McAleer, Michael

Universidad Complutense de Madrid

Número de publicaciones: 224 (41.1% citado)

Número de citas: 331 (78.5% autocitas)

Ver todos los ámbitos

Ámbito	Citas
ECONOMÍA	307
GEOGRAFÍA	10
DOCUMENTACIÓN	4
CIENCIAS SOCIALES	2
COMUNICACIÓN	2
MULTIDISCIPLINAR	1
INGENIERÍAS Y TECNOLOGÍA	1
EDUCACIÓN	1
ESTUDIOS LOCALES	1
ANTROPOLOGÍA	1
SOCIOLOGÍA	1

Índice h: 8

Índice h5: 1

Promedio de citas últimos 10 años: 1.1

Promedio de citas últimos 5 años: 0.2

Anualidad	Citas
2024	1
2023	4
2022	9
2021	9
2020	2
2019	17
2018	58
2017	33
2016	57
2015	16
2014	26
2013	15
2012	12
2011	64
2010	7
2009	0
2008	1
2007	0
2006	0
2005	0
2004	0
2003	0

Citas por año de publicación

Gráfico
Tabla

Anualidad	Publicaciones	Citas
2019	1	3
2018	1	19
2017	2	20
2016	2	14
2015	0	26
2014	1	40
2013	16	20
2012	1	28
2011	32	37
2010	23	5
2009	26	45
2006	19	5
2005	16	53
2003	17	16
2004	23	0
2007	23	0
2008	18	0
2020	0	0
2021	0	0
2022	0	0
2023	0	0
2024	0	0

Citas por tipo de publicación

Publicaciones en Dialnet		Citas
223	Artículo de revista	331
1	Capítulo de libro	0
0	Libro	0

Citas por clasificación CIRC

Otras citas sin clasificación CIRC: 273

Publicaciones más citadas

Anualidad	Publicación	Tipo	Citas
2005	Automated Inference and Learning in Modeling Financial Volatility McAleer, Michael	Artículo ^ARTICULO	48
2014	A One Line Derivation of EGARCH McAleer, Michael Hafner, Christian M.	Artículo ^ARTICULO	22
2003	On adaptive estimation in nonstationary ARMA models with GARCH errors McAleer, Michael Ling, Shiqing	Artículo ^ARTICULO	16
2015	Volatility Spillovers Between Energy and Agricultural Markets: Chang, Chia-Lin McAleer, Michael Li, Yiying	Artículo ^ARTICULO	11
2009	Do We Really Need Both BEKK and DCC? Caporin, Massimiliano McAleer, Michael	Artículo ^ARTICULO	10
2011	Citations and Impact of ISI Tourism and Hospitality Journals Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	10
2018	Fake News and Indifference to Scientific Fact Allen, David E McAleer, Michael Reid, David McHardy	Artículo ^ARTICULO	10
2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation Caporin, Massimiliano McAleer, Michael	Artículo ^ARTICULO	9
2014	A One Line Derivation of DCC: Hafner, Christian M. McAleer, Michael	Artículo ^ARTICULO	7
2017	Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices Chang, Chia-Lin McAleer, Michael Wang, Yu-Ann	Artículo ^ARTICULO	6
2015	On the Invertibility of EGARCH(p,q) Martinet, Guillaume Gaetan McAleer, Michael	Artículo ^ARTICULO	6
2010	GFC-Robust Risk Management Strategies under the Basel Accord McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	5
2009	Modelling the Growth and Volatility in Daily International Mass Tourism to Peru Divino, José Ângelo C. A. McAleer, Michael	Artículo ^ARTICULO	5
2011	International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	5
2013	Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence Chang, Chia-Lin McAleer, Michael Oxley, Les	Artículo ^ARTICULO	5
2006	Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns Manera, Matteo McAleer, Michael Grasso, Margherita	Artículo	5
2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges McAleer, Michael	Artículo ^ARTICULO	5
2005	Dynamic Asymmetric Leverage in Stochastic Volatility Models McAleer, Michael Asai, M.	Artículo	5
2018	The Fiction of Full BEKK Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	5
2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk McAleer, Michael Caporin, Massimiliano	Artículo ^ARTICULO	5
2009	Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	5
2017	Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA Chang, Chia-Lin McAleer, Michael Zuo, Guangdong	Artículo ^ARTICULO	4
2009	The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez Amaral, Teodosio	Artículo ^ARTICULO	4
2016	Modelling volatility spillovers for bio-ethanol, sugarcane and corn Chang, Chia-Lin McAleer, Michael Wang, Yu-Ann	Artículo ^ARTICULO	4
2016	How are VIX and Stock Index ETF Related? Chang, Chia-Lin Tai-Lin, Hsieh McAleer, Michael	Artículo ^ARTICULO	4
2012	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns Chang, Chia-Lin McAleer, Michael Tansuchat, Roengchai	Artículo ^ARTICULO	3
2012	IV estimation of a panel threshold model of tourism specialization and economic development Chang, Chia-Lin Khamkaew, Thanchanok McAleer, Michael	Artículo	3
2009	What Happened to Risk Management During the 2008-09 Financial Crisis? McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	3
2015	Behavioural, Financial, and Health & Medical Economics: Chang, Chia-Lin McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	3
2012	Asymmetric Adjustments in the Ethanol and Grains Markets Chang, Chia-Lin Chen, Li-Hsueh Hammoudeh, Shawkat McAleer, Michael	Artículo ^ARTICULO	3
2012	Stochastic Dominance Statistics for Risk Averters and Risk Seekers Bai, Zhidong Li, Hua McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	3
2012	Robust Ranking of Journal Quality Chang, Chia-Lin Maasoumi, Esfandiar McAleer, Michael	Artículo ^ARTICULO	3
2017	Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization Bai, Zhidong Li, Hua McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	3
2012	What do Experts Know About Ranking Journal Quality? Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	3
2017	An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series Allen, David E McAleer, Michael Singh, Abhay K.	Artículo ^ARTICULO	3
2011	Risk Management of Risk Under the Basel Accord Casarin, Roberto Chang, Chia-Lin Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez Amaral, Teodosio	Artículo ^ARTICULO	3
2016	Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers Asai, Manabu Lin Chang, Chia McAleer, Michael	Artículo ^ARTICULO	2
2011	Interdependence of international tourism demand and volatily in leading ASEAN destinations Chang, Chia-Lin Khamkaew, Thanchanok Tansuchat, Roengchai McAleer, Michael	Artículo	2
2012	Robust Estimation and Forecasting of the Capital Asset Pricing Model Bian, Guorui McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	2
2011	Modelling and Forecasting Noisy Realized Volatility Asai, Manabu McAleer, Michael Medeiros, Marcelo C.	Artículo ^ARTICULO	2
2012	Evaluating Macroeconomic Forecasts Franses, Philip Hans McAleer, Michael Legerstee, Rianne	Artículo ^ARTICULO	2
2011	Great Expectatrics: Chang, Chia-Lin McAleer, Michael Oxley, Les	Artículo ^ARTICULO	2
2011	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	2
2014	Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance Asai, Manabu McAleer, Michael	Artículo ^ARTICULO	2
2014	European Market Portfolio Diversification Strategies across the GFC Allen, David E McAleer, Michael Powell, Robert J. Singh, Abhay K.	Artículo ^ARTICULO	2
2013	Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	2
2016	Management science, economics and finance: Chang, Chia-Lin McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	2
2009	Modelling International Tourist Arrivals and Volatility Chang, Chia-Lin McAleer, Michael Slottje, Dan	Artículo ^ARTICULO	2
2014	Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	2
2012	Risk Management and Financial Derivatives Hammoudeh, Shawkat McAleer, Michael	Artículo ^ARTICULO	2
2011	Asymmetry and Long Memory in Volatility Modelling Asai, Manabu McAleer, Michael Medeiros, Marcelo C.	Artículo ^ARTICULO	2
2013	Ten Things You Should Know About the Dynamic Conditional Correlation Representation Caporin, Massimiliano McAleer, Michael	Artículo ^ARTICULO	2
2015	The Impact of Jumps and Leverage in Forecasting Co-Volatility Asai, Manabu McAleer, Michael	Artículo ^ARTICULO	2
2017	The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	2
2014	Machine news and volatility: Allen, David E. McAleer, Michael Singh, Abhay K.	Artículo ^ARTICULO	2
2011	How are Journal Impact, Prestige and Article Influence Related? Chang, Chia-Lin McAleer, Michael Oxley, Les	Artículo ^ARTICULO	2
2011	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns Chang, Chia-Lin McAleer, Michael Tansuchat, Roengchai	Artículo ^ARTICULO	2
2014	Volatility Spillovers from Australia's major trading partners across the GFC Allen, David E McAleer, Michael Singh, Abhay K.	Artículo ^ARTICULO	1
2012	Globalization and Knowledge Spillover Chang, Chia-Lin Chen, Sung-Po McAleer, Michael	Artículo ^ARTICULO	1
2011	Risk Spillovers in Oil-Related CDS, Stock and Credit Markets Hammoudeh, Shawkat Tengdong, Liu Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	1
2009	Modelling the Asymmetric Volatility in Hog Prices in Taiwan: Chang, Chia-Lin Biing-Wen, Huang Meng-Gu, Chen McAleer, Michael	Artículo ^ARTICULO	1
2009	Optimal Risk Management Before, During and After the 2008-09 Financial Crisis McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	1
2019	What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model McAleer, Michael	Artículo ^ARTICULO	1
2014	Asymmetric Realized Volatility Risk Allen, David E. McAleer, Michael Scharth, Marcel	Artículo ^ARTICULO	1
2012	Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia Chang, Chia-Lin Khamkaew, Thanchanok McAleer, Michael	Artículo ^ARTICULO	1
2015	Daily Market News Sentiment and Stock Prices Allen, David E McAleer, Michael Singh, Abhay K.	Artículo ^ARTICULO	1
2019	The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures Asai, Manabu Gupta, Rangan McAleer, Michael	Artículo ^ARTICULO	1
2016	Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances Chang, Chia-Lin McAleer, Michael Wang, Yanghuiting	Artículo ^ARTICULO	1
2015	Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	1
2015	Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	1
2019	Size, Internationalization and University Rankings McAleer, Michael Nakamura, Tamotsu Watkins, Clinton	Artículo ^ARTICULO	1
2011	Testing the Box-Cox Parameter for an Integrated Process Huang, Jian Kobayashi, Masahito McAleer, Michael	Artículo ^ARTICULO	1
2018	Simple Market Timing with Moving Averages Ilomäki, Jukka Laurila, Hannu McAleer, Michael	Artículo ^ARTICULO	1
2015	Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC Allen, David E McAleer, Michael Powell, Robert J. Singh, Abhay K.	Artículo ^ARTICULO	1
2011	Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range Chen, Cathy W. S. Gerlach, Richard Hwang, Bruce B.K. McAleer, Michael	Artículo ^ARTICULO	1
2009	Estimating the impact of avian flu on international tourism demand using panel data Kuo, Hsiao-I Chang, Chia-Lin Huang, Bing-Wen Chen, Chi-Chung McAleer, Michael	Artículo	1
2009	Modelling air passenger arrivals in the Balearic and Canary Islands, Spain Bartolomé, Ana McAleer, Michael Ramos Pérez (1919-2011), Vicente Rey-Maquieira Palmer, Javier	Artículo	1
2012	Has the Basel Accord Improved Risk Management During the Global Financial Crisis? McAleer, Michael Jiménez-Martín, Juan-Ángel Pérez Amaral, Teodosio	Artículo ^ARTICULO	1
2009	A Simple Expected Volatility (SEV) Index: Wiphatthanananthakul, Chatayan McAleer, Michael	Artículo ^ARTICULO	1
2009	Modelling Sustainable International Tourism Demand to the Brazilian Amazon Divino, José Ângelo C. A. McAleer, Michael	Artículo ^ARTICULO	1
2017	You’ve Got Email Chaipornkaew, Piyanuch Prexawanprasut, Takorn McAleer, Michael	Artículo ^ARTICULO	1
2011	Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan Chang, Chia-Lin McAleer, Michael Lim, Christine	Artículo ^ARTICULO	1
2016	Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes Asai, Manabu McAleer, Michael	Artículo ^ARTICULO	1
2018	Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK Chang, Chia-Lin Hsieh, Tai-Lin McAleer, Michael	Artículo ^ARTICULO	1
2017	The Fiction of Full BEKK Chang, Chia-Lin McAleer, Michael	Artículo ^ARTICULO	1
2014	Advances in Financial Risk Management and Economic Policy Uncertainty: Hammoudeh, Shawkat McAleer, Michael	Artículo ^ARTICULO	1
2012	Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence Chang, Chia-Lin McAleer, Michael Oxley, Les	Artículo ^ARTICULO	1
2013	Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility Chen, Ping-Yu Chang, Chia-Lin Chen, Chi-Chung McAleer, Michael	Artículo ^ARTICULO	1
2018	Fake news and indifference to truth Allen, David E McAleer, Michael Reid, David McHardy	Artículo ^ARTICULO	1
2011	Risk Management of Risk under the Basel Accord Chang, Chia-Lin Jiménez-Martín, Juan-Ángel McAleer, Michael Pérez Amaral, Teodosio	Artículo ^ARTICULO	1
2013	Herding, Information Cascades and Volatility Spillovers in Futures Markets McAleer, Michael Radalj, Kim	Artículo ^ARTICULO	1
2018	Big data, computational science, economics, finance, marketing, management, and psychology Chang, Chia-Lin McAleer, Michael Wong, Wing-Keung	Artículo ^ARTICULO	1

* Último cálculo de métricas Dialnet: 28-Oct-2024