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citations
by 'Christian Zimmermann' 10 Sep '11

10 Sep '11

I back from 24 hours off-line (still have to take a flight). There does not seem to be a resolution of the citation problem so far. In fact, my citations are even further down: 8 from 11 and 180 originally. And complaints are still coming steadily... -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/

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Question concerning monthly statistics (fwd)
by 'Christian Zimmermann' 08 Sep '11

08 Sep '11

And another one. There are many more. -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/ ---------- Forwarded message ---------- Date: Thu, 8 Sep 2011 13:05:01 +0200 From: Peter Huber <Peter.Huber(a)wifo.ac.at> To: Christian Zimmermann <zimmermann(a)stlouisfed.org> Subject: Question concerning monthly statistics Dear Mr. Zimmermann I seem to have a problem with the citations on my account. Last month the number of citations recorded has gone down from 76 to 71 and checking in my account I seem to only have 13 left, despite the IDEAS citation analysis showing many more THE FAQ page says 1. This can happen when you remove items from your profile, when a publisher removes some items from the database (either refering or citing), or when we notice that two citing or cited papers are different versions of the same work. It can also happen that we remove wrongly attributed citations (something you can also do: log into your profile, then click on "citations" and "identified"). -I have not removed any items from the data base -I am also not aware of any wrongly attributed citations in my list at IDEAS Have so many publishers deleted items referring to my work, or has something gone wrong? Can I do anything about this reduction? Thanks Peter Huber -- ___________________________________________________________________ Österreichisches Institut für Wirtschaftsforschung WIFO Name: Peter Huber Postadresse: Postfach 91 Tel.: +43-1-7982601-404 A-1103 Wien Fax: +43-1-7989386 Österreich Mail: Peter.Huber(a)wifo.ac.at Standort: Arsenal Objekt 20 http://www.wifo.ac.at/ A-1030 Wien For downloadable recent working papers and journal articles see: http://ideas.repec.org/e/phu175.html For downloadable studies see: http://www.wifo.ac.at/wwa/jsp/index.jsp?&fid=18 Christian Zimmermann <zimmermann(a)stlouisfed.org> schrieb am 07.09.2011 13:54:41: > [Bild entfernt] > > [RePEc] Your monthly statistics > > Christian Zimmermann > > an: > > huber > > 07.09.2011 13:54 > > Peter Huber, > > > this is a monthly message to inform you about the visibility of > your works through RePEc. This message also contains information on > how to update your profile. > > ======================= > IF YOU HAVE MOVED: make sure to have the correct email address and > affiliation in your account! > > RePEc is volunteer based, and you may be interested in participating! See > our blog at http://blog.repec.org/ for volunteer opportunities, as well as > a discussion on whether working papers should be withdrawn. > ======================= > > For additional frequently asked questions, see http://authors.repec.org/FAQ. > > > Watch further down in this message for new citations to your works > we have uncovered. > > Your ranking analysis, along with links to your profile pages on the > various RePEc services, is available at: > http://ideas.repec.org/cgi-bin/rank.cgi?phu175&rAXo > > This link is valid only for a month. You can directly check > for new items you could add to your profile here: > http://authors.repec.org/?login=huber@wifo.ac.at > > Your profile currently contains 81 items, among them 43 papers, 39 articles. > Below are some traffic statistics for all these items, as provided by > LogEc. More details for each of your works are available directly at > http://logec.repec.org/RAS/phu175.htm > > Abstract File > views downloads > Last month 81 24 > Previous month 110 45 > Last 3 months 268 103 > Last 12 months 1239 494 > Since start 6571 2194 > > We have found the following citations to your works during the last month: > > - Peter Huber, 2004. > "Inter-regional Mobility in Europe. A Note on the Cross-Country Evidence," > WIFO Working Papers 221, WIFO. > > cited in: > ** - Silaghi, Monica Ioana & Ghatak, Subrata, 2011. > "Why do not They Move from Rural to Urban Areas? Inter-Regional > Migration in Romania," Journal for Economic Forecasting, Institute > for Economic Forecasting, vol. 0(1), pages 143-158, March. > > - Peter Huber & Michael Pfaffermayr, 2010. > "Testing for Conditional Convergence in Variance and Skewness: The > Firm Size Distribution Revisited," Oxford Bulletin of Economics and > Statistics, Department of Economics, University of Oxford, vol. 72 > (5), pages 648-668, October. > > cited in: > ** - Peter Huber & Harald Oberhofer & Michael Pfaffermayr, 2011. > "Job Creation and the Intra-distribution Dynamics of the Firm Size > Distribution," > WIFO Working Papers 395, WIFO. > > - Peter Huber, 1997. > "Stock market returns in thin markets: evidence from the Vienna > Stock Exchange," Applied Financial Economics, Taylor and Francis > Journals, vol. 7(5), pages 493-498. > > cited in: > ** - Alexandros E. Milionis & Evangelia Papanagiotou, 2008. > "A Note on the Use of Moving Average Trading Rules to Test For Weak > from Efficiency in Capital Markets," > Working Papers 91, Bank of Greece. > > ** - Graham Smith & Hyun-Jung Ryoo, 2003. > "Variance ratio tests of the random walk hypothesis for European > emerging stock markets," European Journal of Finance, Taylor and > Francis Journals, vol. 9(3), pages 290-300. > > ** - Twm Evans, 2006. > "Efficiency tests of the UK financial futures markets and the impact > of electronic trading systems," Applied Financial Economics, Taylor > and Francis Journals, vol. 16(17), pages 1273-1283. > > ** - Paresh Kumar Narayan, 2005. > "Are the Australian and New Zealand stock prices nonlinear with a > unit root?," Applied Economics, Taylor and Francis Journals, vol. 37 > (18), pages 2161-2166. > > ** - Paresh Narayan & Arti Prasad, 2007. > "Mean Reversion in Stock Prices: New Evidence from Panel Unit Root > Tests for Seventeen European Countries," Economics Bulletin, > AccessEcon, vol. 3(34), pages 1-6. > > ** - Alt, Raimund & Fortin, Ines & Weinberger, Simon, 2002. > "The Day-of-the-Week Effect Revisited: An Alternative Testing Approach," > Economics Series 127, Institute for Advanced Studies. > > ** - Qaiser Munir & Kasim Mansur, 2009. > "Is Malaysian Stock Market Efficient? Evidence from Threshold Unit > Root Tests," Economics Bulletin, AccessEcon, vol. 29(2), pages 1359-1370. > > ** - Marcos Alvarez DÃaz & Lucy Amigo DobaÃ±o & Francisco RodrÃ > guez de Prado, . > "Taxing on Housing: A Welfare Evaluation of the Spanish Personal Income Tax," > Studies on the Spanish Economy 142, FEDEA. > > > Note that your profile on IDEAS may not yet reflect these new > citations due to the rotation schedule for the web site update. If > any of these citations does not appear to be correct, please log > into your profile, and then click on citations to make appropriate > adjustments. You may also find additional citations to approve for > which we had a lower match confidence. > > I encourage you to check from time to time on RePEc for new items > in the database you can claim authorship for, and keep your contact > information current. This is the only way to add new works to your > profile, this is not done automatically. Just use the direct link > http://authors.repec.org/?login=huber@wifo.ac.at > > New items are added continuously, be it from existing working papers > series and journals or from new ones contributing to the database. > And encourage your colleagues to do so as well. There are now over > 29,000 authors registered through RePEc! > > If you have questions, consult the FAQ mentioned above. But do not > hesitate to contact me for any question and encourage others > to register with RePEc! > > Christian Zimmermann > RePEc Team > Economic Research > Federal Reserve Bank of St. Louis > >

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Re: [RAS] RAS migration to St. Louis
by Ivan Kurmanov 08 Sep '11

08 Sep '11

Dan, currently the web server logs RAS accesses and errors to: /var/log/apache2/authors.repec.org-access /var/log/apache2/authors.repec.org-errors Do you think you could reconfigure apache to write those logs in /home/aras/ and change ownership to aras for them? then the ~/bin/nightly script would be able to both send the daily portion of the ...-errors log out and to rotate both logs immediately afterwards. -i

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R: [RePEc] Your monthly statistics (fwd)
by 'Christian Zimmermann' 08 Sep '11

08 Sep '11

and another one! -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/ ---------- Forwarded message ---------- Date: Thu, 8 Sep 2011 10:14:34 +0000 From: massimo.florio(a)unimi.it To: Christian Zimmermann <zimmermann(a)stlouisfed.org> Subject: R: [RePEc] Your monthly statistics Dear Christian Something strange happened to citations this month. They are now a total of 8 out of 107 publications! The previous figure was certainly higher... Thanks Massimo Sent from my BlackBerry® wireless device -----Original Message----- From: Christian Zimmermann <zimmermann(a)stlouisfed.org> Date: Wed, 07 Sep 2011 01:11:18 To: <massimo.florio(a)unimi.it> Subject: [RePEc] Your monthly statistics Massimo Florio, this is a monthly message to inform you about the visibility of your works through RePEc. This message also contains information on how to update your profile. ======================= IF YOU HAVE MOVED: make sure to have the correct email address and affiliation in your account! RePEc is volunteer based, and you may be interested in participating! See our blog at http://blog.repec.org/ for volunteer opportunities, as well as a discussion on whether working papers should be withdrawn. ======================= For additional frequently asked questions, see http://authors.repec.org/FAQ. Watch further down in this message for new citations to your works we have uncovered. Your ranking analysis, along with links to your profile pages on the various RePEc services, is available at: http://ideas.repec.org/cgi-bin/rank.cgi?pfl10&RHqD This link is valid only for a month. You can directly check for new items you could add to your profile here: http://authors.repec.org/?login=massimo.florio@unimi.it Your profile currently contains 107 items, among them 80 papers, 26 articles. Below are some traffic statistics for all these items, as provided by LogEc. More details for each of your works are available directly at http://logec.repec.org/RAS/pfl10.htm Abstract File views downloads Last month 146 48 Previous month 238 94 Last 3 months 655 292 Last 12 months 3453 1414 Since start 22029 7682 We have found the following citations to your works during the last month: - Daniele CHECCHI & Massimo FLORIO & Jorge CARRERA, 2004. "Privatization discontent and its determinants: evidence from Latin America," Departemental Working Papers 2004-23, Department of Economics, Business and Statistics at UniversitÃ degli Studi di Milano. cited in: ** - Mauricio Olivera & Felipe Barrera, 2007. "Does Society Win or Lose as a Result of Privatization? The Case of Water Sector Privatization in Colombia," RES Working Papers 3230, Inter-American Development Bank, Research Department. ** - Mauricio Olivera & Felipe Barrera, 2007. "La sociedad gana o pierde como resultado de la privatizacion? El caso de Colombia," RES Working Papers 3231, Inter-American Development Bank, Research Department. - Carlo Fiorio & Massimo Florio & Raffaele Doronzo, 2007. "The Electricity Industry Reform Paradigm in the European Union: Testing the Impact on Consumers," UNIMI - Research Papers in Economics, Business, and Statistics 1066, UniversitÃ¡ degli Studi di Milano. cited in: ** - Erdogdu, Erkan, 2011. "What happened to efficiency in electricity industries after reforms?," MPRA Paper 32483, University Library of Munich, Germany. - Daniele Checchi & Massimo Florio & Jorge Carrera, 2009. "Privatisation Discontent and Utility Reform in Latin America," The Journal of Development Studies, Taylor and Francis Journals, vol. 45(3), pages 333-350. cited in: ** - Mbuvi, Dorcas & Tarsim, Achraf, 2011. "Managerial ownership and urban water utilities efficiency in Uganda," UNU-MERIT Working Paper Series 036, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. - Fiorio, Carlo V. & Florio, Massimo, 2011. "Â«Would you say that the price you pay for electricity is fair?Â» Consumers' satisfaction and utility reforms in the EU15," Energy Economics, Elsevier, vol. 33(2), pages 178-187, March. cited in: ** - Carlo V. Fiorio & Massimo Florio, 2010. "A Fair Price for Energy? Ownership versus Market Opening in the EU15," CESifo Working Paper Series 3124, CESifo Group Munich. Note that your profile on IDEAS may not yet reflect these new citations due to the rotation schedule for the web site update. If any of these citations does not appear to be correct, please log into your profile, and then click on citations to make appropriate adjustments. You may also find additional citations to approve for which we had a lower match confidence. I encourage you to check from time to time on RePEc for new items in the database you can claim authorship for, and keep your contact information current. This is the only way to add new works to your profile, this is not done automatically. Just use the direct link http://authors.repec.org/?login=massimo.florio@unimi.it New items are added continuously, be it from existing working papers series and journals or from new ones contributing to the database. And encourage your colleagues to do so as well. There are now over 29,000 authors registered through RePEc! If you have questions, consult the FAQ mentioned above. But do not hesitate to contact me for any question and encourage others to register with RePEc! Christian Zimmermann RePEc Team Economic Research Federal Reserve Bank of St. Louis

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Re: [RAS] [RePEc] Your monthly statistics (fwd)
by 'Christian Zimmermann' 08 Sep '11

08 Sep '11

Other complaint... -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/ ---------- Forwarded message ---------- Date: Thu, 8 Sep 2011 10:58:19 +0100 From: P.Levine(a)surrey.ac.uk To: zimmermann(a)stlouisfed.org Subject: RE: [RePEc] Your monthly statistics Dear Christian The dreaded loss of citations has struck again - down from over 600 in my case to only 81! By the way we will meet for the first time in Warsaw later this month. Best Paul -----Original Message----- From: Christian Zimmermann [mailto:zimmermann@stlouisfed.org] Sent: 06 September 2011 21:13 To: Levine PL Prof (Economics) Subject: [RePEc] Your monthly statistics Paul Levine, this is a monthly message to inform you about the visibility of your works through RePEc. This message also contains information on how to update your profile. ======================= IF YOU HAVE MOVED: make sure to have the correct email address and affiliation in your account! RePEc is volunteer based, and you may be interested in participating! See our blog at http://blog.repec.org/ for volunteer opportunities, as well as a discussion on whether working papers should be withdrawn. ======================= For additional frequently asked questions, see http://authors.repec.org/FAQ. Watch further down in this message for new citations to your works we have uncovered. Your ranking analysis, along with links to your profile pages on the various RePEc services, is available at: http://ideas.repec.org/cgi-bin/rank.cgi?ple338&yCUS This link is valid only for a month. You can directly check for new items you could add to your profile here: http://authors.repec.org/?login=p.levine@surrey.ac.uk Your profile currently contains 193 items, among them 113 papers, 73 articles, 1 book. Below are some traffic statistics for all these items, as provided by LogEc. More details for each of your works are available directly at http://logec.repec.org/RAS/ple338.htm Abstract File views downloads Last month 401 128 Previous month 407 193 Last 3 months 1225 500 Last 12 months 6461 2286 Since start 64178 17193 We have found the following citations to your works during the last month: - al-Nowaihi, A. & Levine, P. L., 1985. "The stability of the cournot oligopoly model: A reassessment," Journal of Economic Theory, Elsevier, vol. 35(2), pages 307-321, August. cited in: ** - Chuman, Eiichi, 2010. "Comparing Cournot and Stackelberg Duopoly," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 51(2), pages 59-73, December. - Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Macroeconomics Working Papers 2222, East Asian Bureau of Economic Research. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. - Paul Levine & Fotis Mouzakis & Ron Smith, 2000. "Arms export controls and emerging domestic producers," Defence and Peace Economics, Taylor and Francis Journals, vol. 11(3), pages 505-531. cited in: ** - Maria del Carmen Garcia-Alonso & Paul Levine, 2003. "Arms Export Controls, Subsidies and the WTO Exemption," Studies in Economics 0304, Department of Economics, University of Kent. ** - Maria Garcia-Alonso & Paul Levine, 2004. "Strategic Procurement, Openness and Market Structure," Department of Economics Discussion Papers 0904, Department of Economics, University of Surrey. - Ghatak, Subrata & Levine, Paul & Price, Stephen Wheatley, 1996. " Migration Theories and Evidence: An Assessment," Journal of Economic Surveys, Wiley Blackwell, vol. 10(2), pages 159-98, June. cited in: ** - Czaika, Mathias, 2011. "Internal and international migration as response of double deprivation: some evidence from India," Proceedings of the German Development Economics Conference, Berlin 2011 21, Verein fÃ¼r Socialpolitik, Research Committee Development Economics. ** - JesÃºs Clemente & Rafael GonzÃ¡lez-Val & Irene Olloqui, 2011. "Zipfâ€™s and Gibratâ€™s laws for migrations," The Annals of Regional Science, Springer, vol. 47(1), pages 235-248, August. ** - Arntz, Melanie & Lo, Simon M. S. & Wilke, Ralf A., 2008. "Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on migration in Germany (Revised version of the FDZ Methodenbericht No. 04/2007)," FDZ Methodenreport 200806_en, Institut fÃ¼r Arbeitsmarkt- und Berufsforschung (IAB), NÃ¼rnberg [Institute for Employment Research, Nuremberg, Germany]. - Mark Harris & Paul Levine & Christopher Spencer, 2011. "A decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," Public Choice, Springer, vol. 146(3), pages 413-442, March. cited in: ** - Alessandro Riboni & Francisco J. Ruge-Murcia, 2011. "Dissent in Monetary Policy Decisions," Working Paper Series 27_11, Rimini Centre for Economic Analysis. - Levine, Paul & McAdam, Peter & Pearlman, Joseph, 2008. "Quantifying and sustaining welfare gains from monetary commitment," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1253-1276, October. cited in: ** - Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," Department of Economics Discussion Papers 0711, Department of Economics, University of Surrey. - Budd, Alan & Levine, Paul & Smith, Peter, 1988. "Unemployment, Vacancies and the Long-term Unemployed," Economic Journal, Royal Economic Society, vol. 98(393), pages 1071-91, December. cited in: ** - Blanchard, Olivier Jean, 1989. "Les courbes de Beveridge et de Phillips comme outils dâ€™analyse du chÃ´mage," L'ActualitÃ© Economique, SociÃ©tÃ© Canadienne de Science Economique, vol. 65(3), pages 396-422, septembre. - Batini, Nicoletta & Gabriel, Vasco & Levine, Paul, 2010. "A Floating versus managed exchange rate regime in a DSGE model of India," Working Papers 10/70, National Institute of Public Finance and Policy. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. - Vasco J. Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," NIPE Working Papers 29/2010, NIPE - Universidade do Minho. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. - Nicoletta Batini & Vasco Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," Department of Economics Discussion Papers 0410, Department of Economics, University of Surrey. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. - Nicoletta Batini & Paul Levine & Young-Bae Kim & Emanuela Lotti, 2010. "Informal Labour and Credit Markets: A Survey," IMF Working Papers 10/42, International Monetary Fund. cited in: ** - Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," Department of Economics Discussion Papers 0711, Department of Economics, University of Surrey. - Nicoletta Batini & Paul Levine & Joseph Pearlman, 2009. "Monetary and Fiscal Rules in an Emerging Small Open Economy," IMF Working Papers 09/22, International Monetary Fund. cited in: ** - Nicoletta Batini & Paul Levine & Emanuela Lotti & Bo Yang, 2011. "Informality, Frictions and Monetary Policy," Department of Economics Discussion Papers 0711, Department of Economics, University of Surrey. ** - Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Monetary Policy Rules in the BRICS: How Important is Nonlinearity?," NIPE Working Papers 18/2011, NIPE - Universidade do Minho. - Nicoletta Batini & Vasco J. Gabriel & Paul Levine & Joseph Pearlman, 2010. "A Floating versus Managed Exchange Rate Regime in a DSGE Model of India," NIPE Working Papers 31/2010, NIPE - Universidade do Minho. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. - Vasco Gabriel & Paul Levine & Joseph Pearlman & Bo Yang, 2010. "An Estimated DSGE Model of the Indian Economy," Department of Economics Discussion Papers 1210, Department of Economics, University of Surrey. cited in: ** - Ghate, Chetan & Pandey, Radhika & Patnaik, Ila, 2011. "Has India emerged? Business cycle facts from a transitioning economy," Working Papers 11/88, National Institute of Public Finance and Policy. Note that your profile on IDEAS may not yet reflect these new citations due to the rotation schedule for the web site update. If any of these citations does not appear to be correct, please log into your profile, and then click on citations to make appropriate adjustments. You may also find additional citations to approve for which we had a lower match confidence. I encourage you to check from time to time on RePEc for new items in the database you can claim authorship for, and keep your contact information current. This is the only way to add new works to your profile, this is not done automatically. Just use the direct link http://authors.repec.org/?login=p.levine@surrey.ac.uk New items are added continuously, be it from existing working papers series and journals or from new ones contributing to the database. And encourage your colleagues to do so as well. There are now over 29,000 authors registered through RePEc! If you have questions, consult the FAQ mentioned above. But do not hesitate to contact me for any question and encourage others to register with RePEc! Christian Zimmermann RePEc Team Economic Research Federal Reserve Bank of St. Louis

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Fwd: 909 is down from 995 eight days ago, but up from 651 four days ago - the citations go down just before the rankings are released, and come up again after they have been released (fwd)
by 'Christian Zimmermann' 08 Sep '11

08 Sep '11

Someone complaining about major citation loss. -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/ ---------- Forwarded message ---------- Date: Thu, 8 Sep 2011 01:02:56 +0200 From: Michael McAleer <michael.mcaleer(a)gmail.com> To: Christian Zimmermann <zimmermann(a)stlouisfed.org> Subject: Fwd: 909 is down from 995 eight days ago, but up from 651 four days ago - the citations go down just before the rankings are released, and come up again after they have been released Dear Professor Zimmermann, On 3 September 2011, I had 960 citations to the documents identified in my research profile. On 4 September 2011, I had 934 citations to the documents identified in my research profile. On 8 September 2011, I had 111 citations to the documents identified in my research profile. Even by the amazing data contortions and distortions that I have observed in RePEc over the last few years, this is truly unbelievable. Yours sincerely, Michael McAleer ---------- Forwarded message ---------- From: Michael McAleer <michael.mcaleer(a)gmail.com> Date: Thu, Sep 8, 2011 at 12:53 AM Subject: Re: 909 is down from 995 eight days ago, but up from 651 four days ago - the citations go down just before the rankings are released, and come up again after they have been released To: michael.mcaleer(a)gmail.com Now 111. Citation Profile Here you deal with citations to your works by other researchers. We search for citations based on your name variations<http://authors.repec.org/name!7cd0562f#variations>and your research profile <http://authors.repec.org/research/identified!7cd0562f>. The search is automatic and is done in offline, but you deal with its results here. We don't have any new citations for you. A total of 111 citations are identified to the documents<http://authors.repec.org/citations/doclist!7cd0562f>of your research profile <http://authors.repec.org/research/identified!7cd0562f>. document title citations identified<http://authors.repec.org/citations/doclist/by-id!7cd0562f> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!7cd0562f> details <http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> 11<http://authors.repec.org/citations/identified/dasy1248!7cd0562f> *Recent Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!7cd0562f> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> 6<http://authors.repec.org/citations/identified/drec854!7cd0562f> *Stationarity and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!7cd0562f> details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> 6<http://authors.repec.org/citations/identified/dsta2238!7cd0562f> *Multivariate Stochastic Volatility*<http://authors.repec.org/citations/identified/dmul3766!7cd0562f> details <http://ideas.repec.org/p/eab/microe/1143.html> 6<http://authors.repec.org/citations/identified/dmul3766!7cd0562f> *Realized Volatility: A Review*<http://authors.repec.org/citations/identified/drea2279!7cd0562f> details <http://ideas.repec.org/a/taf/emetrv/v27y2008i1-3p10-45.html> 5<http://authors.repec.org/citations/identified/drea2279!7cd0562f> Full table of documents and citations.<http://authors.repec.org/citations/doclist!7cd0562f> On Sun, Sep 4, 2011 at 12:16 PM, Michael McAleer <michael.mcaleer(a)gmail.com>wrote: > Now 934. Citation Profile > > Here you deal with citations to your works by other researchers. We search > for citations based on your name variations<http://authors.repec.org/name!a94ca335#variations>and your research > profile <http://authors.repec.org/research/identified!a94ca335>. The > search is automatic and is done in offline, but you deal with its results > here. > > We don't have any new citations for you. > > A total of 934 citations are identified to the documents<http://authors.repec.org/citations/doclist!a94ca335>of your research > profile <http://authors.repec.org/research/identified!a94ca335>. > document title citations identified<http://authors.repec.org/citations/doclist/by-id!a94ca335> > potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!a94ca335> > details <http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> > 87 <http://authors.repec.org/citations/identified/dasy1248!a94ca335> *AUTOMATED > INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!a94ca335> > details <http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> > 50 <http://authors.repec.org/citations/identified/daut446!a94ca335> *Recent > Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!a94ca335> > details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> 48<http://authors.repec.org/citations/identified/drec854!a94ca335> > *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND > ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!a94ca335> > details <http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> > 48 <http://authors.repec.org/citations/identified/dnec97!a94ca335> *Stationarity > and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!a94ca335> > details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> 42<http://authors.repec.org/citations/identified/dsta2238!a94ca335> > > Full table of documents and citations.<http://authors.repec.org/citations/doclist!a94ca335> > > > > > On Sat, Sep 3, 2011 at 11:19 PM, Michael McAleer < > michael.mcaleer(a)gmail.com> wrote: > >> Now 936. Citation Profile >> >> Here you deal with citations to your works by other researchers. We search >> for citations based on your name variations<http://authors.repec.org/name!88d4a3c6#variations>and your research >> profile <http://authors.repec.org/research/identified!88d4a3c6>. The >> search is automatic and is done in offline, but you deal with its results >> here. >> >> We don't have any new citations for you. >> >> A total of 936 citations are identified to the documents<http://authors.repec.org/citations/doclist!88d4a3c6>of your research >> profile <http://authors.repec.org/research/identified!88d4a3c6>. >> document title citations identified<http://authors.repec.org/citations/doclist/by-id!88d4a3c6> >> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!88d4a3c6> >> details <http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >> 87 <http://authors.repec.org/citations/identified/dasy1248!88d4a3c6> *AUTOMATED >> INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!88d4a3c6> >> details <http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >> 50 <http://authors.repec.org/citations/identified/daut446!88d4a3c6> *Recent >> Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!88d4a3c6> >> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> 48<http://authors.repec.org/citations/identified/drec854!88d4a3c6> >> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!88d4a3c6> >> details <http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >> 48 <http://authors.repec.org/citations/identified/dnec97!88d4a3c6> *Stationarity >> and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!88d4a3c6> >> details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> 42<http://authors.repec.org/citations/identified/dsta2238!88d4a3c6> >> >> Full table of documents and citations.<http://authors.repec.org/citations/doclist!88d4a3c6> >> >> >> >> >> On Sat, Sep 3, 2011 at 11:35 AM, Michael McAleer < >> michael.mcaleer(a)gmail.com> wrote: >> >>> Now 960. Citation Profile >>> >>> Here you deal with citations to your works by other researchers. We >>> search for citations based on your name variations<http://authors.repec.org/name!27126c0e#variations>and your research >>> profile <http://authors.repec.org/research/identified!27126c0e>. The >>> search is automatic and is done in offline, but you deal with its results >>> here. >>> >>> We don't have any new citations for you. >>> >>> A total of 960 citations are identified to the documents<http://authors.repec.org/citations/doclist!27126c0e>of your research >>> profile <http://authors.repec.org/research/identified!27126c0e>. >>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!27126c0e> >>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!27126c0e> >>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>> 89 <http://authors.repec.org/citations/identified/dasy1248!27126c0e> *AUTOMATED >>> INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!27126c0e> >>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>> 52 <http://authors.repec.org/citations/identified/daut446!27126c0e> *Recent >>> Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!27126c0e> >>> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> 49<http://authors.repec.org/citations/identified/drec854!27126c0e> >>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!27126c0e> >>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>> 49 <http://authors.repec.org/citations/identified/dnec97!27126c0e> *Stationarity >>> and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!27126c0e> >>> details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>> 43 <http://authors.repec.org/citations/identified/dsta2238!27126c0e> >>> >>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!27126c0e> >>> >>> >>> >>> >>> On Thu, Sep 1, 2011 at 3:38 PM, Michael McAleer < >>> michael.mcaleer(a)gmail.com> wrote: >>> >>>> Now 954. Citation Profile >>>> >>>> Here you deal with citations to your works by other researchers. We >>>> search for citations based on your name variations<http://authors.repec.org/name!b9a438bc#variations>and your research >>>> profile <http://authors.repec.org/research/identified!b9a438bc>. The >>>> search is automatic and is done in offline, but you deal with its results >>>> here. >>>> >>>> We don't have any new citations for you. >>>> >>>> A total of 954 citations are identified to the documents<http://authors.repec.org/citations/doclist!b9a438bc>of your research >>>> profile <http://authors.repec.org/research/identified!b9a438bc>. >>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!b9a438bc> >>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL >>>> * <http://authors.repec.org/citations/identified/dasy1248!b9a438bc> >>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>> 89 <http://authors.repec.org/citations/identified/dasy1248!b9a438bc> *AUTOMATED >>>> INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!b9a438bc> >>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>> 52 <http://authors.repec.org/citations/identified/daut446!b9a438bc> *Recent >>>> Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!b9a438bc> >>>> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> 49<http://authors.repec.org/citations/identified/drec854!b9a438bc> >>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!b9a438bc> >>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>> 49 <http://authors.repec.org/citations/identified/dnec97!b9a438bc> *Stationarity >>>> and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!b9a438bc> >>>> details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>> 43 <http://authors.repec.org/citations/identified/dsta2238!b9a438bc> >>>> >>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!b9a438bc> >>>> >>>> >>>> >>>> >>>> On Mon, Aug 29, 2011 at 5:24 PM, Michael McAleer < >>>> michael.mcaleer(a)gmail.com> wrote: >>>> >>>>> Now 953. Citation Profile >>>>> >>>>> Here you deal with citations to your works by other researchers. We >>>>> search for citations based on your name variations<http://authors.repec.org/name!d9b15091#variations>and your research >>>>> profile <http://authors.repec.org/research/identified!d9b15091>. The >>>>> search is automatic and is done in offline, but you deal with its results >>>>> here. >>>>> >>>>> We don't have any new citations for you. >>>>> >>>>> A total of 953 citations are identified to the documents<http://authors.repec.org/citations/doclist!d9b15091>of your research >>>>> profile <http://authors.repec.org/research/identified!d9b15091>. >>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!d9b15091> >>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!d9b15091> >>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>> 89 <http://authors.repec.org/citations/identified/dasy1248!d9b15091> >>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!d9b15091> >>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>> 52 <http://authors.repec.org/citations/identified/daut446!d9b15091> *Recent >>>>> Theoretical Results for Time Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!d9b15091> >>>>> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>> 49 <http://authors.repec.org/citations/identified/drec854!d9b15091> *NECESSARY >>>>> AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER >>>>> GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!d9b15091> >>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>> 49 <http://authors.repec.org/citations/identified/dnec97!d9b15091> *Stationarity >>>>> and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!d9b15091> >>>>> details <http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>> 43 <http://authors.repec.org/citations/identified/dsta2238!d9b15091> >>>>> >>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!d9b15091> >>>>> >>>>> >>>>> >>>>> >>>>> On Sat, Aug 27, 2011 at 9:26 PM, Michael McAleer < >>>>> michael.mcaleer(a)gmail.com> wrote: >>>>> >>>>>> Now 951. Citation Profile >>>>>> >>>>>> Here you deal with citations to your works by other researchers. We >>>>>> search for citations based on your name variations<http://authors.repec.org/name!ec0d021f#variations>and your research >>>>>> profile <http://authors.repec.org/research/identified!ec0d021f>. The >>>>>> search is automatic and is done in offline, but you deal with its results >>>>>> here. >>>>>> >>>>>> We don't have any new citations for you. >>>>>> >>>>>> A total of 951 citations are identified to the documents<http://authors.repec.org/citations/doclist!ec0d021f>of your research >>>>>> profile <http://authors.repec.org/research/identified!ec0d021f>. >>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!ec0d021f> >>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!ec0d021f> >>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>> 89 <http://authors.repec.org/citations/identified/dasy1248!ec0d021f> >>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!ec0d021f> >>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>> 51 <http://authors.repec.org/citations/identified/daut446!ec0d021f> >>>>>> *Recent Theoretical Results for Time Series Models with GARCH Errors. >>>>>> * <http://authors.repec.org/citations/identified/drec854!ec0d021f> >>>>>> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>> 49 <http://authors.repec.org/citations/identified/drec854!ec0d021f> >>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>>>>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!ec0d021f> >>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>> 49 <http://authors.repec.org/citations/identified/dnec97!ec0d021f> *Stationarity >>>>>> and the existence of moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!ec0d021f> >>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>> 43 <http://authors.repec.org/citations/identified/dsta2238!ec0d021f> >>>>>> >>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!ec0d021f> >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> On Sat, Aug 27, 2011 at 10:31 AM, Michael McAleer < >>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>> >>>>>>> Now 950. Citation Profile >>>>>>> >>>>>>> Here you deal with citations to your works by other researchers. We >>>>>>> search for citations based on your name variations<http://authors.repec.org/name!50d13fc9#variations>and your research >>>>>>> profile <http://authors.repec.org/research/identified!50d13fc9>. The >>>>>>> search is automatic and is done in offline, but you deal with its results >>>>>>> here. >>>>>>> >>>>>>> We don't have any new citations for you. >>>>>>> >>>>>>> A total of 950 citations are identified to the documents<http://authors.repec.org/citations/doclist!50d13fc9>of your research >>>>>>> profile <http://authors.repec.org/research/identified!50d13fc9>. >>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!50d13fc9> >>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!50d13fc9> >>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>> 88 <http://authors.repec.org/citations/identified/dasy1248!50d13fc9> >>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!50d13fc9> >>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>> 51 <http://authors.repec.org/citations/identified/daut446!50d13fc9> >>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!50d13fc9> >>>>>>> details <http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>> 49 <http://authors.repec.org/citations/identified/drec854!50d13fc9> >>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>>>>>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!50d13fc9> >>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>> 49 <http://authors.repec.org/citations/identified/dnec97!50d13fc9> >>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!50d13fc9> >>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>> 43 <http://authors.repec.org/citations/identified/dsta2238!50d13fc9> >>>>>>> >>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!50d13fc9> >>>>>>> >>>>>>> >>>>>>> >>>>>>> >>>>>>> On Fri, Aug 26, 2011 at 11:50 AM, Michael McAleer < >>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>> >>>>>>>> Now 945. Citation Profile >>>>>>>> >>>>>>>> Here you deal with citations to your works by other researchers. We >>>>>>>> search for citations based on your name variations<http://authors.repec.org/name!38282d5b#variations>and your research >>>>>>>> profile <http://authors.repec.org/research/identified!38282d5b>. >>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>> results here. >>>>>>>> >>>>>>>> We don't have any new citations for you. >>>>>>>> >>>>>>>> A total of 945 citations are identified to the documents<http://authors.repec.org/citations/doclist!38282d5b>of your research >>>>>>>> profile <http://authors.repec.org/research/identified!38282d5b>. >>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!38282d5b> >>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!38282d5b> >>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>> 88<http://authors.repec.org/citations/identified/dasy1248!38282d5b> >>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!38282d5b> >>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>> 51 <http://authors.repec.org/citations/identified/daut446!38282d5b> >>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!38282d5b> >>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>> 49 <http://authors.repec.org/citations/identified/drec854!38282d5b> >>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>>>>>>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!38282d5b> >>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>> 49 <http://authors.repec.org/citations/identified/dnec97!38282d5b> >>>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!38282d5b> >>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>> 43<http://authors.repec.org/citations/identified/dsta2238!38282d5b> >>>>>>>> >>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!38282d5b> >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>> On Thu, Aug 25, 2011 at 8:13 AM, Michael McAleer < >>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>> >>>>>>>>> Now 927. Citation Profile >>>>>>>>> >>>>>>>>> Here you deal with citations to your works by other researchers. We >>>>>>>>> search for citations based on your name variations<http://authors.repec.org/name!a5327ac4#variations>and your research >>>>>>>>> profile <http://authors.repec.org/research/identified!a5327ac4>. >>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>> results here. >>>>>>>>> >>>>>>>>> We don't have any new citations for you. >>>>>>>>> >>>>>>>>> A total of 927 citations are identified to the documents<http://authors.repec.org/citations/doclist!a5327ac4>of your research >>>>>>>>> profile <http://authors.repec.org/research/identified!a5327ac4>. >>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!a5327ac4> >>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>>>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!a5327ac4> >>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>> 86<http://authors.repec.org/citations/identified/dasy1248!a5327ac4> >>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>> * <http://authors.repec.org/citations/identified/daut446!a5327ac4> >>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>> 49<http://authors.repec.org/citations/identified/daut446!a5327ac4> >>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!a5327ac4> >>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>> 48<http://authors.repec.org/citations/identified/drec854!a5327ac4> >>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND >>>>>>>>> ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!a5327ac4> >>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>> 48 <http://authors.repec.org/citations/identified/dnec97!a5327ac4> >>>>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!a5327ac4> >>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>> 42<http://authors.repec.org/citations/identified/dsta2238!a5327ac4> >>>>>>>>> >>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!a5327ac4> >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>> On Wed, Aug 24, 2011 at 7:33 PM, Michael McAleer < >>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>> >>>>>>>>>> Now 892. Citation Profile >>>>>>>>>> >>>>>>>>>> Here you deal with citations to your works by other researchers. >>>>>>>>>> We search for citations based on your name variations<http://authors.repec.org/name!bf2495cc#variations>and your research >>>>>>>>>> profile <http://authors.repec.org/research/identified!bf2495cc>. >>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>> results here. >>>>>>>>>> >>>>>>>>>> We don't have any new citations for you. >>>>>>>>>> >>>>>>>>>> A total of 892 citations are identified to the documents<http://authors.repec.org/citations/doclist!bf2495cc>of your research >>>>>>>>>> profile <http://authors.repec.org/research/identified!bf2495cc>. >>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!bf2495cc> >>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH >>>>>>>>>> MODEL*<http://authors.repec.org/citations/identified/dasy1248!bf2495cc> >>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!bf2495cc> >>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!bf2495cc> >>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!bf2495cc> >>>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!bf2495cc> >>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!bf2495cc> >>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) >>>>>>>>>> AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!bf2495cc> >>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!bf2495cc> >>>>>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!bf2495cc> >>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!bf2495cc> >>>>>>>>>> >>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!bf2495cc> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> On Mon, Aug 22, 2011 at 1:54 PM, Michael McAleer < >>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>> >>>>>>>>>>> Now 890. Citation Profile >>>>>>>>>>> >>>>>>>>>>> Here you deal with citations to your works by other researchers. >>>>>>>>>>> We search for citations based on your name variations<http://authors.repec.org/name!280683d5#variations>and your research >>>>>>>>>>> profile <http://authors.repec.org/research/identified!280683d5>. >>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>> results here. >>>>>>>>>>> >>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>> >>>>>>>>>>> A total of 890 citations are identified to the documents<http://authors.repec.org/citations/doclist!280683d5>of your research >>>>>>>>>>> profile <http://authors.repec.org/research/identified!280683d5>. >>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!280683d5> >>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!280683d5> >>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!280683d5> >>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!280683d5> >>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!280683d5> >>>>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!280683d5> >>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!280683d5> >>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) >>>>>>>>>>> AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!280683d5> >>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!280683d5> >>>>>>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!280683d5> >>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!280683d5> >>>>>>>>>>> >>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!280683d5> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> On Sat, Aug 20, 2011 at 9:56 PM, Michael McAleer < >>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>> >>>>>>>>>>>> Now 889. Citation Profile >>>>>>>>>>>> >>>>>>>>>>>> Here you deal with citations to your works by other researchers. >>>>>>>>>>>> We search for citations based on your name variations<http://authors.repec.org/name!d062fd35#variations>and your research >>>>>>>>>>>> profile <http://authors.repec.org/research/identified!d062fd35>. >>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>> results here. >>>>>>>>>>>> >>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>> >>>>>>>>>>>> A total of 889 citations are identified to the documents<http://authors.repec.org/citations/doclist!d062fd35>of your research >>>>>>>>>>>> profile <http://authors.repec.org/research/identified!d062fd35> >>>>>>>>>>>> . >>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!d062fd35> >>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!d062fd35> >>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!d062fd35> >>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!d062fd35> >>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!d062fd35> >>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!d062fd35> >>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!d062fd35> >>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) >>>>>>>>>>>> AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!d062fd35> >>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!d062fd35> >>>>>>>>>>>> *Stationarity and the existence of moments of a family of GARCH >>>>>>>>>>>> processes*<http://authors.repec.org/citations/identified/dsta2238!d062fd35> >>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!d062fd35> >>>>>>>>>>>> >>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!d062fd35> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> On Sat, Aug 20, 2011 at 10:46 AM, Michael McAleer < >>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>> >>>>>>>>>>>>> Now 913. Citation Profile >>>>>>>>>>>>> >>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>> variations <http://authors.repec.org/name!da3950b9#variations>and your research >>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!da3950b9>. >>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>> results here. >>>>>>>>>>>>> >>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>> >>>>>>>>>>>>> A total of 913 citations are identified to the documents<http://authors.repec.org/citations/doclist!da3950b9>of your research >>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!da3950b9> >>>>>>>>>>>>> . >>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!da3950b9> >>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!da3950b9> >>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!da3950b9> >>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!da3950b9> >>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!da3950b9> >>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!da3950b9> >>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!da3950b9> >>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) >>>>>>>>>>>>> AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!da3950b9> >>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!da3950b9> >>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!da3950b9> >>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!da3950b9> >>>>>>>>>>>>> >>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!da3950b9> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> On Sat, Aug 20, 2011 at 3:50 AM, Michael McAleer < >>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>> >>>>>>>>>>>>>> Now 915. Citation Profile >>>>>>>>>>>>>> >>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>> variations<http://authors.repec.org/name!ca4f66a0#variations>and your research >>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!ca4f66a0>. >>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>> results here. >>>>>>>>>>>>>> >>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>> >>>>>>>>>>>>>> A total of 915 citations are identified to the documents<http://authors.repec.org/citations/doclist!ca4f66a0>of your research >>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!ca4f66a0> >>>>>>>>>>>>>> . >>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!ca4f66a0> >>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!ca4f66a0> >>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!ca4f66a0> >>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!ca4f66a0> >>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!ca4f66a0> >>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with GARCH >>>>>>>>>>>>>> Errors.*<http://authors.repec.org/citations/identified/drec854!ca4f66a0> >>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!ca4f66a0> >>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!ca4f66a0> >>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!ca4f66a0> >>>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!ca4f66a0> >>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!ca4f66a0> >>>>>>>>>>>>>> >>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!ca4f66a0> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> On Sat, Aug 20, 2011 at 1:38 AM, Michael McAleer < >>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>> >>>>>>>>>>>>>>> Now 917. Citation Profile >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>> variations<http://authors.repec.org/name!3f0a6115#variations>and your research >>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!3f0a6115>. >>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> A total of 917 citations are identified to the documents<http://authors.repec.org/citations/doclist!3f0a6115>of your research >>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!3f0a6115> >>>>>>>>>>>>>>> . >>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!3f0a6115> >>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!3f0a6115> >>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!3f0a6115> >>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!3f0a6115> >>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!3f0a6115> >>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!3f0a6115> >>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!3f0a6115> >>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!3f0a6115> >>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!3f0a6115> >>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!3f0a6115> >>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!3f0a6115> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!3f0a6115> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> On Mon, Aug 15, 2011 at 7:48 PM, Michael McAleer < >>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> Now 916. Citation Profile >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!c1da8e45#variations>and your research >>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c1da8e45>. >>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> A total of 916 citations are identified to the documents<http://authors.repec.org/citations/doclist!c1da8e45>of your research >>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c1da8e45> >>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!c1da8e45> >>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!c1da8e45> >>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!c1da8e45> >>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!c1da8e45> >>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!c1da8e45> >>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!c1da8e45> >>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!c1da8e45> >>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!c1da8e45> >>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!c1da8e45> >>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!c1da8e45> >>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!c1da8e45> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!c1da8e45> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> On Mon, Aug 8, 2011 at 4:32 PM, Michael McAleer < >>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> Now 892. Citation Profile >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!db27d1f1#variations>and your research >>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!db27d1f1>. >>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> A total of 892 citations are identified to the documents<http://authors.repec.org/citations/doclist!db27d1f1>of your research >>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!db27d1f1> >>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!db27d1f1> >>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!db27d1f1> >>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!db27d1f1> >>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!db27d1f1> >>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!db27d1f1> >>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!db27d1f1> >>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!db27d1f1> >>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!db27d1f1> >>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!db27d1f1> >>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!db27d1f1> >>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!db27d1f1> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!db27d1f1> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> On Mon, Aug 8, 2011 at 9:53 AM, Michael McAleer < >>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> Now 896. Citation Profile >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!3cf7f129#variations>and your research >>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!3cf7f129>. >>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> A total of 896 citations are identified to the documents<http://authors.repec.org/citations/doclist!3cf7f129>of your research >>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!3cf7f129> >>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!3cf7f129> >>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!3cf7f129> >>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!3cf7f129> >>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!3cf7f129> >>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!3cf7f129> >>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!3cf7f129> >>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!3cf7f129> >>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!3cf7f129> >>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!3cf7f129> >>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family of >>>>>>>>>>>>>>>>>> GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!3cf7f129> >>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!3cf7f129> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!3cf7f129> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> On Sun, Aug 7, 2011 at 1:44 PM, Michael McAleer < >>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> Now 899. Citation Profile >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!eef8b08e#variations>and your research >>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!eef8b08e>. >>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> A total of 899 citations are identified to the documents<http://authors.repec.org/citations/doclist!eef8b08e>of your research >>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!eef8b08e> >>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!eef8b08e> >>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!eef8b08e> >>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!eef8b08e> >>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!eef8b08e> >>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!eef8b08e> >>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!eef8b08e> >>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!eef8b08e> >>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!eef8b08e> >>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!eef8b08e> >>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family >>>>>>>>>>>>>>>>>>> of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!eef8b08e> >>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!eef8b08e> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!eef8b08e> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> On Sun, Aug 7, 2011 at 9:37 AM, Michael McAleer < >>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> Now 904. Citation Profile >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!d0fc49b4#variations>and your research >>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!d0fc49b4>. >>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> A total of 904 citations are identified to the >>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!d0fc49b4>of your research >>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!d0fc49b4> >>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!d0fc49b4> >>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!d0fc49b4> >>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!d0fc49b4> >>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL >>>>>>>>>>>>>>>>>>>> VOLATILITY*<http://authors.repec.org/citations/identified/daut446!d0fc49b4> >>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!d0fc49b4> >>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models with >>>>>>>>>>>>>>>>>>>> GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!d0fc49b4> >>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!d0fc49b4> >>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!d0fc49b4> >>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!d0fc49b4> >>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family >>>>>>>>>>>>>>>>>>>> of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!d0fc49b4> >>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!d0fc49b4> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!d0fc49b4> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> On Sat, Aug 6, 2011 at 9:53 PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> Now 908. Citation Profile >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!e7e1b772#variations>and your research >>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!e7e1b772>. >>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> A total of 908 citations are identified to the >>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!e7e1b772>of your research >>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!e7e1b772> >>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!e7e1b772> >>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A VECTOR >>>>>>>>>>>>>>>>>>>>> ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!e7e1b772> >>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!e7e1b772> >>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!e7e1b772> >>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!e7e1b772> >>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models >>>>>>>>>>>>>>>>>>>>> with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!e7e1b772> >>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!e7e1b772> >>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!e7e1b772> >>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!e7e1b772> >>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a family >>>>>>>>>>>>>>>>>>>>> of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!e7e1b772> >>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!e7e1b772> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!e7e1b772> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> On Sat, Aug 6, 2011 at 11:10 AM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> Now 909. Citation Profile >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!c98d1dfc#variations>and your research >>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c98d1dfc>. >>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> A total of 909 citations are identified to the >>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!c98d1dfc>of your research >>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models >>>>>>>>>>>>>>>>>>>>>> with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!c98d1dfc> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> On Fri, Aug 5, 2011 at 6:57 PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> Now 910. Citation Profile >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!f2d19f46#variations>and your research >>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!f2d19f46>. >>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> A total of 910 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!f2d19f46>of your research >>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models >>>>>>>>>>>>>>>>>>>>>>> with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!f2d19f46> >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>> On Thu, Aug 4, 2011 at 9:25 PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> Now 912. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!0e4234b5#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!0e4234b5>. >>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> A total of 912 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!0e4234b5>of your research >>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models >>>>>>>>>>>>>>>>>>>>>>>> with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE >>>>>>>>>>>>>>>>>>>>>>>> GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS*<http://authors.repec.org/citations/identified/dnec97!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!0e4234b5> >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>> On Mon, Aug 1, 2011 at 6:40 PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> Now 913. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by other >>>>>>>>>>>>>>>>>>>>>>>>> researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!50f2d16e#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!50f2d16e>. >>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> A total of 913 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!50f2d16e>of your research >>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series Models >>>>>>>>>>>>>>>>>>>>>>>>> with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR >>>>>>>>>>>>>>>>>>>>>>>>> THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> There is also a screen of refused citations<http://authors.repec.org/citations/refused!50f2d16e>, >>>>>>>>>>>>>>>>>>>>>>>>> but you currently don't have any. >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> You may choose your citations' profile automatic >>>>>>>>>>>>>>>>>>>>>>>>> update preferences<http://authors.repec.org/citations/autoupdate!50f2d16e> >>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>> On Sun, Jul 31, 2011 at 10:58 AM, Michael McAleer >>>>>>>>>>>>>>>>>>>>>>>>> <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> Now 911. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!adacc6f1#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!adacc6f1>. >>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> A total of 911 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!adacc6f1>of your research >>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR >>>>>>>>>>>>>>>>>>>>>>>>>> THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!adacc6f1> >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>> On Sun, Jul 10, 2011 at 3:53 PM, Michael McAleer >>>>>>>>>>>>>>>>>>>>>>>>>> <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> Now 910. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!72f63fa0#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!72f63fa0>. >>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 910 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!72f63fa0>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>> 82<http://authors.repec.org/citations/identified/dasy1248!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR >>>>>>>>>>>>>>>>>>>>>>>>>>> THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!72f63fa0> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>> On Sun, Jul 10, 2011 at 12:12 AM, Michael McAleer >>>>>>>>>>>>>>>>>>>>>>>>>>> <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 897. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!5f5ab6f4#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f5ab6f4>. >>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 897 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!5f5ab6f4>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR A >>>>>>>>>>>>>>>>>>>>>>>>>>>> VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>> 81<http://authors.repec.org/citations/identified/dasy1248!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR >>>>>>>>>>>>>>>>>>>>>>>>>>>> THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of a >>>>>>>>>>>>>>>>>>>>>>>>>>>> family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!5f5ab6f4> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>> On Sat, Jul 9, 2011 at 5:53 PM, Michael McAleer >>>>>>>>>>>>>>>>>>>>>>>>>>>> <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 901. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!5f8830d0#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f8830d0>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 901 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!5f8830d0>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR >>>>>>>>>>>>>>>>>>>>>>>>>>>>> A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> 83<http://authors.repec.org/citations/identified/dasy1248!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/daut446!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS >>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of >>>>>>>>>>>>>>>>>>>>>>>>>>>>> a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!5f8830d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Wed, Jul 6, 2011 at 5:08 PM, Michael McAleer >>>>>>>>>>>>>>>>>>>>>>>>>>>>> <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 973. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!6df71e75#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!6df71e75>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 973 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!6df71e75>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY FOR >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN MODELING >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/dnec97!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 42<http://authors.repec.org/citations/identified/dsta2238!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!6df71e75> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Tue, Jul 5, 2011 at 2:20 PM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 974 Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works by >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!ec2463d1#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!ec2463d1>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 974 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!ec2463d1>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/dnec97!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 42<http://authors.repec.org/citations/identified/dsta2238!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!ec2463d1> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jul 1, 2011 at 3:10 AM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 975. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!398c67d0#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!398c67d0>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 975 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!398c67d0>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT CONDITIONS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 46<http://authors.repec.org/citations/identified/dnec97!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time Series >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 42<http://authors.repec.org/citations/identified/dsta2238!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!398c67d0> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Wed, Jun 29, 2011 at 10:08 AM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 956. Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!a5da25dd#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!a5da25dd>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 956 citations are identified to the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> documents<http://authors.repec.org/citations/doclist!a5da25dd>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 89<http://authors.repec.org/citations/identified/dasy1248!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of moments >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!a5da25dd> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Wed, Jun 29, 2011 at 1:25 AM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 957. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your works >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!1292bacb#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!1292bacb>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 957 citations are identified to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> the documents<http://authors.repec.org/citations/doclist!1292bacb>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC THEORY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 89<http://authors.repec.org/citations/identified/dasy1248!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!1292bacb> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Tue, Jun 28, 2011 at 7:44 PM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 958. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!364f3f73#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!364f3f73>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 958 citations are identified >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to the documents<http://authors.repec.org/citations/doclist!364f3f73>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 89<http://authors.repec.org/citations/identified/dasy1248!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!364f3f73> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Thu, Jun 23, 2011 at 11:55 PM, Michael >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> McAleer <michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 959. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!1575cf95#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!1575cf95>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 959 citations are identified >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to the documents<http://authors.repec.org/citations/doclist!1575cf95>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 89<http://authors.repec.org/citations/identified/dasy1248!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes*<http://authors.repec.org/citations/identified/dsta2238!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!1575cf95> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Sun, Jun 19, 2011 at 12:48 AM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 961. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!d43c3a31#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!d43c3a31>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 961 citations are identified >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to the documents<http://authors.repec.org/citations/doclist!d43c3a31>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!d43c3a31> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Wed, Jun 15, 2011 at 1:31 PM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 948 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!4510e924#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!4510e924>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 948 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!4510e924>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations identified<http://authors.repec.org/citations/doclist/by-id!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL*<http://authors.repec.org/citations/identified/dasy1248!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and citations.<http://authors.repec.org/citations/doclist!4510e924> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Sat, Jun 11, 2011 at 1:27 AM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 950 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!5f69ff82#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f69ff82>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 950 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!5f69ff82>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING IN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for Time >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Series Models with GARCH Errors.*<http://authors.repec.org/citations/identified/drec854!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!5f69ff82> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 8:28 PM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 949 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to your >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!c8aa28c4#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c8aa28c4>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 949 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!c8aa28c4>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!c8aa28c4> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 4:17 PM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 947 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!7b74b39c#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!7b74b39c>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 947 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!7b74b39c>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 48<http://authors.repec.org/citations/identified/daut446!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/dsta2238!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!7b74b39c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 3:06 PM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 942 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!9447159f#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!9447159f>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 942 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!9447159f>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 90<http://authors.repec.org/citations/identified/dasy1248!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND LEARNING >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> IN MODELING FINANCIAL VOLATILITY*<http://authors.repec.org/citations/identified/daut446!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 40<http://authors.repec.org/citations/identified/dsta2238!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> There is also a screen of refused >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations<http://authors.repec.org/citations/refused!9447159f>, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> but you currently don't have any. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> You may choose your citations' >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile automatic update >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> preferences<http://authors.repec.org/citations/autoupdate!9447159f> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 1:45 PM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com> wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 938 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!cc5aa845#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!cc5aa845>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 938 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!cc5aa845>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 87<http://authors.repec.org/citations/identified/dasy1248!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT MOMENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 39<http://authors.repec.org/citations/identified/dsta2238!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!cc5aa845> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 3:34 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> AM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 935 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!00d96ef8#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!00d96ef8>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 935 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!00d96ef8>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 87<http://authors.repec.org/citations/identified/dasy1248!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results for >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/drec854!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the existence >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 39<http://authors.repec.org/citations/identified/dsta2238!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> There is also a screen of refused >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> <http://authors.repec.org/citations/refused!00d96ef8> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 2:49 AM, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 931 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations to >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!435a5e85#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!435a5e85>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 931 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!435a5e85>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 87<http://authors.repec.org/citations/identified/dasy1248!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 45<http://authors.repec.org/citations/identified/dnec97!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/drec854!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> existence of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 39<http://authors.repec.org/citations/identified/dsta2238!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!435a5e85> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Fri, Jun 10, 2011 at 1:07 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> AM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 925 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!0f0d7d6c#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!0f0d7d6c>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 925 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!0f0d7d6c>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 86<http://authors.repec.org/citations/identified/dasy1248!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/dnec97!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 43<http://authors.repec.org/citations/identified/drec854!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> existence of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 38<http://authors.repec.org/citations/identified/dsta2238!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!0f0d7d6c> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Thu, Jun 9, 2011 at 9:46 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Now 918 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!4030afce#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!4030afce>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 918 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!4030afce>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 85<http://authors.repec.org/citations/identified/dasy1248!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 44<http://authors.repec.org/citations/identified/dnec97!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/drec854!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> existence of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 37<http://authors.repec.org/citations/identified/dsta2238!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!4030afce> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> On Thu, Jun 9, 2011 at 7:38 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> PM, Michael McAleer < >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> michael.mcaleer(a)gmail.com>wrote: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Citation Profile >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Here you deal with citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> to your works by other researchers. We search for citations based on your name >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> variations<http://authors.repec.org/name!e7287382#variations>and your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!e7287382>. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The search is automatic and is done in offline, but you deal with its >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> results here. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> We don't have any new >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations for you. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> A total of 909 citations are >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified to the documents<http://authors.repec.org/citations/doclist!e7287382>of your research >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> profile<http://authors.repec.org/research/identified!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> . >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> document title citations >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> identified<http://authors.repec.org/citations/doclist/by-id!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> potential new↓ old *ASYMPTOTIC >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> THEORY FOR A VECTOR ARMA-GARCH MODEL >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dasy1248!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v19y2003i02p280-310_19.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 83<http://authors.repec.org/citations/identified/dasy1248!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *AUTOMATED INFERENCE AND >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> LEARNING IN MODELING FINANCIAL VOLATILITY >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/daut446!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v21y2005i01p232-261_05.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 47<http://authors.repec.org/citations/identified/daut446!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *NECESSARY AND SUFFICIENT >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dnec97!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/cup/etheor/v18y2002i03p722-729_18.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 42<http://authors.repec.org/citations/identified/dnec97!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Recent Theoretical Results >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> for Time Series Models with GARCH Errors. >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/drec854!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/bla/jecsur/v16y2002i3p245-69.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 41<http://authors.repec.org/citations/identified/drec854!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *Stationarity and the >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> existence of moments of a family of GARCH processes >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> *<http://authors.repec.org/citations/identified/dsta2238!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> details<http://ideas.repec.org/a/eee/econom/v106y2002i1p109-117.html> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> 36<http://authors.repec.org/citations/identified/dsta2238!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Full table of documents and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> citations.<http://authors.repec.org/citations/doclist!e7287382> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> FIEMSS >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Professor of Quantitative >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Finance >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Distinguished Chair >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Professor >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> College of Social Science >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and Management >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> National Chung Hsing >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> University >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Department of Economics and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Finance >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Department of Mathematics >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and Statistics >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Distinguished Visiting >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Professor >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Department of Quantitative >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Economics >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Complutense University of >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Madrid >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> View my research on my SSRN >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Author page: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> View my research on my RePEc >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> Author page: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> View my ISI Citation Metrics >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> on my ISI Author page: >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>>> and >>>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> -- >>>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>> and >>>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>>> and >>>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>>> and >>>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>>> and >>>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>>> Spain >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> -- >>>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>>> >>>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>> and >>>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>>> and >>>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>>> and >>>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>>> and >>>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>>> Spain >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>>> >>>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>>> >>>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> -- >>>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>>> >>>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>>> Econometric Institute >>>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>> and >>>>>>>>>>>>> Research Fellow >>>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>>> The Netherlands >>>>>>>>>>>>> and >>>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>>> and >>>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>>> University of Canterbury >>>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>>> and >>>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>>> Spain >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>>> >>>>>>>>>>>>> ______________________________________ >>>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>>> >>>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> -- >>>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>>> >>>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>>> Econometric Institute >>>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>>> The Netherlands >>>>>>>>>>>> and >>>>>>>>>>>> Research Fellow >>>>>>>>>>>> Tinbergen Institute >>>>>>>>>>>> The Netherlands >>>>>>>>>>>> and >>>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>>> College of Social Science and Management >>>>>>>>>>>> National Chung Hsing University >>>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>>> and >>>>>>>>>>>> Adjunct Professor >>>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>>> University of Canterbury >>>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>>> and >>>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>>> Spain >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> ______________________________________ >>>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>>> >>>>>>>>>>>> ______________________________________ >>>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>>> >>>>>>>>>>>> ___________________________________________ >>>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> -- >>>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>>> >>>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>>> Econometric Institute >>>>>>>>>>> Erasmus School of Economics >>>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>>> The Netherlands >>>>>>>>>>> and >>>>>>>>>>> Research Fellow >>>>>>>>>>> Tinbergen Institute >>>>>>>>>>> The Netherlands >>>>>>>>>>> and >>>>>>>>>>> Distinguished Chair Professor >>>>>>>>>>> College of Social Science and Management >>>>>>>>>>> National Chung Hsing University >>>>>>>>>>> Taichung, Taiwan >>>>>>>>>>> and >>>>>>>>>>> Adjunct Professor >>>>>>>>>>> Department of Economics and Finance >>>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>>> University of Canterbury >>>>>>>>>>> Christchurch, New Zealand >>>>>>>>>>> and >>>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>>> Department of Quantitative Economics >>>>>>>>>>> Complutense University of Madrid >>>>>>>>>>> Spain >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> ______________________________________ >>>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>>> >>>>>>>>>>> ______________________________________ >>>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>>> >>>>>>>>>>> ___________________________________________ >>>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> -- >>>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>>> >>>>>>>>>> Professor of Quantitative Finance >>>>>>>>>> Econometric Institute >>>>>>>>>> Erasmus School of Economics >>>>>>>>>> Erasmus University Rotterdam >>>>>>>>>> The Netherlands >>>>>>>>>> and >>>>>>>>>> Research Fellow >>>>>>>>>> Tinbergen Institute >>>>>>>>>> The Netherlands >>>>>>>>>> and >>>>>>>>>> Distinguished Chair Professor >>>>>>>>>> College of Social Science and Management >>>>>>>>>> National Chung Hsing University >>>>>>>>>> Taichung, Taiwan >>>>>>>>>> and >>>>>>>>>> Adjunct Professor >>>>>>>>>> Department of Economics and Finance >>>>>>>>>> Department of Mathematics and Statistics >>>>>>>>>> University of Canterbury >>>>>>>>>> Christchurch, New Zealand >>>>>>>>>> and >>>>>>>>>> Distinguished Visiting Professor >>>>>>>>>> Department of Quantitative Economics >>>>>>>>>> Complutense University of Madrid >>>>>>>>>> Spain >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> ______________________________________ >>>>>>>>>> View my research on my SSRN Author page: >>>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>>> >>>>>>>>>> ______________________________________ >>>>>>>>>> View my research on my RePEc Author page: >>>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>>> >>>>>>>>>> ___________________________________________ >>>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>>> >>>>>>>>>> >>>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>>> -- >>>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>>> >>>>>>>>> Professor of Quantitative Finance >>>>>>>>> Econometric Institute >>>>>>>>> Erasmus School of Economics >>>>>>>>> Erasmus University Rotterdam >>>>>>>>> The Netherlands >>>>>>>>> and >>>>>>>>> Research Fellow >>>>>>>>> Tinbergen Institute >>>>>>>>> The Netherlands >>>>>>>>> and >>>>>>>>> Distinguished Chair Professor >>>>>>>>> College of Social Science and Management >>>>>>>>> National Chung Hsing University >>>>>>>>> Taichung, Taiwan >>>>>>>>> and >>>>>>>>> Adjunct Professor >>>>>>>>> Department of Economics and Finance >>>>>>>>> Department of Mathematics and Statistics >>>>>>>>> University of Canterbury >>>>>>>>> Christchurch, New Zealand >>>>>>>>> and >>>>>>>>> Distinguished Visiting Professor >>>>>>>>> Department of Quantitative Economics >>>>>>>>> Complutense University of Madrid >>>>>>>>> Spain >>>>>>>>> >>>>>>>>> >>>>>>>>> ______________________________________ >>>>>>>>> View my research on my SSRN Author page: >>>>>>>>> http://ssrn.com/author=375743 >>>>>>>>> >>>>>>>>> ______________________________________ >>>>>>>>> View my research on my RePEc Author page: >>>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>>> >>>>>>>>> ___________________________________________ >>>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>>> >>>>>>>>> >>>>>>>>> >>>>>>>> >>>>>>>> >>>>>>>> -- >>>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>>> >>>>>>>> Professor of Quantitative Finance >>>>>>>> Econometric Institute >>>>>>>> Erasmus School of Economics >>>>>>>> Erasmus University Rotterdam >>>>>>>> The Netherlands >>>>>>>> and >>>>>>>> Research Fellow >>>>>>>> Tinbergen Institute >>>>>>>> The Netherlands >>>>>>>> and >>>>>>>> Distinguished Chair Professor >>>>>>>> College of Social Science and Management >>>>>>>> National Chung Hsing University >>>>>>>> Taichung, Taiwan >>>>>>>> and >>>>>>>> Adjunct Professor >>>>>>>> Department of Economics and Finance >>>>>>>> Department of Mathematics and Statistics >>>>>>>> University of Canterbury >>>>>>>> Christchurch, New Zealand >>>>>>>> and >>>>>>>> Distinguished Visiting Professor >>>>>>>> Department of Quantitative Economics >>>>>>>> Complutense University of Madrid >>>>>>>> Spain >>>>>>>> >>>>>>>> >>>>>>>> ______________________________________ >>>>>>>> View my research on my SSRN Author page: >>>>>>>> http://ssrn.com/author=375743 >>>>>>>> >>>>>>>> ______________________________________ >>>>>>>> View my research on my RePEc Author page: >>>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>>> >>>>>>>> ___________________________________________ >>>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>>> >>>>>>>> >>>>>>>> >>>>>>> >>>>>>> >>>>>>> -- >>>>>>> Michael McAleer, FASSA, FIEMSS >>>>>>> >>>>>>> Professor of Quantitative Finance >>>>>>> Econometric Institute >>>>>>> Erasmus School of Economics >>>>>>> Erasmus University Rotterdam >>>>>>> The Netherlands >>>>>>> and >>>>>>> Research Fellow >>>>>>> Tinbergen Institute >>>>>>> The Netherlands >>>>>>> and >>>>>>> Distinguished Chair Professor >>>>>>> College of Social Science and Management >>>>>>> National Chung Hsing University >>>>>>> Taichung, Taiwan >>>>>>> and >>>>>>> Adjunct Professor >>>>>>> Department of Economics and Finance >>>>>>> Department of Mathematics and Statistics >>>>>>> University of Canterbury >>>>>>> Christchurch, New Zealand >>>>>>> and >>>>>>> Distinguished Visiting Professor >>>>>>> Department of Quantitative Economics >>>>>>> Complutense University of Madrid >>>>>>> Spain >>>>>>> >>>>>>> >>>>>>> ______________________________________ >>>>>>> View my research on my SSRN Author page: >>>>>>> http://ssrn.com/author=375743 >>>>>>> >>>>>>> ______________________________________ >>>>>>> View my research on my RePEc Author page: >>>>>>> http://ideas.repec.org/e/pmc90.html >>>>>>> >>>>>>> ___________________________________________ >>>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>>> >>>>>>> >>>>>>> >>>>>> >>>>>> >>>>>> -- >>>>>> Michael McAleer, FASSA, FIEMSS >>>>>> >>>>>> Professor of Quantitative Finance >>>>>> Econometric Institute >>>>>> Erasmus School of Economics >>>>>> Erasmus University Rotterdam >>>>>> The Netherlands >>>>>> and >>>>>> Research Fellow >>>>>> Tinbergen Institute >>>>>> The Netherlands >>>>>> and >>>>>> Distinguished Chair Professor >>>>>> College of Social Science and Management >>>>>> National Chung Hsing University >>>>>> Taichung, Taiwan >>>>>> and >>>>>> Adjunct Professor >>>>>> Department of Economics and Finance >>>>>> Department of Mathematics and Statistics >>>>>> University of Canterbury >>>>>> Christchurch, New Zealand >>>>>> and >>>>>> Distinguished Visiting Professor >>>>>> Department of Quantitative Economics >>>>>> Complutense University of Madrid >>>>>> Spain >>>>>> >>>>>> >>>>>> ______________________________________ >>>>>> View my research on my SSRN Author page: >>>>>> http://ssrn.com/author=375743 >>>>>> >>>>>> ______________________________________ >>>>>> View my research on my RePEc Author page: >>>>>> http://ideas.repec.org/e/pmc90.html >>>>>> >>>>>> ___________________________________________ >>>>>> View my ISI Citation Metrics on my ISI Author page: >>>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>>> >>>>>> >>>>>> >>>>> >>>>> >>>>> -- >>>>> Michael McAleer, FASSA, FIEMSS >>>>> >>>>> Professor of Quantitative Finance >>>>> Econometric Institute >>>>> Erasmus School of Economics >>>>> Erasmus University Rotterdam >>>>> The Netherlands >>>>> and >>>>> Research Fellow >>>>> Tinbergen Institute >>>>> The Netherlands >>>>> and >>>>> Distinguished Chair Professor >>>>> College of Social Science and Management >>>>> National Chung Hsing University >>>>> Taichung, Taiwan >>>>> and >>>>> Adjunct Professor >>>>> Department of Economics and Finance >>>>> Department of Mathematics and Statistics >>>>> University of Canterbury >>>>> Christchurch, New Zealand >>>>> and >>>>> Distinguished Visiting Professor >>>>> Department of Quantitative Economics >>>>> Complutense University of Madrid >>>>> Spain >>>>> >>>>> >>>>> ______________________________________ >>>>> View my research on my SSRN Author page: >>>>> http://ssrn.com/author=375743 >>>>> >>>>> ______________________________________ >>>>> View my research on my RePEc Author page: >>>>> http://ideas.repec.org/e/pmc90.html >>>>> >>>>> ___________________________________________ >>>>> View my ISI Citation Metrics on my ISI Author page: >>>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>>> >>>>> >>>>> >>>> >>>> >>>> -- >>>> Michael McAleer, FASSA, FIEMSS >>>> >>>> Professor of Quantitative Finance >>>> Econometric Institute >>>> Erasmus School of Economics >>>> Erasmus University Rotterdam >>>> The Netherlands >>>> and >>>> Research Fellow >>>> Tinbergen Institute >>>> The Netherlands >>>> and >>>> Distinguished Chair Professor >>>> College of Social Science and Management >>>> National Chung Hsing University >>>> Taichung, Taiwan >>>> and >>>> Adjunct Professor >>>> Department of Economics and Finance >>>> Department of Mathematics and Statistics >>>> University of Canterbury >>>> Christchurch, New Zealand >>>> and >>>> Distinguished Visiting Professor >>>> Department of Quantitative Economics >>>> Complutense University of Madrid >>>> Spain >>>> >>>> >>>> ______________________________________ >>>> View my research on my SSRN Author page: >>>> http://ssrn.com/author=375743 >>>> >>>> ______________________________________ >>>> View my research on my RePEc Author page: >>>> http://ideas.repec.org/e/pmc90.html >>>> >>>> ___________________________________________ >>>> View my ISI Citation Metrics on my ISI Author page: >>>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>>> >>>> >>>> >>> >>> >>> -- >>> Michael McAleer, FASSA, FIEMSS >>> >>> Professor of Quantitative Finance >>> Econometric Institute >>> Erasmus School of Economics >>> Erasmus University Rotterdam >>> The Netherlands >>> and >>> Research Fellow >>> Tinbergen Institute >>> The Netherlands >>> and >>> Distinguished Chair Professor >>> College of Social Science and Management >>> National Chung Hsing University >>> Taichung, Taiwan >>> and >>> Adjunct Professor >>> Department of Economics and Finance >>> Department of Mathematics and Statistics >>> University of Canterbury >>> Christchurch, New Zealand >>> and >>> Distinguished Visiting Professor >>> Department of Quantitative Economics >>> Complutense University of Madrid >>> Spain >>> >>> >>> ______________________________________ >>> View my research on my SSRN Author page: >>> http://ssrn.com/author=375743 >>> >>> ______________________________________ >>> View my research on my RePEc Author page: >>> http://ideas.repec.org/e/pmc90.html >>> >>> ___________________________________________ >>> View my ISI Citation Metrics on my ISI Author page: >>> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >>> >>> >>> >> >> >> -- >> Michael McAleer, FASSA, FIEMSS >> >> Professor of Quantitative Finance >> Econometric Institute >> Erasmus School of Economics >> Erasmus University Rotterdam >> The Netherlands >> and >> Research Fellow >> Tinbergen Institute >> The Netherlands >> and >> Distinguished Chair Professor >> College of Social Science and Management >> National Chung Hsing University >> Taichung, Taiwan >> and >> Adjunct Professor >> Department of Economics and Finance >> Department of Mathematics and Statistics >> University of Canterbury >> Christchurch, New Zealand >> and >> Distinguished Visiting Professor >> Department of Quantitative Economics >> Complutense University of Madrid >> Spain >> >> >> ______________________________________ >> View my research on my SSRN Author page: >> http://ssrn.com/author=375743 >> >> ______________________________________ >> View my research on my RePEc Author page: >> http://ideas.repec.org/e/pmc90.html >> >> ___________________________________________ >> View my ISI Citation Metrics on my ISI Author page: >> URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> >> >> >> > > > -- > Michael McAleer, FASSA, FIEMSS > > Professor of Quantitative Finance > Econometric Institute > Erasmus School of Economics > Erasmus University Rotterdam > The Netherlands > and > Research Fellow > Tinbergen Institute > The Netherlands > and > Distinguished Chair Professor > College of Social Science and Management > National Chung Hsing University > Taichung, Taiwan > and > Adjunct Professor > Department of Economics and Finance > Department of Mathematics and Statistics > University of Canterbury > Christchurch, New Zealand > and > Distinguished Visiting Professor > Department of Quantitative Economics > Complutense University of Madrid > Spain > > > ______________________________________ > View my research on my SSRN Author page: > http://ssrn.com/author=375743 > > ______________________________________ > View my research on my RePEc Author page: > http://ideas.repec.org/e/pmc90.html > > ___________________________________________ > View my ISI Citation Metrics on my ISI Author page: > URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> > > > -- Michael McAleer, FASSA, FIEMSS Professor of Quantitative Finance Econometric Institute Erasmus School of Economics Erasmus University Rotterdam The Netherlands and Research Fellow Tinbergen Institute The Netherlands and Distinguished Chair Professor College of Social Science and Management National Chung Hsing University Taichung, Taiwan and Adjunct Professor Department of Economics and Finance Department of Mathematics and Statistics University of Canterbury Christchurch, New Zealand and Distinguished Visiting Professor Department of Quantitative Economics Complutense University of Madrid Spain ______________________________________ View my research on my SSRN Author page: http://ssrn.com/author=375743 ______________________________________ View my research on my RePEc Author page: http://ideas.repec.org/e/pmc90.html ___________________________________________ View my ISI Citation Metrics on my ISI Author page: URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008> -- Michael McAleer, FASSA, FIEMSS Professor of Quantitative Finance Econometric Institute Erasmus School of Economics Erasmus University Rotterdam The Netherlands and Research Fellow Tinbergen Institute The Netherlands and Distinguished Chair Professor College of Social Science and Management National Chung Hsing University Taichung, Taiwan and Adjunct Professor Department of Economics and Finance Department of Mathematics and Statistics University of Canterbury Christchurch, New Zealand and Distinguished Visiting Professor Department of Quantitative Economics Complutense University of Madrid Spain ______________________________________ View my research on my SSRN Author page: http://ssrn.com/author=375743 ______________________________________ View my research on my RePEc Author page: http://ideas.repec.org/e/pmc90.html ___________________________________________ View my ISI Citation Metrics on my ISI Author page: URL:http://www.researcherid.com/rid/A-2407-2008<http://www.researcherid.com/rid/A-2407-2008>

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Fwd: RAS migration to St. Louis
by Ivan Kurmanov 06 Sep '11

06 Sep '11

---------- Forwarded message ---------- From: Ivan Kurmanov <duraley(a)gmail.com> Date: Tue, Sep 6, 2011 at 11:08 PM Subject: Re: [RAS] RAS migration to St. Louis To: Dan Hayes <dhayes501(a)gmail.com> it does. Thanks. We are all set, i think. -ivan On Tue, Sep 6, 2011 at 10:54 PM, Dan Hayes <dhayes501(a)gmail.com> wrote: > > > On Tue, Sep 6, 2011 at 12:43 PM, Ivan Kurmanov <duraley(a)gmail.com> wrote: >> >> Also, maybe you could allow aras user to execute: >> >> sudo /usr/bin/killall -HUP httpd >> >> WITHOUT the password. This is for log rotation >> (/home/aras/etc/logrotate.conf). >> > > I believe this is working now also >

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Re: [RAS] Google Analytics
by Thomas Krichel 06 Sep '11

06 Sep '11

Ivan Kurmanov writes > On Tue, Sep 6, 2011 at 7:45 PM, Thomas Krichel <krichel(a)openlib.org> wrote: > > > > Ivan Kurmanov writes > > > >> For now, yes, a change to ~/acis/presentation/ras/page.xsl has done > >> the job (i've shifted the GA snippet to just above the </body> tag). > > > > Can you post this somewhere? > > Post what? The changed page.xsl Cheers, Thomas Krichel http://openlib.org/home/krichel http://authorprofile.org/pkr1 skype: thomaskrichel

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Google Analytics
by 'Christian Zimmermann' 06 Sep '11

06 Sep '11

We use here Google Analytics to understand better who is using the services. I have added the relevant script to presentation/page.xsl so that is appears at the bottom of every page. But it does not, I guess because it needs to be sourced. How is that done, short of restarting the server? -- Christian Zimmermann FIGUGEGL! Economic Research Federal Reserve Bank of St. Louis P.O. Box 442 St. Louis MO 63166-0442 USA http://ideas.repec.org/zimm/

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RAS migration to St. Louis
by Ivan Kurmanov 06 Sep '11

06 Sep '11

Hi, RAS is now accepting requests on the new host. Some files are still being transfered. None of the cronjobs have been enabled yet, and the update daemon is not running yet. I am to finish all this within the next 8 hours or so. http://authors.repec.org/ the old nebka also had an FTP service to serve RePEc:per archive files (/home/ftp/RePEc/per/) to the world (and RePEc). It has not been transfered yet and that's up to Dan. -ivan

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