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 255
- Complex Systems and Time Series Analysis 77
- Energy, Environment, Economic Growth 33
- Finance 302
- Financial Risk and Volatility Modeling 241
- Financial Markets and Investment Strategies 43
- Stochastic processes and financial applications 31
- Co-authors
- Chia‐Lin Chang (135 shared papers)Shiqing Ling (11 shared papers)Christine Lim (22 shared papers)Manabu Asai (36 shared papers)Félix Chan (29 shared papers)Suhejla Hoti (26 shared papers)Roengchai Tansuchat (16 shared papers)Massimiliano Caporin (17 shared papers)
- Journals
- Mathematics and Computers in Simulation (42 papers)Journal of Economic Surveys (17 papers)Journal of Econometrics (17 papers)Econometric Reviews (17 papers)Australasian Journal of Paramedicine (13 papers)
- Partner nations
- NetherlandsAustraliaTaiwan
In The Last Decade
Michael McAleer
526 papers receiving 12.1k citations
Michael McAleer's Hit Papers
Peers
Comparison fields: 5 of 176
- Finance 5.9k
- General Economics, Econometrics and Finance 4.0k
- Economics and Econometrics 8.6k
- Tourism, Leisure and Hospitality Management 385
- General Energy 178
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 558 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 | 657 |
| 2 | 2020 | 354 | |
| 3 | 2005 | 267 | |
| 4 | 2002 | 249 | |
| 5 | 2006 | 243 | |
| 6 | 2011 | 239 | |
| 7 | A Charter for Sustainable Tourism after COVID-19 Hit paper breakdown → | 2020 | 233 |
| 8 | 2002 | 228 | |
| 9 | 2002 | 227 | |
| 10 | 2002 | 212 | |
| 11 | 1981 | 185 | |
| 12 | 2012 | 182 | |
| 13 | 2010 | 173 | |
| 14 | 2009 | 170 | |
| 15 | 2020 | 153 | |
| 16 | 2001 | 150 | |
| 17 | 2009 | 143 | |
| 18 | 2006 | 143 | |
| 19 | 2008 | 140 | |
| 20 | 1995 | 135 |
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 558 papers that have together received 13.1k indexed citations. Recurring topics across this work include Market Dynamics and Volatility (255 papers), Financial Risk and Volatility Modeling (241 papers), Monetary Policy and Economic Impact (207 papers), Complex Systems and Time Series Analysis (77 papers), Diverse Aspects of Tourism Research (46 papers), Financial Markets and Investment Strategies (43 papers), Energy, Environment, Economic Growth (33 papers) and Stochastic processes and financial applications (31 papers). The work is most often cited by research in Finance (5.9k citations), General Economics, Econometrics and Finance (4.0k citations), Economics and Econometrics (8.6k citations), Tourism, Leisure and Hospitality Management (385 citations) and General Energy (178 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, Suhejla Hoti, Roengchai Tansuchat, Massimiliano Caporin, Shawkat Hammoudeh and Wing‐Keung Wong. Their work appears in journals such as Mathematics and Computers in Simulation, Journal of Economic Surveys, Journal of Econometrics, Econometric Reviews and Australasian Journal of Paramedicine.
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.