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)
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@gmail.com> To: Christian Zimmermann <zimmermann@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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@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>
participants (1)
-
'Christian Zimmermann'