KIER 京都大学経済研究所 Kyoto Institute of Economic Research

JP

Publication

Date
From
to
Keyword
JEL
No.
Author
Title
Date
0784
Michael McAleer, Roberto Casarin, Chia-Lin Chang, Juan-Ángel Jiménez-Martín and Teodosio Pérez-Amaral
Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
2011/07
0783
Michael McAleer, Chia-Lin Chang And Christine Lim
Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
2011/07
0782
Michael McAleer, Paulo Araújo Santos, Juan-Ángel Jiménez-Martín and Teodosio Pérez Amaral
“GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
2011/07
0781
Michael McAleer and Chia-Lin Chang
Citations and Impact of ISI Tourism and Hospitality Journals
2011/07
0780
Ippei Fujiwara, Tomoyuki Nakajima, Nao Sudo,and Yuki Teranishi
Global Liquidity Trap
2011/06
0779
Michael McAleer, Philip Hans Franses and Chia-Lin Chang
Analyzing Fixed-event Forecast Revisions
2011/06
0778
Michael McAleer and Massimiliano Caporin
Ranking multivariate GARCH models by problem dimension: An empirical evaluation
2011/06
0777
Tomoya Mori and Tony E. Smith
A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations: Methodological Framework
2011/06
0776
Michael McAleer, Shawkat Hammoudeh, Soodabeh Sarafrazi, and Chia-Lin Chang
The Dynamics of Energy-Grain Prices with Open Interest
2011/05
0775
Michael McAleer, Cathy Chen, Richard Gerlach and Bruce Hwang
Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
2011/05

Journal / Editorial Cooperation

Pacific Economic Review
Pacific Economic Review is an international academic journal published by the Hong Kong Economic Association, and is highly regarded by economists around the world as a leading journal in East Asia. By editing the December issue of Pacific Economic Review, the Institute of Economic Research, Kyoto University aims to further strengthen its position as the leading academic journal in East Asia.
The Journal of Comparative Economic Studies
"The Journal of Comparative Economic Studies" (JCES, ISSN 1880-411X) is a peer-reviewed journal on Comparative Economics, published by the Japanese Society for Comparative Economic Studies (JSCES).
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