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William Stanley Rea : Citation Profile


Are you William Stanley Rea?

University of Canterbury

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 2
   Journals where William Stanley Rea has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 6 (26.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre225
   Updated: 2018-01-13    RAS profile: 2016-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with William Stanley Rea.

Is cited by:

Oxley, Les (5)

McAleer, Michael (4)

MORANA, CLAUDIO (4)

Chan, Felix (4)

Estrada, Francisco (1)

Perron, Pierre (1)

Kaufmann, Robert (1)

Cites to:

Mantegna, Rosario (14)

Baillie, Richard (7)

Benzoni, Luca (6)

Fama, Eugene (6)

French, Kenneth (6)

Zeileis, Achim (4)

Kleiber, Christian (4)

Biagi, Bianca (3)

Pesaran, M (3)

Inoue, Atsushi (3)

Detotto, Claudio (3)

Main data


Where William Stanley Rea has published?


Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5

Recent works citing William Stanley Rea (2017 and 2016)


YearTitle of citing document
2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). MORANA, CLAUDIO ; Sbrana, Giacomo . In: MITP: Mitigation, Innovation,and Transformation Pathways. RePEc:ags:feemmi:253732.

Full description at Econpapers || Download paper

2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Tefana Maria . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

Full description at Econpapers || Download paper

2017Temperature Anomalies, Radiative Forcing and ENSO. (2017). MORANA, CLAUDIO ; Sbrana, Giacomo . In: Working Papers. RePEc:fem:femwpa:2017.09.

Full description at Econpapers || Download paper

2017Temperature anomalies, radiative forcing and ENSO. (2017). MORANA, CLAUDIO ; Claudio, Morana ; Giacomo, Sbrana . In: Working Papers. RePEc:mib:wpaper:361.

Full description at Econpapers || Download paper

2017Temperature anomalies, radiative forcing and ENSO. (2017). MORANA, CLAUDIO ; Sbrana, Giacomo . In: Working Paper Series. RePEc:rim:rimwps:17-06.

Full description at Econpapers || Download paper

Works by William Stanley Rea:


YearTitleTypeCited
2015An Application of Correlation Clustering to Portfolio Diversification In: Papers.
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2014An Application of Correlation Clustering to Portfolio Diversification.(2014) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2015A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones In: Papers.
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2015A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones.(2015) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2015Identifying Highly Correlated Stocks Using the Last Few Principal Components In: Papers.
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2015Identifying Highly Correlated Stocks Using the Last Few Principal Components.(2015) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2015How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange In: Papers.
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paper0
2015How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange.(2015) In: Working Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2016Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX In: Papers.
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2016Stock Selection as a Problem in Phylogenetics—Evidence from the ASX.(2016) In: International Journal of Financial Studies.
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This paper has another version. Agregated cites: 0
article
2008Long memory or shifting means? A new approach and application to realised volatility In: Working Papers in Economics.
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paper0
2008The Empirical Properties of Some Popular Estimators of Long Memory Processes In: Working Papers in Economics.
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paper4
2008A New Procedure to Test for H Self-Similarity In: Working Papers in Economics.
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paper0
2012A comparison of Spillover Effects before, during and after the 2008 Financial Crisis In: Working Papers in Economics.
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2015Stock Selection with Principal Component Analysis In: Working Papers in Economics.
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paper2
2015Can PCA Structure Changes Indicate that it is Time to Trade? In: Working Papers in Economics.
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2016More Evidence On “Which Panel Data Estimator Should I Use?” In: Working Papers in Economics.
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2008Detecting multiple mean breaks at unknown points in official time series In: Mathematics and Computers in Simulation (MATCOM).
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article1
2011Long memory or shifting means in geophysical time series? In: Mathematics and Computers in Simulation (MATCOM).
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article0
2013Not all estimators are born equal: The empirical properties of some estimators of long memory In: Mathematics and Computers in Simulation (MATCOM).
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article3
2014Visualization of a stock market correlation matrix In: Physica A: Statistical Mechanics and its Applications.
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article1
2011Long memory in temperature reconstructions In: Climatic Change.
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article6
2010Identification of Changes in Mean with Regression Trees: An Application to Market Research In: Econometric Reviews.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 12 2018. Contact: CitEc Team