Michael McAleer
Impact in
- Finance top 0.05%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
-
- Monetary Policy and Economic Impact
Papers in
-
- Market Dynamics and Volatility 249
- Complex Systems and Time Series Analysis 75
- Energy, Environment, Economic Growth 33
- Finance 293
- Financial Risk and Volatility Modeling 236
- Financial Markets and Investment Strategies 43
- Stochastic processes and financial applications 30
- Co-authors
- Chia‐Lin Chang (134 shared papers)Shiqing Ling (10 shared papers)Christine Lim (22 shared papers)Manabu Asai (36 shared papers)Félix Chan (28 shared papers)Roengchai Tansuchat (16 shared papers)Suhejla Hoti (22 shared papers)Massimiliano Caporin (17 shared papers)
- Journals
- Mathematics and Computers in Simulation (42 papers)Journal of Econometrics (17 papers)Journal of Economic Surveys (17 papers)Econometric Reviews (16 papers)Sustainability (10 papers)
- Partner nations
- NetherlandsAustraliaTaiwan
In The Last Decade
Michael McAleer
508 papers receiving 11.4k citations
Hit Papers
Peers
Comparison fields: 5 of 175
- Finance 5.7k
- General Economics, Econometrics and Finance 3.9k
- Economics and Econometrics 8.2k
- Tourism, Leisure and Hospitality Management 352
- General Energy 174
Countries citing papers authored by Michael McAleer
This map shows the geographic impact of Michael McAleer'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 Michael McAleer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Michael McAleer more than expected).
Fields of papers citing papers by Michael McAleer
This network shows the impact of papers produced by Michael McAleer. 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 Michael McAleer. The network helps show where Michael McAleer may publish in the future.
Co-authors
The 25 scholars most cited alongside Michael McAleer, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 539 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL Hit paper breakdown → | 2003 | 630 |
| 2 | 2020 | 332 | |
| 3 | 2005 | 258 | |
| 4 | 2002 | 235 | |
| 5 | 2011 | 232 | |
| 6 | 2006 | 228 | |
| 7 | 2002 | 215 | |
| 8 | 2002 | 214 | |
| 9 | 2020 | 205 | |
| 10 | 2002 | 195 | |
| 11 | 2012 | 177 | |
| 12 | 2010 | 172 | |
| 13 | 1981 | 170 | |
| 14 | 2009 | 167 | |
| 15 | 2020 | 145 | |
| 16 | 2009 | 142 | |
| 17 | 2001 | 140 | |
| 18 | 2006 | 139 | |
| 19 | 2008 | 135 | |
| 20 | 2010 | 133 |
About Michael McAleer
Michael McAleer is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Sociology and Political Science and Management Science and Operations Research, having authored 539 papers that have together received 12.4k indexed citations. Recurring topics across this work include Market Dynamics and Volatility (249 papers), Financial Risk and Volatility Modeling (236 papers), Monetary Policy and Economic Impact (204 papers), Complex Systems and Time Series Analysis (75 papers), Diverse Aspects of Tourism Research (45 papers), Financial Markets and Investment Strategies (43 papers), Energy, Environment, Economic Growth (33 papers) and Stochastic processes and financial applications (30 papers). The work is most often cited by research in Finance (5.7k citations), General Economics, Econometrics and Finance (3.9k citations), Economics and Econometrics (8.2k citations), Tourism, Leisure and Hospitality Management (352 citations) and General Energy (174 citations). Michael McAleer has collaborated with scholars based in Netherlands, Australia and Taiwan. Frequent co-authors include Chia‐Lin Chang, Shiqing Ling, Christine Lim, Manabu Asai, Félix Chan, Roengchai Tansuchat, Suhejla Hoti, Massimiliano Caporin, Shawkat Hammoudeh and Wing‐Keung Wong. Their work appears in journals such as Mathematics and Computers in Simulation, Journal of Econometrics, Journal of Economic Surveys, Econometric Reviews and Sustainability.
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.