在网上闲逛,看到厦门大学WISE 2008年及2009年一季度在国外发表的论文统计,请各路高手进来辨认一下,这些杂志都是怎样档次的,欢迎高手们跟贴。
厦门大学WISE 2008年及2009年第一季度在国外发表的论文统计
(1)
The analysis of the relationships of Korean outbound tourism demand:Jeju Island and three international destinations
作者:Joo Hwan Seo, Sung Yong Park, Larry Yu 编号:20090226
This paper was published in Tourism Management, 30, 2009, 530-543
(2)
Determinants of volatility on international tourism demand for South Korea: an empirical note
作者:Sung Yong Park, and Sang Young Jei 编号:20090226
This paper was published in Applied Economics Letters, 2008, 1-7, iFirst
(3)
Maximum entropy autoregressive conditional heteroskedasticity model
作者:Sung Y. Park, Anil K. Bera 编号:20090225 被阅览:145次
This paper was published in Journal of Econometrics 150(2009) 219–230
(4)
Granger causality in risk and detection of extreme risk spillover between financial markets
作者:Yongmiao Hong, Yanhui Liu, Shouyang Wang 编号:20090224
This paper was published in Journal of Econometrics 150(2009) 271–287.
(5)
Revealing the implied risk-neutral MGF from options: The wavelet method
作者:Emmanuel Haven, XiaoquanLiu, Chenghu Ma, LiyaShen 编号:20090223
This paper was published in Journal of Economic Dynamics & Control 33(2009) 692–709.
(6)
Functional-coefficient models for nonstationary time series data
作者:Zongwu Cai,Qi Li,Joon Y. Park 编号:20090213
This paper was published in Journal of Econometrics148 (2009) 101-113.
(7)
Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
作者:Zongwu Cai,Xiaoping Xu 编号:20090129 被阅览:3804次
This paper was published in Journal of the American Statistical Association, December 2008, Vol. 103, No. 484,
(8)
Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
作者:Yu Ren,Katsumi Shimotsu 编号:WP20081217 被阅览:3340次
This paper was accepted by Journal of Empirical Finance.
(9)
Nonparametric estimation of conditional VaR and expected shortfall
作者:Zongwu Cai,Xian Wang 编号:WP20081118
This paper was published in Journal of Econometrics Volume 147, Issue 1, November 2008, Pages 120-130
(10)
Revealing the implied risk-neutral MGF from options: The wavelet method
作者:Emmanuel Haven, Xiaoquan Liu, Chenghu Ma, Liya Sh 编号:WP20081117 被阅览:3195次
This paper was on forthcoming Journal of Economic Dynamics and Control.
(11)
Optimal Portfolio Diversification Using Maximum Entropy Principle
作者:Anil K. Bera, Sung Y. Park 编号:WISEP20081009
This paper was published in Econometric Reviews, 27(4–6):484–512, 2008
(12)
Preferences over location-scale family
作者:Wing-Keung Wong, Chenghu Ma 编号:WISEP20081007
This paper was published in Economic Theory, p119-146, 2008; 37 (1).
(13)
Preferences, Lévy Jumps and Option Pricing
作者:Chenghu Ma 编号:WISEP20071007
This paper was published in Annals of Financial Economics, p1-39, Volume 3, 2007.
(14)
The 2000 presidential election and the information
作者:Yan He, Hai Lin, Chunchi Wu, Uric B. Dufrene 编号:WISEP20080916
It is published in Journal of Financial Markets (2008) .
(15)
Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models
作者:Zongwu Cai, Qi Li 编号:WISEP200804
It is published in Econometric Theory, 24, 2008, 1321–1342+ Printed in the United States of America+
doi:10+10170S0266466608080523
(16)
Serial Correlation and Serial Dependence : The New Palgrave Dictionary of Economics
作者:Yongmiao Hong 编号:WISEP200803
From The New Palgrave Dictionary of Economics, Second Edition, 2008
(17)
Central limit theorems for generalized U-statistics with applications in nonparametric specification
作者:Jiti Gao, Yongmiao Hong 编号:WISEP200802
It is published in Journal of Nonparametric Statistics, Volume 20, Issue 1 January 2008 , pages 61 - 76
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