| Modelling multivariate international tourism demand and volatility F Chan, C Lim, M McAleer Tourism Management 26 (3), 459-471, 2005 | 362 | 2005 |
| Structure and asymptotic theory for multivariate asymmetric conditional volatility M McAleer, S Hoti, F Chan Econometric Reviews 28 (5), 422-440, 2009 | 288 | 2009 |
| An econometric analysis of asymmetric volatility: theory and application to patents M McAleer, F Chan, D Marinova Journal of Econometrics 139 (2), 259-284, 2007 | 248 | 2007 |
| Generalized autoregressive conditional correlation M McAleer, F Chan, S Hoti, O Lieberman Econometric Theory 24 (6), 1554-1583, 2008 | 219 | 2008 |
| Maximum likelihood estimation of STAR and STAR‐GARCH models: theory and Monte Carlo evidence F Chan, M McAleer Journal of applied Econometrics 17 (5), 509-534, 2002 | 93 | 2002 |
| Some theoretical results on forecast combinations F Chan, LL Pauwels International Journal of Forecasting 34 (1), 64-74, 2018 | 89 | 2018 |
| Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks D Allen, F Chan, M McAleer, S Peiris Journal of Econometrics 147 (1), 163-185, 2008 | 84 | 2008 |
| Structure and asymptotic theory for multivariate asymmetric volatility: Empirical evidence for country risk ratings S Hoti, F Chan, M McAleer Australasian Meeting of the Econometric Society, Brisbane, Australia, 2002, 2002 | 83 | 2002 |
| Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers F Chan, M McAleer Applied Financial Economics 13 (8), 581-592, 2003 | 65 | 2003 |
| Spectral analysis of seasonality in tourism demand F Chan, C Lim Mathematics and Computers in Simulation 81 (7), 1409-1418, 2011 | 32 | 2011 |
| Modelling trends and volatility in atmospheric carbon dioxide concentrations M McAleer, F Chan Environmental Modelling & Software 21 (9), 1273-1279, 2006 | 31 | 2006 |
| The validity of investor sentiment proxies F Chan, RB Durand, J Khuu, LA Smales International Review of Finance 17 (3), 473-477, 2017 | 30 | 2017 |
| Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares B Da Veiga, F Chan, M McAleer Pacific-Basin Finance Journal 16 (4), 453-475, 2008 | 26 | 2008 |
| It pays to violate: how effective are the Basel accord penalties in encouraging risk management? B Da Veiga, F Chan, M McAleer Accounting & Finance 52 (1), 95-116, 2012 | 24 | 2012 |
| Modelling thresholds and volatility in US ecological patents F Chan, D Marinova, M McAleer Environmental Modelling & Software 20 (11), 1369-1378, 2005 | 24 | 2005 |
| Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation F Chan, B Theoharakis Mathematics and Computers in Simulation 81 (7), 1385-1396, 2011 | 23 | 2011 |
| Testing for structural change in heterogeneous panels with an application to the euro's trade effect LL Pauwels, F Chan, T Mancini Griffoli Journal of Time Series Econometrics 4 (2), 2012 | 21 | 2012 |
| An econometric analysis of hotel? motel room nights in New Zealand with stochastic seasonality C Lim, F Chan International journal of revenue management 5 (1), 63-83, 2011 | 21 | 2011 |
| Efficiency of the foreign currency options market A Hoque, F Chan, M Manzur Global Finance Journal 19 (2), 157-170, 2008 | 19 | 2008 |
| Rolling regressions and conditional correlations of foreign patents in the USA F Chan, D Marinova, M McAleer Environmental Modelling & Software 20 (11), 1413-1422, 2005 | 19 | 2005 |
