Econometric Institute Research Papers

From Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
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50131: A Capital Adequacy Buffer Model

David Allen, Robert Powell and Abhay Singh

50130: Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc

Chia-Lin Chang and Michael McAleer

50112: An Overview of Recovery Models for Real-time Railway Rescheduling

Valentina Cacchiani, Dennis Huisman, Martin Kidd, Leo Kroon, Paolo Toth, Lucas Veelenturf and Joris Wagenaar

50110: A Quasi-Robust Optimization Approach for Resource Rescheduling

Lucas Veelenturf, Daniel Potthoff, Dennis Huisman, Leo Kroon, Gábor Maróti and Albert Wagelmans

41467: Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures

Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong

41465: The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

40884: Modeling the impact of forecast-based regime switches on macroeconomic time series

Koen Bel and Richard Paap

40779: International Technology Diffusion of Joint and Cross-border Patents

Chia-Lin Chang, Michael McAleer and Ju-Ting Tang

40778: Herding, Information Cascades and Volatility Spillovers in Futures Markets

Michael McAleer and Kim Radalj

40777: Risk Modelling and Management: An Overview

Chia-Lin Chang, David Allen, Michael McAleer and Teodosio Pérez-Amaral

40377: Ten Things You Should Know About the Dynamic Conditional Correlation Representation

Massimiliano Caporin and Michael McAleer

40343: Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport

Bart van Riessen, Rudy Negenborn, Rommert Dekker and Gabriel Lodewijks

40341: Ship incident risk in the areas of Tubbataha and Banc d’Arguin: A case for designation as Particular Sensitive Sea Area?

Sabine Knapp, Christiaan Heij, Ross Henderson and Edward Kleverlaan

40237: Modelling and Simulation: An Overview

Michael McAleer, Felix Chan and Les Oxley

40236: The minimum spanning tree and duality in graphs

Wim Pijls

39599: Ten Things You Should Know About DCC

Massimiliano Caporin and Michael McAleer

39598: Are we in a bubble? A simple time-series-based diagnostic

Philip Hans Franses

39596: An integrated risk estimation methodology: Ship specific incident type risk

Sabine Knapp

39181: Constrained Dual Scaling for Detecting Response Styles in Categorical Data

Pieter Schoonees, Michel van de Velden and Patrick Groenen

39179: Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

39177: The Past, Present, and Future of Multidimensional Scaling

Patrick Groenen and Ingwer Borg

38817: Performance Effects of the Corporatisation of Port of Rotterdam Authority

Peter de Langen and Christiaan Heij

38728: Evaluation of scalarization methods and NSGA-II/SPEA2 genetic algorithms for multi-objective optimization of green supply chain design

Corne van der Plas, Tommi Tervonen and Rommert Dekker

38715: What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance?

Chia-Lin Chang and Michael McAleer

38700: The Late 1970's Bubble in Dutch Collectible Postage Stamps

Philip Hans Franses and Wouter Knecht

38697: Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility

Chia-Lin Chang, Chi-Chung Chen, Michael McAleer and Ping-Yu Chen

38695: Recent Developments in Financial Economics and Econometrics: An Overview

Chia-Lin Chang, David Allen and Michael McAleer

38693: Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

38692: Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Szu-Hua Wang

38691: Statistical Modelling of Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Ching-Chung Chang

38690: Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

38689: How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?

Lan-Fen Chu, Michael McAleer and Chi-Chung Chen

38651: Unspecified donation in kidney exchange: when to end the chain

Kristiaan Glorie, M. de Klerk, Joris van de Klundert, Wilij Zuidema, Frans Claas and Willem Weimar

38650: Estimating the probability of positive crossmatch after negative virtual crossmatch

Kristiaan Glorie

38649: Iterative branch-and-price for hierarchical multi-criteria kidney exchange

Kristiaan Glorie, Albert Wagelmans and Joris van de Klundert

38623: Tactical/Operational Decision Making for Designing Green Logistics Networks

Ioannis Mallidis, Rommert Dekker and Dimitrios Vlachos

37650: The Economic Lot-Sizing Problem with an Emission Constraint

Mathijn Jan Retel Helmrich, Raf Jans, Wilco van den Heuvel and Albert Wagelmans

37622: Has the Basel Accord Improved Risk Management During the Global Financial Crisis?

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

37621: How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?

LanFen Chu, Michael McAleer and Chi-Chung Chen

37620: Quorum Colorings of Graphs

Sandra Heditniemi, R.C. Laskar and Martyn Mulder

37619: Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

37618: Income, Cultural Norms and Purchases of Counterfeits

Philip Hans Franses and Madesta Lede

37612: Do Commercial Real Estate Prices Have Predictive Content for GDP

Bert de Groot and Philip Hans Franses

37239: Delay Management including Capacities of Stations

Twan Dollevoet, Dennis Huisman, Anita Schöbel and Marie Schmidt

37238: Dynamics in the dry bulk market

Christiaan Heij and Sabine Knapp

37193: The Orienteering Problem under Uncertainty Stochastic Programming and Robust Optimization compared

Lanah Evers, Kristiaan Glorie, Suzanne van der Ster, Ana Barros and Herman Monsuur

32529: Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability

Chia-Lin Chang and Michael McAleer

32528: Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat

32527: Risk Management and Financial Derivatives: An Overview

Shawkat Hammoudeh and Michael McAleer

32526: Robust Ranking of Multivariate GARCH Models by Problem Dimension

Massimiliano Caporin and Michael McAleer