The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV) of FTSE sampled at 5 min intervals taken...

This paper analyzes the responsiveness of Thai outbound tourism to East Asian destinations, namely China, Hong Kong, Japan, Taiwan and Korea, to changes in effective relative price of tourism, total real total tourism expenditure, and one-off events. The nonlinear and linear Almost Ideal Demand...

As the preponderance of journal rankings becomes increasingly more frequent and prominent in academic decision making, such rankings in broad discipline categories is taking on an increasingly important role. The paper focuses on the robustness of rankings of academic journal quality and...

As the preponderance of journal rankings becomes increasingly more frequent and prominent in academic decision making, such rankings in broad discipline categories is tak-ing on an increasingly important role. The paper focuses on the robustness of rankings of academic journal quality and...

The paper is concerned with analysing what makes a great journal great in the sciences, based on quantifiable Research Assessment Measures (RAM). Alternative RAM are discussed, with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). Various ISI RAM that are...

The paper is concerned with analysing what makes a great journal great in economics, based on quantifiable measures. Alternative Research Assessment Measures (RAM) are discussed, with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). The various ISI RAM that are...

The paper is concerned with analysing what makes a great journal great in economics, based on quantifiable measures. Alternative Research Assessment Measures (RAM) are discussed, with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). The various ISI RAM that are...

As the preponderance of journal rankings becomes increasingly more frequent and prominent in academic decision making, such rankings in broad discipline categories is taking on an increasingly important role. The paper focuses on the robustness of rankings of academic journal quality and...