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Tinbergen Institute, Amsterdam and Rotterdam
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Year of Publication
Title
Author(s)
2013
Modelling and Simulation: An Overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
2013
Risk Modelling and Management: An Overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
;
Amaral, Teodosio Perez
2013
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
2013
Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
2013
Ranking Leading Econometrics Journals using Citations Data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
2013
The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
Nawata, Kazumitsu
;
McAleer, Michael
2013
Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
2013
Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-Chung
;
McAleer, Michael
2013
Volatility Spillovers from the US to Australia and China across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, R.J.
;
Singh, A.K.
2013
What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
Chang, Chia-Lin
;
McAleer, Michael
Author
13
Chang, Chia-Lin
7
Allen, David E.
4
Singh, Abhay K.
3
Asai, Manabu
3
Caporin, Massimiliano
3
Oxley, Les
3
Powell, Robert J.
2
Allen, David
2
Amaral, Teodosio Perez
2
Chen, Chi-Chung
.
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