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Displaying results 1 to 25 of 33.

  1. How does Zinfluence affect article influence?
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.50)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/20376
    Series: Econometric Institute report EI ; 2010,50
    Subjects: Bibliometrie; Biowissenschaften
    Scope: Online-Ressource (PDF-Datei: 14 S.), graph. Darst.
  2. Crude oil hedging strategies using dynamic multivariate GARCH
    Author: Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.10)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/18036
    Series: Econometric Institute report EI ; 2010,10
    Subjects: Rohstoffderivat; Ölpreis; Volatilität; Kapitaleinkommen; Mathematische Optimierung; Hedging; Zeitreihenanalyse; ARCH-Modell; Portfolio-Management; Theorie; GARCH (BEEK,DDC)
    Scope: Online-Ressource (PDF-Datei: 33 S.), graph. Darst.
  3. Conditional correlations and volatility spillovers between crude oil and stock index returns
    Author: Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.12)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/18043
    Series: Econometric Institute report EI ; 2010,12
    Subjects: Rohstoffderivat; Ölpreis; Volatilität; Kapitaleinkommen; Zeitreihenanalyse; ARCH-Modell; Theorie; Schätzung; USA
    Scope: Online-Ressource (PDF-Datei: 44 S.), graph. Darst.
  4. Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
    Author: Chang, Chia-Lin; McAleer, Michael; Tansuchat, Roengchai
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.14)
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    Language: English
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    Format: Online
    Other identifier:
    hdl: 1765/18329
    Series: Econometric Institute report EI ; 2010,14
    Subjects: Rohstoffderivat; Ölpreis; Volatilität; Kapitaleinkommen; ARCH-Modell
    Scope: Online-Ressource (PDF-Datei: 27 S.), graph. Darst.
  5. Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
    Author: Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.15)
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    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/182331
    Series: Econometric Institute report EI ; 2010,15
    Subjects: Urlaub; Taiwan; Internationaler Tourismus; Nachfrage; Währungsrisiko; Finanzkrise; ARCH-Modell; Zeit; Schätzung; Welt
    Scope: Online-Ressource (PDF-Datei: 45 S.), graph. Darst.
  6. Are forecast updates progressive?
    Author: Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.24)
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    Language: English
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    Format: Online
    Other identifier:
    hdl: 1765/19358
    Series: Econometric Institute report EI ; 2010,24
    Subjects: Frühindikator; Ökonometrisches Modell; Zeitreihenanalyse; Schätzung; Taiwan
    Scope: Online-Ressource (PDF-Datei: 23 S.), graph. Darst.
  7. Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
    Author: Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.29)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/19362
    Series: Econometric Institute report EI ; 2010,29
    Subjects: Nachfragesystem; Internationaler Tourismus; Thailändisch; Nachfrage; Preiswettbewerb; Preiselastizität; Kointegration; Schätzung; Asien
    Scope: Online-Ressource (PDF-Datei: 48 S.), graph. Darst.
  8. IV estimation of a panel threshold model of tourism specialization and economic development
    Author: Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.30)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/19363
    Series: Econometric Institute report EI ; 2010,30
    Subjects: Internationaler Tourismus; Standortwettbewerb; Wirtschaftswachstum; Regressionsanalyse; Panel; Schätzung; Welt
    Scope: Online-Ressource (PDF-Datei: 49 S.)
  9. Article influence score
    = 5YIF divided by 2
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.43)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/20148
    Series: Econometric Institute report EI ; 2010,43
    Subjects: Zeitschrift; Bibliometrie
    Scope: Online-Ressource (PDF-Datei: 10 S.), graph. Darst.
  10. Combining non-replicable forecast
    Author: Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.44)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/20156
    Series: Econometric Institute report EI ; 2010,44
    Subjects: Zeitreihenanalyse; Prognoseverfahren; Experten; Vergleich
    Scope: Online-Ressource (PDF-Datei: 10 S.), graph. Darst.
  11. What makes a great journal great in economics?
    the singer not the song
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Lex
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.45)
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    Source: Union catalogues
    Language: English
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    Format: Online
    Other identifier:
    hdl: 1765/20158
    Series: Econometric Institute report EI ; 2010,45
    Subjects: Wirtschaftszeitschrift; Bibliometrie
    Scope: Online-Ressource (PDF-Datei: 37 S.)
  12. Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
    Author: Chang, Chia-Lin; McAleer, Michael; Lim, Christine
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010.47)
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    Source: Union catalogues
    Language: English
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    Format: Online
    Other identifier:
    hdl: 1765/20165
    Series: Econometric Institute report EI ; 2010,47
    Subjects: Urlaubsverhalten; Japaner; Taiwan; Neuseeland
    Scope: Online-Ressource (PDF-Datei: 32 S.), graph. Darst.
  13. Journal impact factor versus eigenfactor and article influence
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: 2010
    Publisher:  Econometric Institute, Rotterdam

    This paper examines the practical usefulness of two new journal performance metrics, namely the Eigenfactor score, which is said to measure “importance”, and Article Influence score, which is said to measure “prestige”, using the most recent ISI data... more

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 57 (2010,67)
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    This paper examines the practical usefulness of two new journal performance metrics, namely the Eigenfactor score, which is said to measure “importance”, and Article Influence score, which is said to measure “prestige”, using the most recent ISI data for 2009 for the 200 most highly cited journals in each of the Sciences and Social Sciences, and compares them with two existing ISI metrics, namely Total Citations and the 5-year Impact Factor (5YIF) of a journal. It is shown that the Sciences and Social Sciences are different in terms of the strength of the relationship of journal performance metrics, although the actual relationships are very similar. Moreover, the importance and prestige journal performance metrics are shown to be closely related to the two existing ISI metrics, and hence add little in practical usefulness to what is already known. These empirical results are compared with existing results in the literature.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/21725
    Series: Econometric Institute report EI ; 2010-67
    Subjects: Fachzeitschrift; Sozialwissenschaft; Bibliometrie; Welt
    Scope: Online-Ressource (PDF-Datei: 14 S., 116,57 KB), graph. Darst.
  14. Combining non-replicable forecasts
    Author: Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael
    Published: [2010]
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,35)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,35
    Subjects: Zeitreihenanalyse; Prognoseverfahren; Experten; Vergleich; Economic forecasting; Econometric models; Time-series analysis
    Scope: Online-Ressource (32 S., 754 Kb), graph. Darst.
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on July 26, 2010)

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 17)
  15. Great expectatrics
    great papers, great journals, great econometrics
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: [2010]
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,36)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,36
    Subjects: Bibliometrie; Datenbank; impact factors; Eigenfactor score; ISI Web of Science database; Econometric models; Bibliographical citations
    Scope: Online-Ressource (46 S., 777 Kb), PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on July 21, 2010)

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 20)
  16. Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
    Author: Chang, Chia-Lin; McAleer, Michael; Lim, Christine
    Published: [2010]
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,40)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,40
    Subjects: Urlaubsverhalten; Japaner; Taiwan; Neuseeland; Japanese; Japanese; Tourism; Tourism; Risk management; Econometric models; Time-series analysis
    Scope: Online-Ressource (32 S., 478 Kb), graph. Darst.
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on July 27, 2010)

    "JEL Classification: C22, G32, L83"--P. 2

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 19-22)
  17. What makes a great journal great in economics?
    the singer not the song
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: [2010]
    Publisher:  Department of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,43)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,43
    Subjects: Wirtschaftszeitschrift; Bibliometrie; Citation indexes; Economics literature; Economics
    Scope: Online-Ressource (36 p., 379 Kb), PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on July 26, 2010)

    "July 2010

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 21)
  18. Article influence score
    5YIF divided by 2
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: [2010]
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,44)
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    Source: Union catalogues
    Language: English
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    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,44
    Subjects: Zeitschrift; Bibliometrie; Science; Social sciences; Bibliographical citations; Bibliometrics
    Scope: Online-Ressource (10 p., 126 Kb), graph. Darst.
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on Sept. 15, 2010)

    "July 2010"--P. 1

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 6)
  19. Globalization and knowledge spillover
    international direct investment, exports and patents
    Author: Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael
    Published: [2010]
    Publisher:  Dept. of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,54)
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    Source: Union catalogues
    Language: English
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    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,54
    Subjects: Auslandsinvestition; Export; Wissenstransfer; Globalisierung; Welt; Investments, Foreign; Exports; Technological innovations
    Scope: Online-Ressource (39 p., 408 Kb), ill., PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF t.p. (viewed on Sept. 13, 2010)

    "August 2010

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 27-29)
  20. Journal impact factor versus eigenfactor and article influence
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: 2010
    Publisher:  Univ. of Wollongong, Dep. of Economics, Wollongong

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,67)
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    Source: Union catalogues
    Language: English
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    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,67
    Subjects: Fachzeitschrift; Sozialwissenschaft; Bibliometrie; Welt
    Scope: Online-Ressource (14 S.), graph. Darst.
  21. Evaluating combined non-replicable forecasts
    Author: Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael
    Published: 2010
    Publisher:  Univ. of Wollongong, Dep. of Economics, Wollongong

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,74)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,74
    Subjects: Wirtschaftsindikator; Prognoseverfahren; Zeitreihenanalyse; Schätzung; Taiwan
    Scope: Online-Ressource (28 S.), graph. Darst.
  22. What makes a great journal great in the sciences?
    which came first, the chicken or the egg?
    Author: Chang, Chia-Lin; McAleer, Michael; Oxley, Les
    Published: 2010
    Publisher:  Univ. of Wollongong, Dep. of Economics, Wollongong

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 92 (2010,75)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,75
    Subjects: Fachzeitschrift; Bibliometrie
    Scope: Online-Ressource (34 S., 287,68 Kb)
  23. Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
    Author: Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Dep. of Economics and Finance, College of Business and Economics, Univ. of Canterbury, Christchurch

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,2)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,2
    Subjects: Urlaub; Taiwan; Internationaler Tourismus; Nachfrage; Währungsrisiko; Finanzkrise; ARCH-Modell; Zeit; Schätzung; Welt
    Scope: Online-Ressource (47 S., 914 Kb), graph. Darst.
  24. Crude oil hedging strategies using dynamic multivariate GARCH
    Author: Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Dep. of Economics and Finance, College of Business and Economics, Univ. of Canterbury, Christchurch

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,3)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,3
    Subjects: Rohstoffderivat; Ölpreis; Volatilität; Kapitaleinkommen; Mathematische Optimierung; Hedging; Zeitreihenanalyse; ARCH-Modell; Portfolio-Management; Theorie; GARCH (BEEK,DDC)
    Scope: Online-Ressource (26, [1], 4 S., 650 Kb), graph. Darst.
  25. Conditional correlations and volatility spillovers between crude oil and stock index returns
    Author: Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael
    Published: 2010
    Publisher:  Dep. of Economics and Finance, College of Business and Economics, Univ. of Canterbury, Christchurch

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,4)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,4
    Subjects: Rohstoffderivat; Ölpreis; Volatilität; Kapitaleinkommen; Zeitreihenanalyse; ARCH-Modell; Theorie; Schätzung; USA
    Scope: Online-Ressource (23, [1] 19 S., 1.06 Mb), graph. Darst.