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Robust ranking of journal qual...
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Volatility
72
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39
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39
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McAleer, Michael
239
Chang, Chia-Lin
109
Wong, Wing Keung
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Asai, Manabu
19
Allen, David E.
18
Pérez Amaral, Teodosio
12
Caporin, Massimiliano
11
Oxley, Les
10
Singh, Abhay Kumar
10
Jiménez-Martín, Juan-Ángel
9
Chen, Chi-chung
8
Franses, Philip Hans
8
Hammoudeh, Shawkat
8
Duc Hong Vo
7
Medeiros, Marcelo C.
6
Ilomäki, Jukka
5
Lan Fen Chu
5
Laurila, Hannu
5
Roengchai Tansuchat
5
Bian, Guorui
4
Hooi Hooi Lean
4
Hsu, Hui-Kuang
4
Khamkaew, Thanchanok
4
Powell, Robert
4
Tansuchat, Roengchai
4
Anh The Vo
3
Chan, Felix
3
Guo, Xu
3
Hsieh, Tai-Lin
3
Hsu, Shu-Han
3
Jimenez-Martin, Juan-Angel
3
Legerstee, Rianne
3
Lim, Christine
3
Maasoumi, Esfandiar
3
Mao, Ning
3
Peiris, Shelton
3
Tang, Ju-Ting
3
Wang, Yu-Ann
3
Wu, Yu-Chieh
3
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131
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123
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122
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119
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94
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77
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69
Tinbergen Institute Discussion Papers
66
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64
Journal of economic surveys
58
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39
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Journal of Econometrics
34
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33
Journal of Risk and Financial Management
31
Working papers in quantitative economics and econometrics
30
ISER Discussion Paper
29
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24
Econometric Reviews
24
Journal of risk and financial management : JRFM
24
Annals of financial economics
20
Working Papers / Economics Department, Queen's University
16
Journal of applied econometrics
15
MPRA Paper
14
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
Economics letters
13
The North American journal of economics and finance : a journal of financial economics studies
13
Australian National University - Department of Economics
12
Econometric theory
12
Energy economics
12
International review of economics & finance : IREF
12
Tourism management : research, policies, practice
12
Applied financial economics
11
Economics Letters
11
International journal of forecasting
11
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ECONIS (ZBW)
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Robust ranking of journal quality: an Application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619563
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
A stochastic dominance approach to the Basel III dilemma : expected shortfall or VaR?
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011346199
Saved in:
4
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
5
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664062
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
8
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
Saved in:
9
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987343
Saved in:
10
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987649
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