Citation profile for Seunghwa Rho

Seunghwa Rho : Citation Profile

Emory University

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 8
   Journals where Seunghwa Rho has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh24
   Updated: 2023-03-02    RAS profile: 2019-08-09
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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 (4)

Tsionas, Mike (4)

Parmeter, Christopher (4)

Gil-Alana, Luis (3)

Abakah, Emmanuel (3)

Tran, Kien (3)

Caporale, Guglielmo Maria (3)

Yu, Jun (2)

Orea, Luis (2)

Phillips, Peter (2)

Wang, Taining (2)

Cites to:

Nielsen, Morten (7)

Bollerslev, Tim (5)

Christensen, Bent Jesper (5)

Granger, Clive (4)

Kapetanios, George (3)

Schmidt, Peter (3)

Barndorff-Nielsen, Ole (3)

Diebold, Francis (3)

Sibbertsen, Philipp (3)

Kumbhakar, Subal (3)

Shephard, Neil (2)

Main data

Where Seunghwa Rho has published?

Recent works citing Seunghwa Rho (2022 and 2021)

Year	Title of citing document
2021	. Full description at Econpapers \|\| Download paper
2021	Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (2021). Salmon, Nicholas ; Sengupta, Indranil. In: Papers. RePEc:arx:papers:2105.02325. Full description at Econpapers \|\| Download paper
2022	Weak Identification of Long Memory with Implications for Inference. (2022). Yu, Jun ; Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2334. Full description at Econpapers \|\| Download paper
2021	Type II failure and specification testing in the Stochastic Frontier Model. (2021). Papadopoulos, Alecos ; Parmeter, Christopher F. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:3:p:990-1001. Full description at Econpapers \|\| Download paper
2022	News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454. Full description at Econpapers \|\| Download paper
2021	On the predictability of the distribution of excess returns in currency markets. (2021). Cho, Dooyeon. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:511-530. Full description at Econpapers \|\| Download paper
2021	Economic policy uncertainty: Persistence and cross-country linkages. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000635. Full description at Econpapers \|\| Download paper
2021	New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market?. (2021). Tanaka, Katsuyuki ; Hamori, Shigeyuki ; Higashide, Takuo ; Kinkyo, Takuji. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:215-:d:551574. Full description at Econpapers \|\| Download paper
2021	Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging. (2021). Sengupta, Indranil ; Salmon, Nicholas. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:4:d:10.1007_s10436-021-00394-4. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	Does high debt ratio influence Chinese firms’ performance? A semiparametric stochastic frontier approach with zero inefficiency. (2021). Wang, Taining ; Yao, Feng ; Tian, Jinjing. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01889-1. Full description at Econpapers \|\| Download paper
2022	On asymmetric volatility effects in currency markets. (2022). Cho, Dooyeon ; Rho, Seunghwa. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02091-7. Full description at Econpapers \|\| Download paper

Works by Seunghwa Rho:

Year	Title	Type	Cited
2019	Long Memory, Realized Volatility and Heterogeneous Autoregressive Models In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	11
2019	HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory. [Full Text][Citation analysis]	article	1
2015	Are all firms inefficient? In: Journal of Productivity Analysis. [Full Text][Citation analysis]	article	15
2019	Long Memory, Realized Volatility and HAR Models In: Working Papers. [Full Text][Citation analysis]	paper	5