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Number of items: 42.

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2014) A Tourism Conditions Index. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. [Working Paper or Technical Report] (Unpublished)

Franses, Philip Hans and Chang, Chia-Lin and McAleer, Michael (2011) Analyzing Fixed-event Forecast Revisions. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Bruijn, Bert de and Franses, Philip Hans and McAleer, Michael (2013) Analyzing Fixed-event Forecast Revisions. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Are Forecast Updates Progressive? [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Chen, Li-Hsueh and Hammoudeh, Shawkat and McAleer, Michael (2012) Asymmetric Adjustments in the Ethanol and Grains Markets. [Working Paper or Technical Report] (Unpublished)

Sari, Ramazan and Hammoudeh, Shawkat and Chang, Chia-Lin and McAleer, Michael (2011) Causality Between Market Liquidity and Depth for Energy and Grains. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) Citations and Impact of ISI Tourism and Hospitality Journals. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2013) Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2011) Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and González Serrano, Lydia and Jiménez Martín, Juan Ángel (2012) Currency Hedging Strategies Using Dynamic Multivariate GARCH. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Khamkaew, Thanchanok and McAleer, Michael (2012) Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia. [Working Paper or Technical Report] (Submitted)

Chang, Chia-Lin and Franses, Philip Hans and McAleer, Michael (2011) Evaluating Individual and Mean Non-Replicable Forecasts. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Chen, Sung-Po and McAleer, Michael (2012) Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) Great Expectatrics: Great Papers, Great Journals, Great Econometrics. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2011) How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. [Working Paper or Technical Report] (Submitted)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2011) How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tang, Ju-Ting (2013) International Technology Diffusion of Joint and Cross-border Patents. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Oxley, Les (2012) Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Slottje, Dan (2009) Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Tansuchat, Roengchai (2012) Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Huang, Biing-Wen and Chen, Meng-Gu and McAleer, Michael (2009) Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. [Working Paper or Technical Report] (Unpublished)

Chen, Ping-Yu and Chang, Chia-Lin and Chen, Chi-Chung and McAleer, Michael (2013) Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael and Lim, Christine (2011) Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2014) Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2014) Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2012) Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2013) Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael (2013) Recent Developments in Financial Economics and Econometrics: An Overview. [Working Paper or Technical Report] (Unpublished)

Casarin, Roberto and Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. [Working Paper or Technical Report] (Unpublished)

Chang , Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Allen, David E. and McAleer, Michael and Pérez Amaral, Teodosio (2013) Risk Modelling and Management: An Overview. [Working Paper or Technical Report] (Unpublished)

Hammoudeh, Shawkat and Liu, Tengdong and Chang, Chia-Lin and McAleer, Michael (2011) Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Maasoumi, Esfandiar and McAleer, Michael (2012) Robust Ranking of Journal Quality: An Application to Economics. [Working Paper or Technical Report] (Unpublished)

Hammoudeh, Shawkat and Sarafrazi, Soodabeh and Chang, Chia-Lin and McAleer, Michael (2011) The Dynamics of Energy-Grain Prices with Open Interest. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Hsu, Hui-Kuang and McAleer, Michael (2013) The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [Working Paper or Technical Report] (Submitted)

Chang, Chia-Lin and Jiménez Martín, Juan Ángel and McAleer, Michael and Pérez Amaral, Teodosio (2011) The Rise and Fall of S&P500 Variance Futures. [Working Paper or Technical Report] (Submitted)

Chang, Chia-Lin and McAleer, Michael (2013) What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. [Working Paper or Technical Report] (Unpublished)

Chang, Chia-Lin and McAleer, Michael (2012) What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. [Working Paper or Technical Report] (Submitted)

This list was generated on Fri Apr 18 02:30:06 2014 CEST.