George Milunovich

972 total citations
52 papers, 677 citations indexed

About

George Milunovich is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, George Milunovich has authored 52 papers receiving a total of 677 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Economics and Econometrics, 27 papers in Finance and 20 papers in General Economics, Econometrics and Finance. Recurrent topics in George Milunovich's work include Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (20 papers) and Complex Systems and Time Series Analysis (14 papers). George Milunovich is often cited by papers focused on Market Dynamics and Volatility (25 papers), Monetary Policy and Economic Impact (20 papers) and Complex Systems and Time Series Analysis (14 papers). George Milunovich collaborates with scholars based in Australia, Germany and United States. George Milunovich's co-authors include Roselyne Joyeux, Susan Thorp, Peter Abelson, Demi Chung, Mardi Dungey, Minxian Yang, Helmut Lütkepohl, Stefan Trück, Shuping Shi and Jing Liu and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

George Milunovich

50 papers receiving 634 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
George Milunovich Australia	14	566	273	132	76	70	52	677
Hachmi Ben Ameur France	15	496 0.9×	247 0.9×	90 0.7×	86 1.1×	78 1.1×	52	648
Matteo Foglia Italy	17	760 1.3×	327 1.2×	89 0.7×	112 1.5×	114 1.6×	41	881
Ahamuefula E. Ogbonna Nigeria	16	596 1.1×	188 0.7×	138 1.0×	34 0.4×	114 1.6×	46	688
Adrián Fernández-Pérez New Zealand	14	593 1.0×	335 1.2×	184 1.4×	64 0.8×	66 0.9×	65	685
Yingying Xu China	15	512 0.9×	190 0.7×	88 0.7×	42 0.6×	134 1.9×	68	652
Jui‐Cheng Hung Taiwan	13	472 0.8×	387 1.4×	176 1.3×	31 0.4×	43 0.6×	36	603
Oğuzhan Çepni Denmark	12	498 0.9×	232 0.8×	91 0.7×	31 0.4×	64 0.9×	40	581
Arif Billah Dar India	17	783 1.4×	186 0.7×	295 2.2×	94 1.2×	128 1.8×	50	846
Neluka Devpura Sri Lanka	9	704 1.2×	199 0.7×	175 1.3×	92 1.2×	67 1.0×	16	768
Onur Polat Türkiye	13	555 1.0×	186 0.7×	93 0.7×	42 0.6×	82 1.2×	48	681

Countries citing papers authored by George Milunovich

Since Specialization

Citations

This map shows the geographic impact of George Milunovich's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by George Milunovich with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites George Milunovich more than expected).

Fields of papers citing papers by George Milunovich

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by George Milunovich. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by George Milunovich. The network helps show where George Milunovich may publish in the future.

Co-authorship network of co-authors of George Milunovich

This figure shows the co-authorship network connecting the top 25 collaborators of George Milunovich. A scholar is included among the top collaborators of George Milunovich based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with George Milunovich. George Milunovich is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Milunovich, George, et al.. (2024). Airbnb Pricing in Sydney: Predictive Modelling and Explainable AI. SSRN Electronic Journal.

2.

Lee, Seung Ah & George Milunovich. (2024). Beyond the breach: Bitcoin’s response to exchange-related cyberattacks and closures. Applied Economics Letters. 1–5. 1 indexed citations

3.

Milunovich, George, et al.. (2023). Digital exchange attributes and the risk of closure. Blockchain Research and Applications. 4(2). 100131–100131. 6 indexed citations

4.

Milunovich, George. (2021). Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins. Economics Letters. 211. 110243–110243. 21 indexed citations

5.

Milunovich, George. (2020). Forecasting Australia's real house price index: A comparison of time series and machine learning methods. Journal of Forecasting. 39(7). 1098–1118. 56 indexed citations

6.

Milunovich, George & Minxian Yang. (2016). Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities. Journal of Business and Economic Statistics. 36(2). 288–308. 1 indexed citations

7.

Milunovich, George & Minxian Yang. (2013). On Identifying Structural VAR Models via ARCH Effects. 5(2). 117–131. 18 indexed citations

8.

Milunovich, George & Minxian Yang. (2013). Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities. SSRN Electronic Journal. 1 indexed citations

9.

Milunovich, George & Minxian Yang. (2013). Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities. SSRN Electronic Journal. 1 indexed citations

10.

Dungey, Mardi, George Milunovich, Susan Thorp, & Minxian Yang. (2012). Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. SSRN Electronic Journal. 7 indexed citations

11.

Milunovich, George. (2011). Measuring the Impact of the GFC on European Equity Markets. Economics bulletin. 31(2). 1237–1246. 1 indexed citations

12.

Milunovich, George, et al.. (2011). International Commodity Prices and the Australian Stock Market*. Economic Record. 87(276). 37–44. 5 indexed citations

13.

Milunovich, George. (2010). Temporal links between the Asia-Pacific and international stock markets: 1971-2010. SHILAP Revista de lepidopterología. 1 indexed citations

14.

Joyeux, Roselyne & George Milunovich. (2010). Testing market efficiency in the EU carbon futures market. Applied Financial Economics. 20(10). 803–809. 66 indexed citations

15.

Milunovich, George & Roselyne Joyeux. (2007). Market Efficiency and Price Discovery in the EU Carbon Futures Market. SSRN Electronic Journal. 33 indexed citations

16.

Milunovich, George & Roselyne Joyeux. (2007). Testing Market Efficiency and Price Discovery in European Carbon Markets. RePEc: Research Papers in Economics. 8 indexed citations

17.

Milunovich, George, et al.. (2007). A Review of Carbon Trading Theory and Practice. SSRN Electronic Journal. 3 indexed citations

18.

Thorp, Susan & George Milunovich. (2007). SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?. The Journal of Financial Research. 30(3). 355–377. 13 indexed citations

19.

Milunovich, George & Roselyne Joyeux. (2007). Pricing Efficiency and Arbitrage in the EU ETS Carbon Futures Market. 2(2). 23–25. 5 indexed citations

20.

Abelson, Peter, Roselyne Joyeux, George Milunovich, & Demi Chung. (2003). HOUSE PRICES IN AUSTRALIA: 1970 TO 2003 FACTS AND EXPLANATIONS. RePEc: Research Papers in Economics. 1–29. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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