William Stanley Rea : Citation Profile


Are you William Stanley Rea?

University of Canterbury

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 3
   Journals where William Stanley Rea has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (17.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre225
   Updated: 2021-11-28    RAS profile: 2016-11-06    
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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 (6)

Chan, Felix (5)

McAleer, Michael (5)

MORANA, CLAUDIO (4)

Sbrana, Giacomo (4)

Gil-Alana, Luis (2)

Maddaloni, Angela (2)

Di Iorio, Francesca (2)

Kaufmann, Robert (1)

Dima, Bogdan (1)

Estrada, Francisco (1)

Cites to:

Mantegna, Rosario (14)

Baillie, Richard (7)

French, Kenneth (6)

Benzoni, Luca (6)

Fama, Eugene (6)

Naylor, Michael (5)

Rose, Lawrence (5)

Reed, W. (5)

Zeileis, Achim (4)

Kleiber, Christian (4)

Green, Christopher (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 (2021 and 2020)


YearTitle of citing document
2020How does temperature vary over time?: evidence on the stationary and fractal nature of temperature fluctuations. (2020). Moen, Sigmund Hov ; Fortuna, Mariachiara ; Dagsvik, John K. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:883-908.

Full description at Econpapers || Download paper

2021Atheoretical Regression Trees for classifying risky financial institutions. (2021). Durso, Pierpaolo ; Maddaloni, Angela ; Iorio, Francesca ; Cappelli, Carmela . In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03406-9.

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2021A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7.

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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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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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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
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2015How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange In: Papers.
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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: IJFS.
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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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2008The Empirical Properties of Some Popular Estimators of Long Memory Processes In: Working Papers in Economics.
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2008A New Procedure to Test for H Self-Similarity In: Working Papers in Economics.
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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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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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2011Long memory or shifting means in geophysical time series? In: Mathematics and Computers in Simulation (MATCOM).
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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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article6
2014Visualization of a stock market correlation matrix In: Physica A: Statistical Mechanics and its Applications.
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article2
2011Long memory in temperature reconstructions In: Climatic Change.
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article10
2010Identification of Changes in Mean with Regression Trees: An Application to Market Research In: Econometric Reviews.
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article2

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