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

[此贴子已经被作者于2009-5-30 23:29:43编辑过]