Michael McAleer

18.0k total citations · 1 hit paper
539 papers, 12.4k citations indexed

About

Michael McAleer is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Michael McAleer has authored 539 papers receiving a total of 12.4k indexed citations (citations by other indexed papers that have themselves been cited), including 359 papers in Economics and Econometrics, 293 papers in Finance and 212 papers in General Economics, Econometrics and Finance. Recurrent topics in Michael McAleer's work include Market Dynamics and Volatility (249 papers), Financial Risk and Volatility Modeling (236 papers) and Monetary Policy and Economic Impact (204 papers). Michael McAleer is often cited by papers focused on Market Dynamics and Volatility (249 papers), Financial Risk and Volatility Modeling (236 papers) and Monetary Policy and Economic Impact (204 papers). Michael McAleer collaborates with scholars based in Netherlands, Australia and Taiwan. Michael McAleer's 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 and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Renewable and Sustainable Energy Reviews.

In The Last Decade

Michael McAleer

508 papers receiving 11.4k citations

Hit Papers

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 2003 2026 2010 2018 2003 200 400 600
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
    2003 630 citations Michael McAleer et al. profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Michael McAleer Netherlands 55 8.2k 5.7k 3.9k 1.8k 998 539 12.4k
Chêng Hsiao United States 38 7.9k 1.0× 1.9k 0.3× 3.4k 0.9× 1.4k 0.8× 693 0.7× 151 12.7k
James G. MacKinnon Canada 43 10.9k 1.3× 4.1k 0.7× 5.9k 1.5× 1.7k 1.0× 1.2k 1.2× 103 18.9k
Badi H. Baltagi United States 56 10.8k 1.3× 1.8k 0.3× 3.2k 0.8× 1.4k 0.8× 609 0.6× 298 15.5k
Peter E. Rossi United States 47 6.7k 0.8× 3.1k 0.6× 1.6k 0.4× 997 0.6× 1.5k 1.5× 108 12.5k
Gary Koop United Kingdom 46 8.4k 1.0× 3.2k 0.6× 5.0k 1.3× 361 0.2× 1.5k 1.5× 185 11.1k
Russell Davidson Canada 36 6.3k 0.8× 2.5k 0.4× 3.0k 0.8× 1.4k 0.8× 938 0.9× 107 12.2k
Philip Hans Franses Netherlands 53 5.2k 0.6× 2.7k 0.5× 3.3k 0.8× 1.1k 0.6× 2.0k 2.0× 473 11.1k
Walter Enders United States 47 8.9k 1.1× 3.0k 0.5× 6.1k 1.6× 3.9k 2.2× 563 0.6× 119 14.7k
Jushan Bai United States 41 10.5k 1.3× 4.8k 0.9× 7.1k 1.8× 611 0.3× 1.1k 1.1× 92 14.9k
David F. Hendry United Kingdom 64 12.3k 1.5× 4.4k 0.8× 11.1k 2.9× 831 0.5× 2.4k 2.4× 293 18.0k

Countries citing papers authored by Michael McAleer

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Michael McAleer

This figure shows the co-authorship network connecting the top 25 collaborators of Michael McAleer. A scholar is included among the top collaborators of Michael McAleer 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 Michael McAleer. Michael McAleer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Asai, Manabu, Chia‐Lin Chang, Michael McAleer, & Laurent L. Pauwels. (2021). Asymptotic and Finite Sample Properties for Multivariate Rotated GARCH Models. Econometrics. 9(2). 21–21. 1 indexed citations
2.
Chang, Chia‐Lin, et al.. (2020). . EUR Research Repository (Erasmus University Rotterdam). 12 indexed citations
3.
Magnus, Jan R. & Michael McAleer. (2020). The Future of Academic Journals in a COVID-19 World. SHILAP Revista de lepidopterología. 2(4). 76–76. 2 indexed citations
4.
McAleer, Michael. (2019). . MDPI (MDPI AG). 19 indexed citations
5.
Chu, Amanda M. Y., et al.. (2019). Modelling Economic Growth, Carbon Emissions, and Fossil Fuel Consumption in China: Cointegration and Multivariate Causality. International Journal of Environmental Research and Public Health. 16(21). 4176–4176. 58 indexed citations
6.
Chang, Chia‐Lin, Yiying Li, & Michael McAleer. (2018). Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. Energies. 11(6). 1595–1595. 28 indexed citations
7.
Wong, Wing‐Keung, et al.. (2018). Why Are Warrant Markets Sustained in Taiwan but Not in China?. Sustainability. 10(10). 3748–3748. 18 indexed citations
8.
Chang, Chia‐Lin, et al.. (2018). Moving Average Market Timing in European Energy Markets: Production Versus Emissions. Energies. 11(12). 3281–3281. 10 indexed citations
9.
10.
Chang, Chia‐Lin, et al.. (2017). Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA. EUR Research Repository (Erasmus University Rotterdam). 3 indexed citations
11.
Chang, Chia‐Lin, et al.. (2017). The correct regularity condition and interpretation of asymmetry in EGARCH. 1 indexed citations
12.
Chang, Chia‐Lin, et al.. (2017). A Tourism Financial Conditions Index for Tourism Finance. SHILAP Revista de lepidopterología. 8(2). 23–23. 3 indexed citations
13.
Chang, Chia‐Lin, et al.. (2013). Volatility spillovers for stock returns and exchange rates of tourism firms in Taiwan. Piantadosi, J., Anderssen, R.S. and Boland J. (eds) MODSIM2013, 20th International Congress on Modelling and Simulation. 1 indexed citations
14.
Chang, Chia‐Lin & Michael McAleer. (2013). What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance\n. RePub (Erasmus University Rotterdam). 5 indexed citations
15.
McAleer, Michael, Félix Chan, & Les Oxley. (2013). Modelling and simulation: An overview. Mathematics and Computers in Simulation. 93. viii–xv. 1 indexed citations
16.
McAleer, Michael, et al.. (2013). GFC-Robust Risk Management Under the Basel Accord. Data Archiving and Networked Services (DANS). 23 indexed citations
17.
Bian, Guorui, Michael McAleer, & Wing‐Keung Wong. (2013). Robust Estimation and Forecasting of \nthe Capital Asset Pricing Model. Data Archiving and Networked Services (DANS). 16 indexed citations
18.
Chang, Chia‐Lin, et al.. (2011). Globalization and knowledge spillover: International direct investment, exports and patents. Chan, F., Marinova, D. and Anderssen, R.S. (eds) MODSIM2011, 19th International Congress on Modelling and Simulation.. 1 indexed citations
19.
Chang, Chia‐Lin, Michael McAleer, & Christine Lim. (2011). Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. Library Open Repository (Universidad Complutense Madrid). 1–32. 2 indexed citations
20.
Lean, Hooi Hooi, Michael McAleer, & Wing‐Keung Wong. (2010). Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. RePub (Erasmus University, Rotterdam). 4 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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