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~language:"ell"
~language:"eng"
~person:"Allen, David E."
~person:"Chang, Chia-Lin"
~subject:"ARCH-Modell"
~subject:"Fachzeitschrift"
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ARCH-Modell
Fachzeitschrift
Australia
31
Australien
31
Volatility
29
Volatilität
28
Welt
24
World
24
Estimation
22
Schätzung
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h-index
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Großbritannien
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Allen, David E.
Chang, Chia-Lin
McAleer, Michael
49
Caporin, Massimiliano
9
Teräsvirta, Timo
9
Fang, Wen-shwo
8
Miller, Stephen M.
8
Weber, Enzo
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Andersen, Torben
6
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Albers, Sönke
5
Gupta, Rangan
5
Hafner, Christian M.
5
Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Aizenman, Joshua
4
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Engle, Robert F.
4
Haas, Markus
4
Heck, Jean L.
4
Karanasos, Menelaos
4
Moore, Tomoe
4
Nelson, Daniel B.
4
Oxley, Les
4
Roengchai Tansuchat
4
Serletis, Apostolos
4
Shephard, Neil G.
4
Zarangas, Leonidas P.
4
Billio, Monica
3
Canarella, Giorgio
3
Chan, Kam C.
3
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University of Canterbury / Dept. of Economics and Finance
2
School of Finance and Business Economics <Perth, Western Australia>
1
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Working paper
19
Econometric Institute research papers
6
School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
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ECONIS (ZBW)
30
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1
Ranking
economics
and econometrics ISI journals by quality weighted citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348326
Saved in:
2
How should journal quality be ranked? : an application to agricultural, energy, environmental and resource
economics
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413630
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
4
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242834
Saved in:
5
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
6
What do experts know about forecasting journal quality? : a comparison with ISI research impact in Finance
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009711729
Saved in:
7
Ranking journal quality by harmonic mean of ranks : an application to ISI statistics & probability
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562951
Saved in:
8
What do experts know about ranking journal quality? : a comparison with ISI research impact in finance
Chang, Chia-Lin
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009413342
Saved in:
9
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
10
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413657
Saved in:
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