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“Modelling and forecasting noisy realized volatility”, Computational Statistics & Data Analysis, 56(1), 2012, 217-239 (with M. Asai and M. Medeiros).
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"It pays to violate: How effective are the Basel Accord penalties in encouraging risk management?”, Accounting and Finance, 52(1), 2012, 95-116 (with B. da Veiga and F. Chan).
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"Citations and impact of ISI tourism and hospitality journals”, Tourism Management Perspectives, 1(1), 2012, 2-8 (with C.-L. Chang).
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"IV estimation of a panel threshold model of tourism specialization and economic development”, Tourism Economics, 18(1), 2012, 5-41 (with C.-L. Chang and T. Khamkaew).
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"Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range”, International Journal of Forecasting, 28(3), 2012, 557-574 (with W.S. Chen, R. Gerlach and B.K. Hwang).
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"Asymmetry and long memory in volatility modelling”, Journal of Financial Econometrics, 10(3), 2012, 495-512 (with M. Asai and M. Medeiros).
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"Causality between market liquidity and depth for energy and grains”, Energy Economics, 34, 2012, 1683-1692 (with M. Sari, S. Hammoudeh and C.-L. Chang).
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"Do we really need both BEKK and DCC? A tale of two multivariate GARCH models”, Journal of Economic Surveys, 26(4), 2012, 736-751 (with M. Caporin).
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"Estimating the impact of whaling on global whale watching”, Tourism Management, 33(6), 2012, 1321-1328 (with C.-C. Chen and H.-I Kuo).
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"Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates”, Japanese Economic Review, 63(3), 2012, 397-419 (with C.-L. Chang).
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"What makes a great journal great in economics? The singer not the song”, Journal of Economic Surveys, 25(2), 2011, 326-361 (with C.-L. Chang and L. Oxley).
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"What makes a great journal great in the sciences? Which came first, the chicken or the egg?”, Scientometrics, 87(1), 2011, 17-40 (with C.-L. Chang and L. Oxley).
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"Alternative asymmetric stochastic volatility models”, Econometric Reviews, 30(5), 2011, 548-564 (with M. Asai).
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"Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH”, Statistica Neerlandica, 65(2), 2011, 125-163 (with M. Caporin).
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"Interdependence of international tourism demand and volatility in leading ASEAN destinations”, Tourism Economics, 17(3), 2011, 481-507 (with C.-L. Chang, T. Khamkaew and R. Tansuchat).
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"Great expectatrics: Great papers, great journals, great econometrics”, Econometric Reviews, 30(6), 2011, 583-619 (with C.-L. Chang and L. Oxley).
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"How accurate are government forecasts of economic fundamentals? The case of Taiwan”, International Journal of Forecasting, 27(4), 2011, 1066-1075 (with C.-L. Chang and P.H. Franses).
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"Crude oil hedging strategies using dynamic multivariate GARCH”, Energy Economics, 33(5), 2011, 912-923 (with C.-L. Chang and R. Tansuchat).
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"Moment restriction-based econometric methods: An overview”, Journal of Econometrics, 165(1), 2011, 1-4 (with N. Kunitomo and Y. Nishiyama).
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"Moment-based estimation of smooth transition regression models with endogenous variables”, Journal of Econometrics, 165(1), 2011, 100-111 (with W. Areosa and M. Medeiros).
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"Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX data”, Managerial Finance, 37(11), 2011, 1048-1067 (with I. Ishida and K. Oya).
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"Risk management of risk under the Basel Accord: Forecasting value-at-risk of VIX futures”, Managerial Finance, 37(11), 2011, 1088-1106 (with C.-L. Chang, J.-A. Jimenez-Martin and T. Perez Amaral).
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"How are journal impact, prestige and article influence related? An application to neuroscience”, Journal of Applied Statistics, 38(11), 2011, 2563-2573 (with C.-L. Chang and L. Oxley).
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“Risk management of precious metals”, Quarterly Review of Economics and Finance, 51, 2011, 435-441 (with S. Hammoudeh and F. Malik).
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"Dynamic conditional correlations for asymmetric processes”, Journal of the Japan Statistical Society, 41(2), 2011, 143-157 (with M. Asai).