Seunghwa Rho : Citation Profile

Are you Seunghwa Rho?

Emory University

3

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 13
   Journals where Seunghwa Rho has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh24
   Updated: 2024-11-08    RAS profile: 2023-05-06    
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Relations with other researchers

Works with:

Cho, Dooyeon (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Seunghwa Rho.

Is cited by:

Cho, Dooyeon (6)

Parmeter, Christopher (4)

Tsionas, Mike (4)

Centorrino, Samuele (3)

Tran, Kien (3)

Papantonis, Ioannis (3)

Yu, Jun (3)

Gil-Alana, Luis (3)

Papadopoulos, Alecos (3)

Tzavalis, Elias (3)

Shi, Shuping (3)

Cites to:

Nielsen, Morten (7)

Christensen, Bent Jesper (5)

Bollerslev, Tim (5)

Diebold, Francis (3)

Kumbhakar, Subal (3)

Sibbertsen, Philipp (3)

Kapetanios, George (3)

Schmidt, Peter (3)

Poskitt, Donald (2)

Lovell, C. (2)

Caudill, Steven B (2)

Main data

Where Seunghwa Rho has published?

Recent works citing Seunghwa Rho (2024 and 2023)

YearTitle of citing document
2024Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707.

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2023Measuring technical efficiency of Spanish pig farming: Quantile stochastic frontier approach. (2023). Guesmi, Bouali ; Monje, Juan Cabas ; Gil, Jose Maria ; Sidhoum, Amer Ait. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:4:p:688-703.

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2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2023A specification test for the composed error term in the stochastic frontier model. (2023). Papadopoulos, Alecos ; Parmeter, Christopher F. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004160.

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2023Maximum likelihood estimation of stochastic frontier models with endogeneity. (2023). Pérez-Urdiales, María ; Perez-Urdiales, Maria ; Centorrino, Samuele. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:82-105.

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2023Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

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2023The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed ; Chen, Shengming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005032.

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2023Dynamic Equilibrium of Sustainable Ecosystem Variables: An Experiment. (2023). da Silva, Wesley Vieira ; Ramos, Fernando Maciel ; Su, Zhaohui ; da Veiga, Claudimar Pereira ; Perroni, Marcos Gonalves. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6744-:d:1125302.

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2023Volatility Puzzle: Long Memory or Antipersistency. (2023). Yu, Jun ; Shi, Shuping. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:7:p:3861-3883.

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2023On hypothesis testing in latent class and finite mixture stochastic frontier models, with application to a contaminated normal-half normal model. (2023). Stead, Alexander ; Greene, William H ; Wheat, Phill. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00669-0.

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2024The wrong skewness problem in stochastic frontier analysis: a review. (2024). Papadopoulos, Alecos ; Parmeter, Christopher F. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:61:y:2024:i:2:d:10.1007_s11123-023-00708-w.

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2023Stochastic frontier estimation through parametric modelling of quantile regression coefficients. (2023). Vidoli, Francesco ; Benedetti, R ; Fusco, E. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02273-x.

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2023Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility. (2023). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-022-02357-8.

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2023Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation. (2020). Koki, Constandina ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:580-598.

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Works by Seunghwa Rho:

YearTitleTypeCited
2019Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article18
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article3
2015Are all firms inefficient? In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article24
2019Long Memory, Realized Volatility and HAR Models In: Working Papers.
[Full Text][Citation analysis]		paper7

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