Research output per year is available via Pure.
Reports and reprints
This is an overview of the reports and reprints of the department of Econometrics. This overview will help you to find journals, books, reference works and data sources that are critical for research and education.
The reports are organised by year of publication:
Report ID | Title | Data |
EI2021-01 | Minh Ngoe Pham. Comparison between LP bound of the two-Index and the three-Index vehicle flow formulation for the capacitated vehicle routing problem, p. 16 | Electronic Data |
EI2021-02 | Mathijs van Zon, Remy Spliet & Wilco van den Heuvel. The effect of algorithmic capabilities on cooperative games, p. 42 | Electronic Data |
Report ID | Authors | Title | Data |
EI2020-01 | Twan Dollevoet, Pedro Munari & Remy Spliet | A p-step formulation for the capacitated vehicle routing problem. P. 48 | |
EI2020-02 | Shyam S.G. Perumal, Twan Dollevoet, Dennis Huisman, Richard M. Lusby, Jesper Larsen, Morten Riis | Solution Approaches for Vehicle and Crew Scheduling with Electric Buses. P. 26 | Electronic Data |
EI2020-03 | Philip Hans Franses | Estimating persistence for irregularly spaced historical data. P. 17 | Electronic Data |
EI2020-04 | Twan Dollevoet, Diego Pecin & Remy Spliet | The path programming problem and a partial path relaxation. P. 29 | Electronic Data |
EI2020-05 | Philip Hans Franses | An introduction to time-varying lag autoregression. P. 27 | Electronic Data |
EI2020-06 | Rolf van Lieshout, P.C. Bouman, Marjan van den Akker & Dennis Huisman | A Self-Organizing Policy for Vehicle Dispatching in Public Transit Systems with Multiple Lines. P. 24 | Electronic Data |
EI2020-07 | Sabine Knapp, Philip Hans Franses & Bruce Whitby | Measuring the effect of perceived corruption on detention and incident risk - an empirical analysis. P. 13 | Electronic Data |
EI2020-08 | Ymro N. Hoogendoorn & Kevin Dalmeijer | Resource-robust valid inequalities for set covering and set partitioning models. P. 54 | Electronic Data |
EI2020-09 | Sabine Knapp | ntification and analysis of risk exposure in the maritime industry: Averted incident costs due to inspections and the effect of SARS-CoV-2 (Covid19). P. 23 | Electronic Data |
Report ID | Title | Data |
EI2019-01 | Gert-Jaap Polinder, Thomas Breugem, Twan Dollevoet & Gábor Maróti. An Adjustable Robust Optimization Approach for Periodic Timetabling. P. 25 |
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EI2019-02 | Sha Zhu, Willem van Jaarsveld & Rommert Dekker. Spare parts inventory control based on maintenance planning. P. 24 | |
EI2019-03 | Mathijs van Zon, Remy Spliet & Wilco van de Heuvel. The joint network vehicle routing game. P. 22 | |
EI2019-04 | Thomas R. Visser & Martin W.P. Savelsbergh. Strategic time slot management: A priori routing for online crocery retailing. P. 40 | |
EI2019-05 | L.P.J. Schlicher (Loe), M. Musegaas (Marieke) & L.E. Westerink-Duijzer (Evelot). Resource location games. P. 23 | |
EI2019-06 | L.E. Westerink-Duijzer (Evelot), L.P.J. Schlichter (Loe) & M. Musegaas (Marieke). Fair allocations for cooperation problems in vaccination. P. 50 | Electronic Data |
EI2019-07 | Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila & Michael McAleer. Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets. P. 18 | Electronic Data |
EI2019-08 | Ha Minh Nguyen, Duc Hong Vo & Michael McAleer. Energy Consumption and Economic Growth: Evidence from Vietnam. P. 27 | Electronic Data |
EI2019-09 | Tan Ngoc Vu, Duc Hong Vo & Michael McAleer. Rent Seeking for Export Licenses: Application to the Vietnam Rice Market. P. 34 | Electronic Data |
EI2019-10 | Duc Hong Vo, Tan Ngoc Vu, Anh The Vo & Michael McAleer. Modelling the Relationship between Crude Oil and Agricultural Commodity Prices. P. 53 | Electronic Data |
EI2019-11 | Duc Hong Vo, Ha Minh Nguyen, Anh The Vo & Michael McAleer. CO2 Emissions, Energy Consumption and Economic Growth: Evidence from the Trans-Pacific Partnership. P.33 | Electronic Data |
EI2019-12 | Michael McAleer, Tamotsu Nakamura & Clinton Watkins. Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan. P. 25 | Electronic Data |
EI2019-13 | Michael McAleer. What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. P. 16 | Electronic Data |
EI2019-14 | Michael McAleer. What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. P.12 | Electronic Data |
EI2019-15 | Duc Hong Vo, Binh Vo-Ninh Pham, Trung Vu-Thanh Pham & Michael McAleer. Corporate Financial Distress of Industry Level Listings in an Emerging Market. P. 33 | Electronic Data |
EI2019-16 | Manabu Asai, Rangan Gupta & Michael McAleer. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. P.24 | Electronic Data |
EI2019-17 | David E. Allen & Michael McAleer. Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany. P. 21 | Electronic Data |
EI2019-18 | Duc Hong Vo, Ngoc Phu Tran, Tam Nguyen-Thanh Duong & Michael McAleer. Risk Analysis of Energy in Vietnam. P. 21 | Electronic Data |
EI2019-19 | Marcel Turkensteen & Wilco van den Heuvel. The trade-off between costs and carbon emissions from lot-sizing decisions | Electronic Data |
EI2019-20 | David E. Allen & Michael McAleer. Drawbacks in the 3-Factor of Fama and French. P. 36 | Electronic Data |
EI2019-21 | Sabine Knapp & Christiaan Heij. Improved strategies for the maritime industry to target vessels for inspection and to select inspection priority areas. P. 18 | Electronic Data |
EI2019-22 | Kevin Dalmeijer, Remy Spliet & Albert Wagelmans, Dynamic Time Window Adjustment. P. 45 | Electronic Data |
EI2019-23 | Philip Hans Franses & Simeon Vasilev. Real GDP growth in Africa, 1963-2016. P. 29 | Electronic Data |
EI2019-24 | Dennis Fok & Richard Paap. New Misspecifcation Tests for Multinomial Logit Models. P. 20 | Electronic Data |
EI2019-25 | Philip Hans Franses. Professional Forecasters and January. P. 19 | Electronic Data |
EI2019-26 | Philip Hans Franses. Do African economies grow similarly?, P. 18 | Electronic Data |
EI2019-27 | Rolf N. van Lieshout. Integrated Periodic Timetabling and Vehicle Circulation Scheduling. P. 33 | Electronic Data |
EI2019-28 | Philip Hans Franses. IMA(1,1) as a new benchmark for forecast evaluation. P. 13 | Electronic Data |
EI2019-29 | Sailesh Bhaghoe, Gavin Ooft & Philip Hans Franses. Estimates of Quarterly GDP Growth using MIDAS regressions. P. 26 | Electronic Data |
EI2019-30 | Didier Nibbering, Richard Paap. Panel Forecasting with Asymmetric Grouping. P. 38 | Electronic Data |
EI2019-31 | Thomas Breugem, Twan Dollevoet, Dennis Huisman. A Column Generation Approach for the Integrated Crew re-Planning Problem. P. 30 | Electronic Data |
EI2019-32 | Gavin Ooft, Sailesh Bhaghoe & Philip Hans Franses. Forecasting Annual Inflation in Suriname. P. 22 | Electronic Data |
EI2019-33 | Annika Schnucker. Penalized Estimation of Panel Vector Autoregressive Models: A Panel LASSO Approach. P. 39 | Electronic Data |
EI2019-34 | Rowan Hoogervorst, Twan Dollevoet, Gabor Maroti & Dennis Huisman. A Variable Neighborhood Search Heuristic for Rolling Stock Rescheduling. p. 30 | Electronic Data |
EI2019-35 | Wei Li, Dennis Fok & Philip Hans Franses. Forecasting own brand sales: Does incorporating competition help? P. 28 | Electronic Data |
Report ID | Title | Data |
EI2018-01 | R.B.O. Kerkkamp, W. van den Heuvel & A.P.M. Wagelmans. Balancing expected and worst-case utility in contracting models with asymmetric information and pooling. P. 29 | |
EI2018-02 | Thai Young Kim. Improving warehouse responsiveness by job priority management: a European distribution centre field study. P. 28 | |
EI2018-03 | Chia-Lin Chang, Shu-Han Hsu & Michael McAleer. An event study of Chinese tourists to Taiwan. P. 30 | |
EI2018-04 | Chia-Lin Chang, Michael McAleer & Yu-Chieh Wu. A statistical analysis of industrial penetration and internet intensity in Taiwan. P. 48 | |
EI2018-05 | Chia-Lin Chang, Te-Ke Mai & Michael McAleer. Pricing carbon emissions in China. P. 55 | |
EI2018-06 | Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. Management information, decision sciences, and financial economics: a connection. P. 29 | |
EI2018-07 | Manabu Asai & Michael McAleer. Bayesian analysis of realized matrix-exponential GARCH models. P. 27 | |
EI2018-08 | Chia-Lin Chang, Michael McAleer & Wing Keung Wong. Big data, computational science, economics, finance, marketing, management, and psychology: connections. P. 55 | |
EI2018-09 | Christiaan Heij & Sabine Knapp. Predictive Power of Inspection Outcomes for Future Shipping Accidents – An Empirical Appraisal with Special Attention for Human Factor Aspects. P. 27 | |
EI2018-10 | David E. Allen, Michael McAleer & David McHardy Reid. Fake news and indifference to truth: Dissecting tweets and state of the union addresses by presidents Obama and Trump. P. 22 | |
EI2018-11 | Michael McAleer, Judit Oláh & József Popp. Pros and Cons of the Impact Factor in a Rapidly Changing Digital World. P. 34 | |
EI2018-12 | Chia-Lin Chang & Michael McAleer. The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions. P 24 | |
EI2018-13 | Chia-Lin Chang, Michael McAleer &Wing-Keung Wong. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. P. 58 | |
EI2018-14 | Philip Hans Franses. Model-based forecast adjustment; With an illustration to inflation. P. 18 | |
EI2018-15 | Chia-Lin Chang, Te-Ke Mai & Michael McAleer. Establishing National Carbon Emission Prices for China. P. 57 | |
EI2018-16 | Chia-Lin Chang, Shu-Han Hsu & Michael McAleer. Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. P. 41 | |
EI2018-17 | R.B.O. Kerkkamp, W. van den Heuvel & A.P.M. Wagelmans. Two-Echelon Lot-Sizing With Asymmetric Information. P. 32 | |
EI2018-18 | Chia-Lin Chang, Shu-Han Hsu & Michael McAleer. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. P. 41 | |
EI2018-19 | Jukka Ilomäki, Hannu Laurila & Michael McAleer. Simple Market Timing with Moving Averages. P. 37 | |
EI2018-20 | Rolf N. van Lieshout, Paul Bouman & Dennis Huisman. Determining and evaluating alternative line plans in (near) out-of-control situations. P. 43 | |
EI2018-21 | Philip Hans Franses & Wilco van den Heuvel. Aggregate statistics on trafficker-destination relations in the Atlantic slave trade. P. 16 | |
EI2018-22 | Wing-Keung Wong, Hooi Hooi Lean, Michael McAleer & Feng-Tse Tsai. Why did Warrant Markets Close in China but not Taiwan?. P. 32 | |
EI2018-23 | Chia-Lin, Michael McAleer & Yu-Ann Wang. Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs. P. 53 | |
EI2018-24 | David E. Allen & Michael McAleer. Fake news and indifference to scientific fact: President Trump’s confused tweeds on global warming, climate change and weather. P. 7 | |
EI2018-25 | Mark M. Dekker, Rolf N. van Lieshout, Robin C. Ball, Paul C. Bouman, Stephan C. Dekker, Henk A. Dijkstra, Rob M.P. Goverde, Dennis Huisman, Deb Panja, Alfons A.M.Schaafsma & Marjan van den Akker. A next step in disruption management: combining operations research and complexity science. P. 19 | |
EI2018-26 | David E. Allen, Michael McAleer & Abhay K. Singh. A multi-criteria financial and energy portfolio analysis of hedge fund strategies. P. 24 | |
EI2018-27 | WeiMing Mou, Wing-Keung Wong & Michael McAleer. Financial Credit Risk and Core Enterprise Supply Chains. P. 28 | |
EI2018-28 | Jukka Ilomäki, Hannu Laurila & Michael McAleer. Market Timing with Moving Averages. P. 37 | |
EI2018-29 | Rowan Hoogervorst, Twan Dollevoet, Gabor Maroti & Dennis Huisman. Reducing passenger delays by rolling stock rescheduling. P.33 | |
EI2018-30 | Philip Hans Franses & Thomas Wiemann. Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping. P. 28 | |
EI2018-31 | Gilian van den Hengel & Philip Hans Franses. Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model. P. 53 | |
EI2018-32 | Manabu Asai, Shelton Peiris, Michael McAleer & David E. Allen. Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates. P. 31 | |
EI2018-33 | David E. Allen & Michael McAleer. Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”:Comment. P. 8 | |
EI2018-34 | Marcin Jaskowski &Michael McAleer. Spurious Cross-Sectional Dependence in Credit Spread Changes. P. 30 | |
EI2018-35 | Thomas van Breugem, Twan Dollevoet & Dennis Huisman. Analyzing a Family of Formulations for Cyclic Crew Rostering. P.27 | |
EI2018-36 | Christiaan Heij & Sabine Knapp. An Empirical Analysis of Risk Dimensions. P.20https://repub.eur.nl/pub/116490 | Electronic Data |
EI2018-37 | Chia-Lin Chang, Tai-Lin Hsieh, Michael McAleer. Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. P. 63 | |
EI2018-38 | Manabu Asai, Chia-Lin Chang, Michael McAleer & Laurent Pauwels. Asymptotic Theory for Rotated Multivariate GARCH Models. P. 29 | |
EI2018-39 | Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila & Michael McAleer. Long Run Returns Predictability and Volatility with Moving Averages. P.33 | Electronic Data |
EI2018-40 | Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018. P. 10 | |
EI2018-41 | Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018. P. 20 | |
EI2018-42 | WeiMing Mou, Wing-Keung Wong & Michael McAleer. Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. P. 32 | |
EI2018-43 | Michael McAleer, Tamotsu Nakamura & Clinton Watkins. Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan. P. 22 | |
EI2018-44 | Chia-Lin Chang, Jukka Ilomäki, Hannu Laurila & Michael McAleer. Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. P.33 | |
EI2018-45 | Ying Wang, Zheming Zhang, Dennis Huisman, Andrea D’Ariano & Jinchuan Zhang. A Lagrangian Relaxation Approach Based on a Time-Space-State Network for Railway Crew Scheduling. P. 24 | |
EI2018-46 | Anh The Vo, Loan Thi-Hong Van, Duc Hong Vo & Michael McAleer, Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets. P. 43 | |
EI2018-47 | Philip Hans Franses & Max Welz. Evaluating heterogeneous forecasts for vintages of macroeconomic variables. P. 22 |
Report ID | Title | Data |
EI2017-01 | Evelot Duijzer, Willem van Jaarsveld, & Rommert Dekker. Literature Review - the vaccine supply chain. p.30 | |
EI2017-02 | Sabine Knapp & Stephen Vander Hoorn. A multi-layered risk estimation routine for strategic planning and operations for the maritime industry. p.19 | |
EI2017-03 | Evelot Duijzer, Willem van Jaarsveld & Rommert Dekker. The benefi | |
EI2017-04 | Meltem Kiygi-Calli, Marcel Weverbergh & Philip Hans Franses. Call Center Performance with Direct Response Advertising. p.39 | |
EI2017-05 | Chia-Lin Chang & Michael McAleer. The Fiction of Full BEKK. p.10 | |
EI2017-06 | Manabu Asai & Michael McAleer. Forecasting the Volatility of Nikkei 225 Futures. p.26 | |
EI2017-07 | Chia-Lin Chang, Tai-Lin Hsieh & Michael McAleer. Connecting VIX and Stock Index ETF. p.41 | |
EI2017-08 | Jinghui Chen, Masahito Kobayashi & Michael McAleer. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. p.30 | |
EI2017-09 | Manabu Asai, Chia-Lin Chang & Michael McAleer. Realized Stochastic Volatility with General Asymmetry and Long Memory. p.36 | |
EI2017-10 | Rutger Kerkkamp, Wilco van den Heuvel & Albert Wagelmans. Robust Pooling for Contracting Models with Asymmetric Information. p.61 | |
EI2017-11 | Piyanuch Chaipornkaew, Takorn Prexawanprasut & Michael McAleer. You’ve Got Email: A Workflow Management Extraction System. p.20 | |
EI2017-12 | Ning Mao & Michael McAleer. Re-Opening the Silk Road to Transform Chinese Trade. p.18 | |
EI2017-13 | Chia-Lin Chang & Michael McAleer. Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software. p.14 | |
EI2017-14 | Chia-Lin Chang, Michael McAleer & Guangdong Zuo. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. p.49 | |
EI2017-15 | Anastasios Zopiatis, Christos S. Savva, Neophytos Lambertides & Michael McAleer. Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. p.49 | |
EI2017-16 | Twan Dollevoet, J. Theresia van Essen & Kristiaan M. Glorie. Solution methods for the tray optimization problem. p.34 | |
EI2017-17 | Chia-Lin Chang & Michael McAleer. The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. p.9 | |
EI2017-18 | Cuizhen Niu, Xu Guo, Michael McAleer & Wing-Keung Wong. Theory and Application of an Economic Performance Measure of Risk. p.43 | |
EI2017-19 | Ning Mao, Michael McAleer & Shuyu Bai. Impact of Psychological Needs on Luxury Consumption. p.10 | |
EI2017-20 | Michael McAleer. Stationarity and Invertibility of a Dynamic Correlation Matrix. p. 19 | |
EI2017-21 | Piyanuch Chaipornkaew, Takorn Prexawanprasut, Chia-Lin Chang & Michael McAleer. A Generalized Email Classification System for Workflow Analysis. p.20 | |
EI2017-22 | David E. Allen & Michael J. McAleer. Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management. P.28 | |
EI2017-23 | Thomas R. Visser & Remy Spliet. Efficient Move Evaluations for Time-Dependent Vehicle Routing Problems. P.25 | |
EI2017-24 | Chia-Lin Chang, Hui-Kuang Hsu & Michael McAleer. A Tourism Financial Conditions Index for Tourism Finance. p.34 | |
EI2017-25 | Philip Hans Franses & Eva Janssens. This time it is different! Or not? Discounting past data when predicting the future. p.39 | |
EI2017-26 | Philip Hans Franses & Eva Janssens. Inflation in Africa, 1960-2015. p.67 | |
EI2017-27 | Xu Guo, Gao-Rong Li, Michael McAleer, Wing-Keung Wong. Specification Testing of Production in a Stochastic Frontier Model. P.22 | |
EI2017-28 | Michael McAleer, Hang K. Ryu & Daniel J. Slottje. A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries. P. 34 | |
EI2017-29 | Manabu Asai, Michael McAleer & Shelton Peiris. Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. P. 25 | |
EI2017-30 | Thomas Breugem, Twan Dollevoet & Dennis Huisman. Is Equality always desirable? Analyzing the Trade-Off between Fairness and Attractiveness in Crew Rostering. p. 29 | |
EI2017-31 | Philip Hans Franses & Eva Janssens. Spurious Principal Components. P.9 | |
EI2017-32 | Chongshuang Chen, Twan Dollevoet & Jun Zhao. One-block train formation in large-scale railway networks: An exact model and a tree-based decomposition algorithm. P.39
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EI2017-33 | Not yet available | Electronic Data |
Report ID | Title | Data |
EI2016-01 | Xu Guo, Micheal McAleer, Wing-Keung Wong & Lixing Zhu. A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction during Financial Crisis. p.26 | |
EI2016-02 | Massimiliano Caporin, Chia-Lin Chang & Michael McAleer. Are S&P 500 Index and Ethanol Futures Related for Intra-Day Data? p.44 | |
EI2016-03 | Thomas Breugem, Twan Dollevoet, Wilco van den Heuvel.Analysis of FPTASes for Multi-Objective Shortest Path Problem. p.25 | |
EI2016-04 | Judith Mulder & Rommert Dekker. Will liner ships make fewer port calls per route? P.28 | |
EI2016-05 | Judith Mulder & Rommert Dekker. Optimization in container liner shipping. p.24 | |
EI2016-06 | Evelot Duijzer, Willem van Jaarsveld, Jacco Wallinga & Rommert Dekker. The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect. p.36 | |
EI2016-07 | Chia-Lin Chang, Tai-Lin Hsieh &Michael McAleer. How are VIX and Stock Index ETF Related? p.46 | |
EI2016-08 | Maarten L. Trap, Dennis Huisman & Rob M.P. Goverde. Design of a robust railway line system for severe winter conditions in The Netherlands. p.21 | |
EI2016-09 | Thijs Verhaegh, Dennis Huisman, Pieter-Jan Fioole & Juan C. Vera. A heuristic for real-time crew rescheduling during small disruptions. p.16 | |
EI2016-10 | Thai Young Kim, Rommert Dekker & Christiaan Heij. The impact of forecasting errors on warehouse labor efficiency: A case study in consumer electronics. p.29 | |
EI2016-11 | Thai Young Kim, Rommert Dekker & Christiaan Heij. Spare part demand forecasting for consumer goods using installed base information. p.30 | |
EI2016-12 | Thai Young Kim, Rommert Dekker & Christiaan Heij. The value of express delivery services for cross-border-e-commerce in European Union markets. p.35 | |
EI2016-13 | Adriana F. Gabor, Lars van Vianen, Guangyuan & Sven Axsäter. Enabling customer satisfaction and stock reduction through service differentiation with response time guarantees. p.27 | |
EI2016-14 | Bart van Riessen, Rudy R. Negenborn & Rommert Dekker, Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. p.30 | |
EI2016-15 | Chai-Lin Chang, McAleer & Yu-Ann Wang. Modelling Volatility Spillovers for Bio-ehtanol, Sugarcane and Corn. p.46 | |
EI2016-16 | Jinghui Chen, Masahito Kobayashi & Michael McAleer. Testingfor a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models. p.35 | |
EI2016-17 | Lars van Vianen, Adriana Gabor & Jan-Kees van Ommeren. Waiting times in classical priority queues via elementary lattice path counting. p.10 | |
EI2016-18 | R.B.O. Kerkkamp, W. van den Heuvel & A.P.M. Wagelmans. Two-echelon supply chain coordination under information asymmetry with multiple types. p.43 | |
EI2016-19 | Harwin de Vries & Evelot Duijzer. Incorporation Driving Range Variability in Network Design for Refueling Facilities. p.28 | |
EI2016-20 | Zhidong Bai, Hua Li, Micheal McAleer & WIng Keung Wong. Spectrally-Corrected Estimation for High-Dimentional Markowitz Mean-Variance Optimization. p.47 | |
EI2016-21 | David E. Allen, Micheal McAleer & Abhay K. Singh. An entropy based analysis of the relationschip between the DOW JONES Index and the TRNA Sentiment series. p.22 | |
EI2016-22 | Xiao-Guang Yue, Rui Gao & Micheal McAleer. Prediction of Gas Concentration Based on the Opposite Degree Algorithm. p.21 | |
EI2016-23 | Chai-Lin Chang, Micheal McAleer & Yu-Chieh Wu. Industrial Penetration and Internet Intensity. p.48 | |
EI2016-24 | David E. Allen, Chialin Chang, Micheal McAleer & Abhay K. Singh. A Cointegration Analysis of Agricultural Energy and Bio-Fuel Spot and Futures Prices. p.24 | |
EI2016-25 | Sabine Knapp & Christiaan Heij. Evaluation of total risk exposure and insurance premiums in the maritime industry. p.20 | |
EI2016-26 | Chia-Lin Chang, Micheal McAleer & Wing-Keung Wong. Management Science, Economics and Finance: A Connection. p.17 | |
EI2016-27 | Shelton Peiris, Manabu Asai & Micheal McAleer. Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models. p.22 | |
EI2016-28 | Chia-Lin Chang, Chia-Ping Liu & Micheal McAleer. Volatility Spillovers for Spot, Futures and ETF Prices in Energy and Agriculture. p.53 | |
EI2016-29 | Chia-Lin Chang, Micheal McAleer & Yanghuiting Wang. Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF spot using Dynamic Conditional Covariances. p.54 | |
EI2016-30 | Chai-Lin Chang, Micheal McAleer & Jiarong Tian. Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China. p.45 | |
EI2016-31 | Chai-Lin Chang, Micheal McAleer & Chien-Hsun Wang. An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. p.56 |
EI2016-32 | Philip Hans Franses. Yet another look at MIDAS regression. p.19 | |
EI2016-33 | Philip Hans Franses. Recovering historical inflation data from postal stamps prices | |
EI2016-34 | Manabu Asai & Michael McAleer. A Multivariate symmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics. p.13 | |
EI2016-35 | Manabu Asai & Michael McAleer. Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes. p.22 | |
EI2016-36 | Judith Mulder, Willem van Jaarsveld & Rommert Dekker. Simultaneous optimization of speed and buffer times for robust transportation systems. p.49 | |
EI2016-37 | Rolf van Lieshout, Judith Mulder & Dennis Huisman. The Vehicle Rescheduling Problem with Retiming. p.20 | |
EI2016-38 | David E. Allen, Michael McAleer, Robert Powell, and Abhay K. Singh. Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events. p.37 | |
EI2016-39 | Kevin Dalmeijer & Remy Spliet. A branch-and-cut algorithm for the Time Window Assignment Vehicle Routing Problem. p.31 | |
EI2016-40 | Chia-Lin Chang & Michael McAleer. A Simple Test for Causality in Volatility. p.9 | |
EI2016-41 | Manabu Asai, Chia-Lin Chang & Michael McAleer. Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. p.38 | |
EI2016-42 | Anastasios Zopiatis, Christos S. Savva, Neophytos Lambertides & Michael McAleer. Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. p.39 | |
EI2016-43 | Mao Ning & Michael McAleer. Theravada Buddhism and Thai Luxury Fashion Consumption. p.20 | |
EI2016-44 | Chia-Lin Chang & Michael McAleer. Joint and Cross-border Patents as Proxies for International Technology Diffusion. p.53 | |
EI2016-45 | Chia-Ling Chang, Michael McAleer & Yu-Ann Wang. Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices. p.64 | |
EI2016-46 | David E. Allen, Michael McAleer & Abhay K. Singh. A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. p.24 | |
EI2016-47 | Chia-Lin Chang, Michael McAleer & Dang-Khoa Nguyen. US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries. p.32 |
Report ID | Title | Data |
EI2015-01 | Rutger van Oest & Philip Hans Franses. A new test for random slope in the hierarchical linear model. pp. 18 | |
EI2015-02 | Chia-Lin Chang & Michael McAleer. Econometric Analysis of financial derivatives: An overview. pp. 27 An Overview | |
EI2015-03 | Tina Dulam & Philip Hans Franses. Return migration of high skilled workers: The case of Suriname. pp. 28 | |
EI2015-04 | Denice Bodeutsch & Philip Hans Franses. Risk attitudes in company boardrooms in a developing country: An empirical study for Suriname. pp.25 | |
EI2015-05 | Chia-Lin Chang & Michael McAleer. Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting. pp. 64 | |
EI2015-06 | Manabu Asai & Michael McAleer. The impact of jumps and leverage in forecasting co-volatility. pp. 22 | |
EI2015-07 | Shiqing Ling, Michael McAleer & Howell Tong. Frontiers in time series and financial eonometrics: An overview. pp. 22 | |
EI2015-08 | Chia-Lin Chang & Michael McAleer. Bibliometric rankings of journals based on the thomson reuters citations database. pp. 13 | |
EI2015-09 | Denice Bodeutsch & Philip Hans Franses. Risk attitudes in the board room and company performance: Evidence for an emerging economy. pp. 18 | |
EI2015-10 | Tina Dulam & Philip Hans Franses. How to gain brain for Suriname. pp. 41 | |
EI2015-11 | Not yet available |
|
EI2015-12 | Guillaume Gaetan Martinet & Michael McAleer. On the Invertibility of EGARCH(p,q). pp. 55 | |
EI2015-13 | Chia-Lin Chang, Michael McAleer & Ju-Ting Tang. International Technology Diffusion of Joint and Cross-border Patents. pp. 43 | |
EI2015-14 | Chia-Lin Chang, Juan-Ángel Jiménez-Martín, Esfandiar Maasoumi, Michael McAleer & Teodosio Pérez-Amaral. A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? pp. 39 | |
EI2015-15 | Yoshikazu Terada & Patrick J.F. Groenen. Symbolic Multidimensional Scaling. pp. 22 | |
EI2015-16 | F.R. McMorris, Henry Martyn Mulder, Beth Novick & R.C. Powers. An ABC-Problem for Location and Consensus Functions on Graphs. pp. 26 | |
EI2015-17 | Manoj Changat, Divya Sindhu Lekha, Shilpa Mohandas, Henry Martyn Mulder & Ajitha R. Subhamathi. Axiomatic Characterization of the Median and Antimedian Function on a Complete Graph minus a Matching. pp. 15 | |
EI2015-18 | Chia-Lin Chang, Yiying Li & Michael McAleer. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. pp. 36 |
|
EI2015-19 | José Núñez Ares, Harwin de Vries & Dennis Huisman. Column Generation Approach for Locating Roadside Clinics in Africa based on E_ectiveness and Equity. P.32 | electronic data |
EI2015-20 | Bert de Bruin & Philip Hans Franses. Stochastic levels and duration dependence in US unemployment. P.36 | electronic data |
EI2015-21 | Philip Hans Franses, Nancy Maassen. Consensus Forecasters: How good are they individually and why? P.25 | Electronic data |
EI2015-22 | David E. Allen, Micheal McAleer, Robert Powell & AbhayK. Singh. Multivariate Volatility Impulse Response Analysis of GFC News Events. P.26 | electronic data |
EI2015-23 | David E. Allen, Michael McAleer &Abhay K. Singh. Daily Market News Sentiment and Stock Prices. P. 43 | electronic data |
EI2015-24 | Chia-Lin Chang, Michael McAleer & Yu-Chien Wu. Industrial Agglomeration and Use of the Internet. P.49 | electronic data |
EI2015-25 | Chia-Lin Chang & Michael McAleer. Research Ideas for the Journal of Health & Medical Economics: Opinion. P. 6 | electronic data |
EI2015-26 | Michael McAleer. Research Ideas for the Journal of Informatics and Data Mining: Opinion. P. 9 | electronic data |
EI2015-27 | Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. Behavioural, Financial, and Health & Medical Economics: A Connection. P. 10 | electronic data |
EI2015-28 | Twan Dollevoet, Dennis Huisman, Leo G. Kroon, Lucas P. Veelenturf & Joris C. Wagenaar. An Iterative Framework for Real-time Railway Rescheduling. P. 28 | electronic data |
EI2015-29 | Evelot Duijzer, Willem van Jaarsveld, Jacco Wallinga & Rommert Dekker. Dose-optimal vaccine allocation over multiple populations. P. 46 | Electronic data |
EI2015-30 | Alfred García Hiernaux, David E. Guerrero & Michael McAleer. Market Integration Dynamics and Asymptotic Price Convergence in Distribution. P. 39 | Electronic data |
EI2015-31 | Xiao-Guang Yue, Yong Cao & Michael McAleer.From Disorder to Order. P. 14 | Electronic data |
EI2015-32 | David E. Allen, Michael McAleer, Robert J. Powell & Abhay K. Singh. Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC. P. 21 | Electronic data |
EI2015-33 | David E. Allen, Michael McAleer, Shelton Peiris & Abhay K. Singh. Nonlinear time series and neutral-network models of exchange rates between the US dollar and major currencies. P. 18 | Electronic data |
EI2015-34 | Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. Informatics, Data Mining, Econometrics and Financial Economics: A Connection. P. 12 | Electronic data |
EI2015-35 | Michael McAleer. The Fundamental Equation in Tourism Finance. P. 9 | Electronic data |
EI2015-36 | Philip Hans Franses & Bert de Bruijn. Benchmarking judgmentally adjusted forecasts. P. 20 | Electronic data |
EI2015-37 | Not yet available | Electronic data |
EI2015-38 | Chia-Lin Chang, Juan-Ángel Jiménez-Martin, Esfandiar Maasoumi, Michael McAleer & Teodosio Pérez-Amaral | Electronic data |
EI2015-39 | Jan Brinkhuis & Vladimir Protassov. A new proof of the Lagrange multiplier rule. P.4 | Electronic data |
EI2015-40 | Jan Brinkhuis. On the uniform limit condition for discrete-time infinite horizon problems. P.11 | Electronic data |
EI2015-41 | Jan Brinkhuis. A simple approach to discrete-time infinite horizon problems. P.8 | Electronic data |
Report ID | Title | Data |
EI2014-01 | Harwin de Vries, Joris van Klundert & Albert Wagelmans. Health benefits of roadside healthcare services. pp. 15 | |
EI2014-02 | Denice Bodeutsch & Philip Hans Franses. The stock exchange of suriname: returns, volatility, correlations and weak-form efficiency. pp. 34 | |
EI2014-03 | Lukas Bach, Twan Dollevoet & Dennis Huisman. Integrating timetabling and crew scheduling at a freight railway operator. pp. 24 | |
EI2014-04 | Chia-Lin Chang, Hui-Kuang Hsu & Micheal McAleer. A tourism condition index. pp. 30 | |
EI2014-05 | Chia-Lin Chang, Michael McAleer. Quality weighted citations versus total citations in the sciences and social sciences. pp. 54 | |
EI2014-06 | Michael McAleer. Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay. pp. 7 | |
EI2014-07 | Chia-Lin Chang & Michael McAleer. Ranking Economics and Econometrics ISI journals by quality weighted citations. pp. 26 | |
EI2014-08 | Liesbeth Noordegraaf-Eelens & Philip Hans Franses. Do los profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measure? pp. 30 | |
EI2014-09 | Harwin de Vries, Joris van de Klundert & Albert P.M. Wagelmans. The roadside healthcare facility location problems. pp. 20 | |
EI2014-10 | F.R. McMorris, Henry Martyn Mulder, Beth Novick & R.C. Powers. Five axioms for location functions on median graph. pp. 32 | |
EI2014-11 | Chia-Lin Chang, Hui-Kuang Hsu & Michael McAleer. A Tourism financial conditions index. pp. 26 | |
EI2014-12 | Xichen Ji, Jan Brinkhuis & Sabine Knapp. A method to measure enforcement effort in shipping with incomplete information. pp.21 | |
EI2014-13 | Janet M. Carey, Savine Knapp & Paul Irving. Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge. pp. 19 | |
EI2014-14 | Stephen Vander Hoorn & Sabine Knapp. A multi-layered risk exposure assessment approach for the shipping industry. pp. 19 | |
EI2014-15 | Christiaan Heij & Sabine Knapp. Effects of wind strength and wave height on ship incident risk: regional trends and seasonality. pp. 19 | |
EI2014-16 | Liesbeth Noordegraaf-Eelens & Philip Hans Franses. Does a financial crisis make consumers increasingly prudent. pp. 22 | |
EI2014-17 | Kannan Balakrishnan, Manoj Changat, Anandavally K. Lakshmikuttyamma, Joseph Mathews, Henry Martin Mulder, Prasanth G. Narasimha-Shenoi & N. Narayanan. Axiomatic characterization of the interval function of a block graph. pp. 14 | |
EI2014-18 | Chia-Lin Chang & Michael McAleer. Just how good are the top three journals in finance? An assessment based on quantity and quality citations. pp. 36 | |
EI2014-19 | Chia-Lin Chang, Wei-Chen Chen & Michael McAleer. Survival analysis of very low birth weight infant mortality in Taiwan. pp. 36 | |
EI2014-20 | Michael McAleer & Christian M. Hafner. A one line derivation of EGARCH. pp. 8 | |
EI2014-21 | Tina Dulam & Philip Hans Franses. Microeconomic determinants of skilled migration: The case of Suriname. pp. 37 | |
EI2014-22 | Christian M. Hafner & Michael McAleer. A one line derivation of DCC: application of a vector random coefficient moving average process. pp. 15 | |
EI2014-23 | Pieter C. Schoonees, Patrick J.F. Groenen & Michel van de Velden. Least-squares bilinear clustering of three-way data. pp. 38 | |
EI2014-24 | M. van de Velden, A. Iodice D'Enza & F. Palumbo. Cluster correspondence analysis. pp. 30 | |
EI2014-25 | Koen Bel, Dennis Fok & Richard Paap. Parameter estimation in multivariate logit models with many benary choices. pp. 24 | |
EI2014-26 | Koen Bel & Richard Paap. A multivariate model for multinomial choices. pp. 34 | |
EI2014-27 | Philip Hans Franses. The life cycle of social media. pp. 13 | |
EI2014-28 | Zhara Mobini, Wilco van den Heuvel & Albert Wagelmans. Designing Multi-Period Supply Contracts in a Two-Echelon Supply Chain Asymmetric Information. P.32 | Electronic data |
EI2014-29 | Wim Pijls & Rob Potharst. Repairing non-monotone ordinal data sets by changing class labels. pp. 9 | |
EI2014-30 | Bert de Bruijn, Rene Segers & Philip Hans Franses. A novel aproach to measuring consumer confidence. pp. 20 | |
EI2014-31 | Manjoh Changat, Divya Sindhu Lekha, Henry Martin Mulder & Ajitha R. Subhamathi. Axiomatic Characterization of the Median and Antimedian Functions on Cocktail-Party Graphs and Complete Graphs. pp. 13 | |
EI2014-32 | Michael McAleer. Asymmetry and leverage in conditional volatility models. pp. 9 | |
EI2014-33 | G.J.J. van den Burg & P.J.F. Groenen. GenSVM: A generalized multicalss support vector machine. pp. 32 |
Te reprints are organised by year of publication.
EI-1705 | Meltem Kiygi-Calli, Marcel Weverbergh & Philip Hans Franses (2021)Forecasting time-varying arrivals: Impact of direct response advertising on call center performance. Journal of Business Research, 131, 227-240 | Electronic data |
EI-1706 | Philip Hans Franses (2021) Marketing response and temporal aggregation, Journal of Marketing Analytics, 9, 111-117 | Electronic data |
Reprint ID | Authors | Title | Data |
EI-1687 | Philip Hans Franses & Max Welz (2020) | Does More Expert Adjustment Associate with Less Accurate Professional Forecast? Journal of Risk and Financial Management, 13 (44), 1-77 | Electronic Data |
EI-1688 | Philip Hans Franses & Thomas Wiemann (2020) | Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Wrapping. Computational Economics, 56, 59-75 | Electronic Data |
EI-1689 | Philip Hans Franses & Max Welz (2020) | The Cash Use of the Malaysian Ringgit: Can It Be More Efficient? Annals of FinSubmissions ancial Economics, 15 (1), 1-5 | Electronic Data |
EI-1690 | Philip Hans Franses (2020) | Correcting the January Optimism Effect. Journal of Forecasting, 39, 927-933 | Electronic Data |
EI-1691 | Myrthe van Dieijen, Abhishek Bora, Gerard J. Tellis & Philip Hans Franses (2020) | Big Data Analysis of Volatility Spilovers of Brands across Social Media and Stock Markets. Industrial Marketing Management 88, 465-484 | Electronic Data |
EI-1692 | Gilian van den Hengel & Philip Hans Franses (2020) | Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model. Forecasting, 2, 284-308ock Sequence Model. Forecasting, 2, 284-308 | Electronic Data |
EI-1693 | Philip Hans Franses (2020) | IMA (1,1) as a New Benchmark for forecast. Applied Economics Letters, 27 (17), 1419-1423 | Electronic Data |
EI-1694 | Philip Hans (2020) | Do African Economies Grow Similarly? Cybernetics and Systems, 51(8), 746-756 | Electronic Data |
EI-1695 | Denice Bodeutsch,& Philip Hans Franses (2020) | Risk Attitudes in the Board Room and Company Performance: Evidence for an Emerging Economy. Annals of Financial Economics, 4, 1-14 | Electronic Data |
EI-1696 | Bert de Bruijn & Philip Hans Franses (2020) | Heterogeneous Forecast Adjustment. Journal of Forecasting, 36, 337-344 | Electronic Data |
EI-1697 | Rene Segers, Philip Hans Franses & Bert de Bruijn (2020) | A Novel Approach to Measuring Consumer Confidence. Econometrics and Statistics, 4, 121-129 | Electronic Data |
EI-1698 | Philip Hans Franses & Nancy Maassen (2020) | Consensus Forecasters: How Good are They Individually and Why? Journal of Management Information and Decision Sciences, 20, 1-20 | Electronic Data |
EI-1699 | Bert de Bruijn & Philip Hans Franses (2020) | How Informative Are Earnings Forecasts? Journal of Risk and Financial Management, 11, (36), 1-20 | Electronic Data |
EI-1700 | Meltem Kiygi-Calli, Marcel Weverbergh & Philip Hans Franses (2020) | Modeling Intra-Seasonal Heterogeneity in Hourly Advertising-Response Models: Do Forecasts Improve? Internation Journal of Forecasting, 33, 90-101 | Electronic Data |
EI-1701 | Philip Hans Franses & Bert de Bruijn (2020) | Benchmarking Judgmentally Adjusted Forecasts. International Journal of Finance & Economics 22, 3-11 | Electronic Data |
EI-1702 | Philip Hans Franses & Eva Janssens (2020) | Recovering Historical Inflation Data from Postage Stamps Prices. Journal of Risk Fiancial Mangement, 10, 1-11 | Electronic Data |
EI-1703 | Philip Hans Franses & Eva Janssens (2020) | Inflation in Africa, 1960-2015. Journal of International Financial Markets, Institutions & Money, 57, 261-292 | Electronic Data |
EI-1704 | Philip Hans Franses (2020) | Inflation in China, 1953-1978. China Economic Journal, 13, 290-298 | Electronic Data |
Reprint ID | Authors | Title | Data |
EI-1679 | Philip Hans Franses (2019) | Model-based forecast adjustment: With an illustration to inflation. Journal of Forecasting, 38, 73-80 | |
EI-1680 | Dick van Dijk & Philip Hans Franses (2019) | Combining expert-adjusted forecasts. Journal of Forecasting, 38,415-421 | |
EI-1681 | Wendun Wang, Xinyu Zhang, Richard Paap (2019) | To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34 (5), 724-745 | |
EI-1682 | Paul de Boer & Joao F.D. Rodrigues (2019) | Decomposition analysis: when the use which method? Economic Systems Research, 1-29 | |
EI-1683 | Philip Hans Franses & Max Welz (2019) | Cash Use of the Taiwan Dollar: Is it efficient? Journal of Risk and Financial Management. 12 (13) 1-6 | |
EI-1684 | Philip Hans Franses (2019) | On inflation expectations in the NKPC model. Empirical Economy, 57, 1853-1864 | |
EI-1685 | Philip Hans Franses & Wilco van den Heuvel (2019) | Aggregate statistics on trafficker-destination relations in the Atlantic slave trade. The International Journal of Maritime History, 31 (3), 624-633 | |
EI-1686 | Philip Hans Franses & Eva Janssens | purious principal components. Applied Economics Letters, 26 (1), 37-39 |
Reprint ID | Title | Data |
EI-1677 | Philip Hans Franses & Eva Janssens (2019). Spurious principal components. Applied Economics Letters, 26 (1), 37-39 | |
EI-1678 | Philip Hans Franses & Eva Janssen (2018). Inflation in Africa, 1960-2015. Journal of International Financial Markets, Institutions & Money, 57, 261-292 |
Reprint ID | Title | Data |
EI-1652 | Thai Young Kim, Rommert Dekker & Christiaan Heij (2017). Spare part demand forecasting for consumer goods using installed base Information. Computers & Industrial Engineering 103, 201–215 | |
EI-1653 | Meltem Kiygi-Calli, Marcel Weverbergh & Philip Hans Franses (2017). Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? International Journal of Forecasting 33, 90-101 | |
EI-1654 | Francine Gresnigt, Erik Kole & Philip Hans Franses (2017). Specification Testing in Hawkes Models. Journal of Financial Econometrics, 15 (1) 139–171 | |
EI-1655 | Erik Kole & Dick van Dijk (2017) How to Indentify and Forecast Bull and Bear Markets? Journal of Applied Econometrics, 32 120-139 | |
EI-1656 | Sait R. Ozturk, Michel van de Wel & Dick van Dijk (2017). Intraday price discovery in fragmented markets. Journal of Financial Markets, 32, 28-48 | |
EI-1657 | Bas Donkers, Merel van Diepen & Philip Hans Franses (2017). Do charities get more when they ask more often? Evidence from a unique field experiment. Journal of Behavioural and Experimental Economics, 66, 58-65 | |
EI-1658 | Philip Hans Franses & Bert de Bruijn (2017). Benchmarking judgmentally adjusted forecasts. International Journal of Finance & Economics, 22, 3-11. | |
EI-1659 | Thai Young Kim, Rommert Dekker & Christiaan Heij (2017). Cross-Border Electronic Commerce: Distance Effect and Express Delivery in European Union Markets. International Journal of Electronic Commerce, 21 (2), 184-218 | N.A. |
EI-1660 | Christiaan Heij & Sabine Knapp (2015). Effects of wind strength and wave height on ship incident risk: Regional trends and seasonality. Transportation Research Part D, 37, 29-39 | |
EI-1661 | Sabine Knapp & Christiaan Heij (2017). Evaluation of total risk exposure and insurance premiums in the maritime industrie. Transportation Research Part D, 54, 321-334 | |
EI-1662 | Bert de Bruijn & Philip Hans Franses (2017). Heterogeneous forecast adjustment. Journal of Forecasting, 36, 337-344 | N.A. |
EI-1663 | Maarten L. Trap, Dennis Huisman & Rob M.P. Goverde (2017). Assessment of alternative line plans for severe winter conditions in the Netherlands. Public Trainsport, 9, 55-71 | |
EI-1664 | Twan Dollevoet, Dennis Huisman, Leo G. Kroon, Lucas P. Veelenturf & Joris C. Wagenaar (2017). Application of an iterative framework for real-time railway rescheduling. Computers & Oprations Research, 78, 203-217 | |
EI-1665 | Lukas Bach, Twan Dollevoet & Dennis Huisman (2016). Integrating Timetabling and Crew Scheduling at a Freight Railway Operator. Transportation Science, 50, 878-891 | |
EI-1666 | Lucas P. Veelenturf, Daniel Potthoff, Dennis Huisman, Leo G. Kroon, Gábor Maróri & Albert P.M. Wagelmans (2016). A Quasi-Robust Optimization Approach for Crew Rescheduling. Transportation Science, 50, 204-215 | |
EI-1667 | Lucas P. Veelenturf, Daniel Potthoff, Dennis Huisman, Leo G. Kroon, Gábor Maróri & Albert P.M. Wagelmans (2016). A Quasi-Robust Optimization Approach for Crew Rescheduling. Transportation Science, 50, Appendix | N.A. |
EI-1668 | Thijs Verhaegh, Dennis Huisman, Pieter-Jan Fioole & Juan C. Vera (2017). A heuristic for real-time crew rescheduling during small disruptions. Public Transport, 9, 325-342 | |
EI-1669 | José Núňez Ares, Harwin de Vries & Dennis Huisman (2016). A column generation approach for locating roadside clinics in Africa based on effectiveness and equity. European Journal of Operational Research, 254, 1002-1016 | |
EI-1670 | Rene Segers, Philip Hans Franses & Bert de Bruijn (2017). A novel approach to measuring consumer confidence. Econometrics and Statistics, 4, 121-129 | |
EI-1671 | Erik Kole, Thijs Markwat, Anne Opschoor & Dick van Dijk (2017). Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. Journal of Financial Econometrics, 15 (4), 649-677 | |
EI-1672 | Robin L. Lumsdaine & Rogier J.D. Potter van Loon (2017). Do survey probabilities match financial Market beliefs. Journal of Behavioral Finance, 1542-7579 | |
EI-1673 | Francine Gresnigt, Erik Kole & Philip Hans Franses (2017). Exploiting Spillovers to Forecast Crashes. Journal of Forecasting, 36, 936-955 | |
EI-1674 | Anne Opschoor, Dick van Dijk & Michel van der Wel (2017). Combining density forecasts using focused scoring rules. Journal of Applied Econometrics, 32, 1298-1313 | |
EI-1675 | Philip Hans Franses and Medesta Lede (2017). Adoption of falsified medical products in a low-income country: empirical evidence for Suriname. Sustainablilty, 9, 1-18 | |
EI-1676 | Philip Hans Franses & Eva Janssens (2017). Recovering historical inflation data from postage stamps prices. Journal of Risk and Financial Management, 10 (21), 1-11 |
Reprint ID | Title | Data |
EI-1642 | Michel van der Wel, Sait R. Ozturk & Dick van Dijk (2016). Dynamic Factor Models for the Volatility Surface. In Dynamic Factor Models. Published online: Emerald Insight, 35, 127 -174 | |
EI-1643 | Sanne Blauw, Philip Hans Franses (2016). Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas. Published online: Journal of Develpment Studies, 52 (3) 315-330 |
|
EI-1644 | Cem Cakmakli & Dick van Dijk (2016). Getting the most out of macroeconomic information for predicting excess stock returns. International Journal of Forecasting 32, 650-668 | |
EI-1645 | Peter Exterkate, Patrick J.F. Groenen, Christiaan Heij & Dick van Dijk (2016). Nonlineair forecasting with many predictors using kernel ridge regression. International Journal of Forecasting 32, 736-753 | |
EI-1646 | Xishu Li, Romert Dekker, Christiaan Heij & Mustafa Hekimoğlu (2016). Assessing End-Of-Supply Risk Spare Parts Using the Proportional Hazard Model. A Journal of the Decision Sciences Institute 47, 2 | |
EI-1647 | Philip Hans Franses & Bert de Groot (2016). Corruption and inequality of wealth amongst the very rich. Quality & Quantity, International Journal of Methodology 50, 3 | |
EI-1648 | Philip Hans Franses & Wouter Knecht (2016). The late 1970s bubble in Dutch collectible postage stamps. Empir Econ 50, 1215-1228 |
|
EI-1649
| Philip Hans Franses (2016). A simple test for a bubble based on growth and acceleration. Computational Statistics and Data Analysis 100, 160-169 | |
EI-1650 | Dick van Dijk, L. Lumsdaine & Michel van der Wel (2016). Market set-up in advance of federal reserve policy rate decisions. The Economic Journal 126, 601-653 | |
EI-1651 | Maurice Vergeer & Philip Hans Franses (2016). Live audience responses to live televised election debates: time series analysis of issue salience and party salience on audience behavior. Information, Communication & Society, 19 (10), 1390-1410 |
Field0 | Title | Data |
EI-1632 | Tina Dulam & Philip Hans Franses (2015). Emigration, wage differentials and brain drain: the case of Suriname. Applied Economics 47 (23) 2339-2347 | |
EI-1633 | Denice Bodeutsch & Philip Hans Franses (2015). The stock exhange of Suriname: returns, volatility, correlations, and weak-form efficiency. Emerging Markets Finance & Trade 51 130-139 | |
EI-1634 | Anne Opschoor, Dick van Dijk & Michel van der Wel (2015). Predicting volatility and correlations with financial conditions Indexes. Journal of Empirical Finance 29, 435-447 | |
EI-1635 | Philip Hans Franses (2015). The life cycle of social media. Applied Economics Letters 22 (10) 796-800 | |
EI-1636 | Francine Gresnigt, Erik Kole & Philip Hans Franses (2015). Interpreting financial market crashes as earthquakes: A new early warning system for medium term crashes. Journal of Banking & Finance 56, 123-139 | |
EI-1637 | Eran Raviv, Kees E. Bouwman & Dick van Dijk (2015). Forecasting day-ahead electricity prices: Utilizing hourly prices. Energy Economics 50, 227-239 | |
EI-1638 | Rianne Legerstee & Philip Hans Franses (2015). Does Disagreement Amongst Forecasters Have Predictive Value? Journal of Forecasting 34, 290-302 | |
EI-1639 | Philip Hans Franses & Madesta Lede (2015). Cultural norms and values and purchases of counterfeits. Applied Economics 47 (54) 5902-5916 | Electronic data |
EI-1640 | Philip Hans Franses. International journal of forecasting 32 (2016) 20-22 | Electronic data |
EI-1641 | Robert M. Kunst & Philip Hans Franses (2015). Asymmetric time aggregation and its potential benefits for forecasting annual data. Empir Econ 49, 363-387 | Electronic data |
Contact
If you cannot find the desired report or reprint, please contact the secretary of the department.