Standout Papers

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 2003 2026 2010 2018 590
  1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)
    Shiqing Ling, Michael McAleer Econometric Theory

Immediate Impact

3 by Nobel laureates 5 from Science/Nature 64 standout
Sub-graph 1 of 19

Citing Papers

Rapid groundwater decline and some cases of recovery in aquifers globally
2024 StandoutNature
Towards Negative Emissions: Hydrothermal Carbonization of Biomass for Sustainable Carbon Materials
2024 Standout
2 intermediate papers

Works of Michael McAleer being referenced

Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*
2020
Modelling income effects on long and short haul international travel from Japan
2008

Author Peers

Author Last Decade Papers Cites
Michael McAleer 7786 5360 3670 510 11.5k
Philip Hans Franses 4931 2568 3107 465 10.3k
Henri Theil 7523 1560 2888 246 15.4k
Chêng Hsiao 7490 1812 3244 149 11.9k
Helmut Lütkepohl 7345 3035 5265 150 12.2k
Badi H. Baltagi 8334 1419 2575 285 11.7k
Gary Koop 7983 3040 4731 179 10.5k
James G. MacKinnon 10292 3860 5613 101 17.9k
David F. Hendry 11007 3828 9998 283 15.9k
Paul Newbold 6991 3469 5193 142 11.0k
Peter E. Rossi 6478 3026 1566 106 11.9k

All Works

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2026