0 748 1 3 14 1,881
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 1 88 0 3 25 308
Firm History and Managerial Entrenchment: Empirical Evidence for Vietnam Listed Firms 0 0 0 5 0 0 10 41
First Special Issue: Selected Papers of the MSSANZ/IMACS 14th Biennial Conference on Modelling and Simulation, Canberra, Australia, December 2001 0 0 0 0 0 1 3 26
Forecasting Value-at-Risk using block structure multivariate stochastic volatility models 0 0 0 8 0 1 18 82
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range 0 0 0 39 0 0 15 197
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance 1 1 1 23 1 1 10 149
Forecasting conditional correlations in stock, bond and foreign exchange markets 0 0 0 10 0 1 10 73
Forecasting the volatility of Nikkei 225 futures 0 0 0 5 1 3 24 66
Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model 0 0 0 154 1 2 22 517
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks 1 1 1 24 1 4 29 108
Frontiers in Time Series and Financial Econometrics: An overview 0 0 0 28 0 1 12 150
Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model 0 0 0 47 0 0 13 404
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 0 0 145 1 1 19 361
GFC-robust risk management strategies under the Basel Accord 0 0 0 10 0 1 9 210
GFC-robust risk management under the Basel Accord using extreme value methodologies 0 0 0 1 1 1 14 100
Globalization and knowledge spillover: international direct investment, exports and patents 0 0 0 20 0 1 15 134
Great Expectatrics: Great Papers, Great Journals, Great Econometrics 0 0 0 47 0 2 19 315
HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA 0 0 0 39 0 0 12 204
Has the Basel Accord improved risk management during the global financial crisis? 0 0 1 15 0 0 13 148
Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19* 1 2 8 34 1 4 28 120
Herding, Information Cascades and Volatility Spillovers in Futures Markets 0 0 0 53 0 2 14 256
How Fragile Are Fragile Inferences? A Re-evaluation of the Deterrent Effect of Capital Punishment 0 0 0 83 0 0 14 462
How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics 0 0 0 25 0 1 9 167
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy? 0 0 0 5 0 0 15 115
How accurate are government forecasts of economic fundamentals? The case of Taiwan 0 0 0 13 0 1 11 152
How are journal impact, prestige and article influence related? An application to neuroscience 0 0 1 6 0 0 14 109
How has volatility in metals markets changed? 0 0 0 22 0 0 16 112
INTELLECTUAL PROPERTY AND ECONOMIC INCENTIVES 0 0 0 63 0 3 7 177
INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA 0 0 0 127 1 1 27 525
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development 0 0 0 7 0 1 17 43
Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity 0 0 0 19 2 2 7 89
Impact of Board Characteristics and State Ownership on Dividend Policy in Vietnam 0 0 4 48 1 3 24 224
Impact of COVID-19 on returns-volatility spillovers in national and regional carbon markets in China 0 0 1 2 0 0 12 23
In Memoriam 0 0 0 4 1 2 6 31
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets 0 0 0 5 0 3 25 83
Input–output structure and growth in China 0 1 1 6 0 2 12 54
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 0 0 0 3 1 6 18 27
Interest Rates and Durability in the Linear Expenditure Family 0 0 0 4 0 0 11 73
International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord 0 0 0 0 0 1 11 96
Is Greater China a currency union? 0 0 0 2 0 0 10 54
Is One Diagnostic Test for COVID-19 Enough? 0 0 0 22 0 0 9 347
Is a monetary union feasible for East Asia? 0 0 0 248 0 1 16 647
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism 0 0 0 13 0 2 15 113
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 0 0 18 0 0 10 98
JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS 0 0 1 8 1 1 21 61
Joint and Cross-Border Patents as Proxies for International Technology Diffusion 0 0 0 7 0 1 13 55
Keynesian and New Classical Models of Unemployment Revisited 0 0 0 140 0 2 22 724
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing 0 0 0 16 1 1 12 110
Linear and nonlinear causality between changes in consumption and consumer attitudes 0 0 2 115 0 0 14 352
Long Run Returns Predictability and Volatility with Moving Averages 0 0 0 8 1 3 17 102
MEASURING RISK IN ENVIRONMENTAL FINANCE 0 0 0 105 0 0 16 350
MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS 0 0 0 5 1 1 10 43
Macroeconomics: Proceedings from the 1988 Australian Economics Congress: Editors' Introduction 0 0 0 0 0 1 8 10
Mapping the Presidential Election Cycle in US stock markets 0 0 2 48 1 9 26 215
Market Risk Analysis of Energy in Vietnam 0 0 0 6 0 1 14 89
Market Timing with Moving Averages 0 0 0 15 1 2 10 81
Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach 0 0 0 59 1 2 21 233
Market integration dynamics and asymptotic price convergence in distribution 0 0 1 7 0 1 18 69
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 0 927 0 0 15 2,231
Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments 0 0 1 27 1 1 19 249
Microeconomics and Economic Theory: Proceedings from the 1988 Australian Economics Congress Editors' Introduction 0 0 1 1 0 1 6 9
Modeling Latent Carbon Emission Prices for Japan: Theory and Practice 0 0 0 7 0 3 22 61
Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China 0 0 0 5 0 3 14 71
Modeling conditional correlations for risk diversification in crude oil markets 0 0 0 1 1 1 12 15
Modeling dynamic conditional correlations in WTI oil forward and futures returns 0 0 0 70 1 1 12 306
Modeling the Relationship between Crude Oil and Agricultural Commodity Prices 0 0 0 14 0 5 10 77
Modelling Air Passenger Arrivals in the Balearic and Canary Islands, Spain 0 0 2 5 0 0 18 26
Modelling Country Risk and Uncertainty in Small Island Tourism Economies 0 0 0 0 0 0 9 17
Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality 0 0 0 2 0 4 16 20
Modelling and forecasting daily international mass tourism to Peru 0 0 0 8 0 0 17 88
Modelling and forecasting noisy realized volatility 0 0 0 37 0 1 6 176
Modelling and managing financial risk: An overview 0 0 0 6 0 0 8 69
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns 0 0 0 6 1 2 15 71
Modelling in econometrics: The deterrent effect of capital punishment 0 0 0 1 0 2 12 36
Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach 0 0 0 9 0 1 12 119
Modelling risk in agricultural finance: Application to the poultry industry in Taiwan 0 0 0 6 0 0 12 77
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility 0 0 0 20 0 0 9 122
Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO 0 0 0 2 0 1 12 64
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 1 0 0 10 26
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 1 0 0 5 41
Modelling the information content in insider trades in the Singapore exchange 0 0 0 3 1 1 8 42
Modelling the interactions across international stock, bond and foreign exchange markets 0 0 0 47 0 0 12 224
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 0 6 39
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 0 0 14 62
Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns 0 0 0 246 1 3 8 884
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices 0 0 0 14 2 4 11 102
Moment-based estimation of smooth transition regression models with endogenous variables 0 0 1 43 0 1 12 158
Monte Carlo option pricing with asymmetric realized volatility dynamics 0 0 0 8 1 1 16 88
Moving Average Market Timing in European Energy Markets: Production Versus Emissions 0 0 0 0 0 1 15 43
Multivariate Hyper-Rotated GARCH-BEKK 0 1 2 9 0 1 4 22
Multivariate Stochastic Volatility: A Review 0 0 1 132 1 2 18 364
Multivariate Stochastic Volatility: An Overview 0 0 0 92 1 1 9 186
Multivariate stochastic volatility, leverage and news impact surfaces 0 0 0 46 0 0 19 254
Multivariate volatility in environmental finance 0 0 0 4 0 0 8 64
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 1 1 1 73 2 9 54 302
NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS 0 0 0 7 0 3 17 101
Net Interest Marginof Commercial Banks in Vietnam 0 1 4 46 0 6 47 264
Non-linear modelling and forecasting of S&P 500 volatility 0 0 0 5 0 0 8 56
Non-trading day effects in asymmetric conditional and stochastic volatility models 0 0 0 52 1 6 12 335
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies 0 0 0 15 1 2 12 103
ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS 0 0 0 1 1 1 7 46
On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach 0 0 0 12 0 1 25 82
On exact and asymptotic tests of non-nested models 0 0 0 5 1 1 7 40
On the Effects of Misspecification Errors in Models with Generated Regressors 0 0 0 0 0 2 9 205
On the interpretation of the cox test in econometrics 0 0 0 32 1 1 6 96
On the invertibility of EGARCH(p, q) 0 0 0 8 1 2 10 62
On the robustness of alternative rankings methodologies: Australian and New Zealand economics departments, 1988 to 2002 0 0 0 21 1 2 12 92
On the use of extreme value distributions for predicting the upper percentiles of environmental quality data 0 0 0 0 0 0 3 25
PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS 0 0 1 6 0 0 5 27
PRICING CARBON EMISSIONS IN CHINA 0 0 0 10 1 3 23 113
Patent activity and technical change 0 0 0 22 0 1 16 149
Pictures at an Exhibition: The Experiment in Applied Econometrics Conference, Tilburg, The Netherlands, 1996 0 0 0 0 0 1 5 6
Portfolio single index (PSI) multivariate conditional and stochastic volatility models 0 0 0 3 0 0 11 37
Precious metals-exchange rate volatility transmissions and hedging strategies 0 1 3 52 1 4 22 235
Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations 0 0 0 21 0 0 15 102
Prediction of Gas Concentration Based on the Opposite Degree Algorithm 0 0 0 5 0 0 5 47
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis 0 0 0 23 1 2 18 164
President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † 0 0 0 5 0 0 29 102
Prevention Is Better Than the Cure: Risk Management of COVID-19 0 0 0 223 0 1 21 2,368
Pricing of Forward and Futures Contracts 0 0 3 26 0 2 19 70
Pricing of non-ferrous metals futures on the London Metal Exchange 0 0 0 230 1 1 21 1,288
Professor Halbert L. White, 1950–2012 0 0 0 41 2 2 6 134
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 9 0 10 33 101
Profiteering from the Dot-Com Bubble, Subprime Crisis and Asian Financial Crisis 0 0 0 4 13 13 32 54
Properties of ordinary least squares estimators in regression models with nonspherical disturbances 0 0 2 303 1 1 15 1,556
Protecting Scientific Integrity and Public Policy Pronouncements on COVID-19 0 0 0 22 0 1 18 107
RESEARCH IDEAS FOR ADVANCES IN DECISION SCIENCES (ADS): 22ND ANNIVERSARY SPECIAL ISSUE IN 2018 0 0 0 4 1 1 6 47
ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL 0 0 0 1 0 0 16 60
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations 0 0 0 30 0 1 15 166
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc 0 0 0 49 1 4 21 234
Ranking journal quality by harmonic mean of ranks: an application to ISI statistics & probability 0 0 0 6 0 4 51 148
Re-Opening the Silk Road to Transform Chinese Trade 0 0 0 8 0 0 9 54
Realized Volatility and Long Memory: An Overview 0 0 0 99 2 3 11 222
Realized Volatility: A Review 0 0 6 325 1 2 35 1,004
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers 0 0 0 8 0 0 53 77
Realized stochastic volatility models with generalized Gegenbauer long memory 0 0 0 3 0 1 24 46
Realized stochastic volatility with general asymmetry and long memory 0 0 0 15 1 1 18 107
Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 3 0 0 12 28
Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software: An Overview 0 0 0 10 0 0 6 71
Recent developments in financial economics and econometrics: An overview 0 0 1 24 1 2 15 130
Recursive estimation and generated regressors 0 0 0 26 0 0 13 107
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations 0 0 0 36 0 0 6 142
Regression quantiles for unstable autoregressive models 0 0 0 8 0 1 9 58
Related commodity markets and conditional correlations 0 0 0 1 0 0 13 33
Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South Africa 0 0 0 8 0 2 7 92
Review Papers for Journal of Risk and Financial Management ( JRFM ) 0 0 0 2 0 0 34 80
Review on Efficiency and Anomalies in Stock Markets 0 3 10 76 3 11 62 344
Revisiting Tobin's 1950 Study of Food Expenditure: Comments 0 0 0 25 0 0 10 186
Risk Management of COVID-19 by Universities in China 0 0 0 160 0 1 18 927
Risk Measurement and Risk Modelling Using Applications of Vine Copulas 0 0 0 2 1 2 14 68
Risk and Financial Management of COVID-19 in Business, Economics and Finance 0 0 0 116 1 1 12 652
Risk management and financial derivatives: An overview 0 0 0 99 0 1 25 343
Risk management of precious metals 0 0 2 68 3 6 33 249
Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures 0 0 1 6 0 0 15 118
Risk spillovers in oil-related CDS, stock and credit markets 0 0 0 40 0 2 28 206
Robust Ranking of Journal Quality: An Application to Economics 0 0 0 30 2 2 12 164
Robust ranking of multivariate GARCH models by problem dimension 0 0 0 14 1 1 12 103
SIZE CHARACTERISTICS OF TESTS FOR SAMPLE SELECTION BIAS: A MONTE CARLO COMPARISON AND EMPIRICAL EXAMPLE 0 0 0 86 0 0 12 700
SUBMISSIONS AND ACCEPTANCES FOR THE ANNALS OF FINANCIAL ECONOMICS (AFE) 0 0 0 6 0 0 9 35
Scalar BEKK and indirect DCC 0 0 0 125 1 1 13 405
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 6 18
Seeking Clarity in a World Infected by COVID-19 and Fake News 0 0 0 27 0 0 12 118
Selected papers of the MSSA/IMACS 10th Biennial Conference on Modelling and Simulation 0 0 0 0 0 1 7 18
Selected papers of the MSSA/IMACS 11th Biennial Conference on Modelling and Simulation, November 1995 0 0 0 0 0 0 5 27
Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function 0 0 0 22 0 1 9 92
Sherlock Holmes and the Search for Truth: A Diagnostic Tale 0 0 0 0 0 3 22 972
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets 0 0 1 59 1 2 13 258
Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models 0 0 0 3 1 1 7 43
Simplicity, Scientific Interference and Econometric Modelling 0 0 0 43 0 0 7 265
Simultaneity and the Demand for Money in Canada: Comments and Extensions 0 0 0 5 0 1 8 133
Single-index and portfolio models for forecasting value-at-risk thresholds 0 0 2 182 1 3 16 690
Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan 0 0 0 35 0 1 16 285
Some Exact Tests for Model Specification 0 0 0 48 0 1 15 189
Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses 0 0 0 6 1 2 7 43
Specification Testing of Production in a Stochastic Frontier Model 0 0 0 3 1 1 12 50
Specification and Estimation of a Logistic Function, with Applications in the Sciences and Social Sciences 0 0 1 12 0 1 11 62
Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization 0 0 1 4 0 2 36 42
Speculation and destabilisation 0 0 0 12 0 0 10 70
Spurious Relationships for Nearly Non-Stationary Series 0 0 0 4 0 0 12 32
Spurious cross-sectional dependence in credit spread changes 0 0 0 2 2 2 8 37
Stationarity and the existence of moments of a family of GARCH processes 0 0 1 193 0 1 32 510
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 17 0 0 7 149
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China 0 0 0 13 0 5 21 100
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 0 0 109 0 2 10 323
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 9 1 2 13 71
Summary of Advances in Decision Sciences (ADS) - 2019 0 0 0 6 0 0 12 61
Summary of Advances in Decision Sciences (ADS) - 2020 0 0 0 9 1 1 11 55
Switching Orthogonality 0 0 0 0 0 0 4 147
Systematic Risk at the Industry Level: A Case Study of Australia 0 0 1 14 0 2 16 117
TEN THINGS WE SHOULD KNOW ABOUT TIME SERIES 0 0 0 0 0 1 13 118
TESTING SEPARATE TIME SERIES MODELS 0 0 0 1 0 0 10 28
THE TEN COMMANDMENTS FOR MANAGING INVESTMENTS 0 0 0 21 0 0 19 174
THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD 0 0 0 14 0 0 8 129
THE TEN COMMANDMENTS FOR OPTIMIZING VALUE‐AT‐RISK AND DAILY CAPITAL CHARGES 0 0 0 22 0 1 8 161
Ten Most Highly Cited Papers in Journal of Risk and Financial Management (JRFM), 2018–2020 0 0 2 12 0 10 42 82
Ten Things You Should Know about the Dynamic Conditional Correlation Representation 0 1 1 58 0 1 11 215
Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances 0 0 1 10 0 0 9 76
Testing Multiple Non‐Nested Factor Demand Systems 0 0 0 0 0 0 16 17
Testing Non-Nested Specifications of Money Demand for Canada 0 0 0 3 1 1 9 80
Testing for Unit Roots and Non‐linear Transformations 0 0 0 6 0 0 10 36
Testing for contagion in ASEAN exchange rates 0 0 0 5 1 1 7 58
Testing for the Box–Cox parameter for an integrated process 0 0 0 2 0 0 10 43
Testing long-run neutrality using intra-year data 0 0 2 20 1 2 15 136
Testing periodically integrated autoregressive models 0 0 0 1 0 0 14 47
Testing separate models with stochastic regressors 0 0 0 11 1 2 11 68
Testing separate regression models subject to specification error 0 0 2 28 1 1 15 140
Testing the life-cycle permanent income hypothesis using intra-year data for Sweden 0 0 0 6 1 1 9 61
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts 0 0 0 67 0 0 12 293
The 7th World Congress of the Econometric Society: Tokyo, Japan, 1995 0 0 0 0 0 1 10 233
The Econometrics of Financial Time Series 0 0 1 4 0 1 11 18
The Fundamental Equation in Tourism Finance 0 0 0 19 0 1 13 130
The Future of Tourism in the COVID-19 Era 0 0 1 491 1 1 25 1,928
The Gender Wealth Gap by Household Head in Vietnam 0 1 4 76 0 1 26 413
The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures 0 0 0 4 1 1 15 50
The International Congress on Modelling and Simulation, Hobart, Tasmania, December 1997 0 0 0 0 0 0 9 18
The International Congress on Modelling and Simulation: Hamilton, New Zealand, December 1999 0 0 0 0 0 1 6 10
The Journal of Risk and Financial Management in Open Access 1 1 1 48 2 2 42 221
The Osaka Econometrics Conference: Osaka, Japan, 1995 0 0 0 0 1 1 5 74
The Safety of Banks in Vietnam Using CAMEL 0 1 5 97 1 3 35 270
The Ten Commandments for Academics 0 0 0 145 1 3 14 462
The Ten Commandments for Attending a Conference 0 0 0 2 1 1 9 13
The Ten Commandments for Organizing a Conference 0 0 0 4 0 0 12 22
The Ten Commandments for Presenting a Conference Paper 0 0 0 1 1 2 7 9
The Winter of my Content: The Econometric Society Australasian Meeting 1997, Melbourne, Australia 0 0 0 0 1 1 4 8
The complexity of simplicity 0 0 0 0 1 1 14 45
The correct regularity condition and interpretation of asymmetry in EGARCH 0 0 0 107 0 1 17 304
The econometrics of intellectual property: An overview 0 0 0 65 0 0 5 191
The effects of misspecification in estimating the percentiles of some two- and three-parameter distributions 0 0 0 0 0 0 10 37
The fiction of full BEKK: Pricing fossil fuels and carbon emissions 0 0 0 2 1 2 16 58
The impact of China on stock returns and volatility in the Taiwan tourism industry 0 0 0 7 0 0 10 93
The impact of jumps and leverage in forecasting covolatility 0 0 0 5 1 1 9 47
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations 0 0 0 11 0 1 12 83
The minimum error variance rule for non-linear regression models 0 0 0 22 0 0 3 123
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power 0 0 0 1 0 0 9 32
The rise and fall of S&P500 variance futures 0 0 1 7 1 2 16 99
The significance of testing empirical non-nested models 0 0 1 114 0 6 22 471
The structure of dynamic correlations in multivariate stochastic volatility models 0 2 4 148 0 2 15 439
The ten commandments for ranking university quality 0 0 0 81 0 0 12 279
Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management 0 0 0 8 0 0 8 71
Theory and application of an economic performance measure of risk 0 0 0 6 0 1 10 98
Theravada Buddhism and Thai Luxury Fashion Consumption 0 0 1 18 0 7 38 140
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH 0 0 0 16 1 2 17 120
Trends and volatilities in foreign patents registered in the USA 0 0 0 35 0 1 9 212
Trends and volatility in Japanese patenting in the USA: An analysis of the electronics and transport industries 0 0 0 0 1 2 11 23
Trump’s COVID-19 tweets and Dr. Fauci’s emails 0 0 0 3 1 6 22 55
Value-at-Risk for country risk ratings 0 0 0 23 0 0 23 138
Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models 0 0 1 169 0 1 16 1,067
Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA 0 0 0 8 0 0 23 110
Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice 0 0 0 13 0 0 11 81
Volatility Spillovers from Australia's major trading partners across the GFC 0 0 0 16 0 0 18 97
Volatility models of currency futures in developed and emerging markets 0 0 0 1 0 0 4 38
Volatility smirk as an externality of agency conflict and growing debt 0 0 0 4 0 1 10 48
Volatility spillover and multivariate volatility impulse response analysis of GFC news events 0 0 0 16 0 0 20 89
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy 0 0 1 9 0 0 14 55
Volatility spillovers from the Chinese stock market to economic neighbours 0 0 0 10 1 3 11 106
WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE 0 0 0 3 0 2 10 45
WHAT MAKES A GREAT JOURNAL GREAT IN ECONOMICS? THE SINGER NOT THE SONG 0 0 0 0 1 3 14 210
What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model 0 0 0 8 0 1 21 62
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 0 9 87
What Will Take the Con out of Econometrics? 0 0 2 189 1 1 14 557
What makes a great journal great in the sciences? Which came first, the chicken or the egg? 0 0 0 5 0 1 13 57
Why Are Warrant Markets Sustained in Taiwan but Not in China? 0 0 0 5 0 4 11 88
You’ve Got Email: A Workflow Management Extraction System 0 0 0 2 0 1 11 80
ZERO-INFLATED POISSON REGRESSION MODELS: APPLICATIONS IN THE SCIENCES AND SOCIAL SCIENCES 0 1 3 42 0 3 18 96
“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality 0 0 0 3 0 1 9 23
Total Journal Articles 12 39 186 16,279 187 608 6,167 81,020
17 registered items for which data could not be found

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The Economics of Small Island Tourism 0 0 4 9 0 0 11 64
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Assessment of Risk Ratings and Risk Returns for 120 Representative Countries 0 0 0 0 0 0 4 9
Chapter 11 Modelling International Tourist Arrivals and Volatility: An Application to Taiwan 0 0 0 0 0 0 7 10
Chapter 5 The GFT Utility Function 0 0 0 5 0 0 6 22
Conclusion 0 0 0 0 2 2 4 6
Conclusion 0 0 0 0 0 1 5 6
Conditional Volatility Models for Risk Ratings and Risk Returns 0 0 0 0 1 1 4 4
Country Risk Models: An Empirical Critique 0 0 0 0 0 0 3 4
Data Description 0 0 0 0 0 0 2 3
Econometric Methodology 0 0 0 0 0 0 3 4
Estimation and Empirical Results 0 0 0 0 0 1 9 9
Introduction 0 0 0 0 0 0 5 6
Introduction 0 0 0 0 0 0 8 11
Literature Review 0 0 0 0 0 0 7 7
Rating Risk Rating Systems 0 0 0 1 1 1 6 8
Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns 0 0 0 0 0 1 5 5
Total Chapters 0 0 0 6 4 7 78 114

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