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: 11
   Journals where Seunghwa Rho has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh24
   Updated: 2024-01-16    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 (5)

Tsionas, Mike (4)

Parmeter, Christopher (4)

Yu, Jun (3)

Abakah, Emmanuel (3)

Shi, Shuping (3)

Caporale, Guglielmo Maria (3)

Tran, Kien (3)

Papantonis, Ioannis (3)

Gil-Alana, Luis (3)

Phillips, Peter (2)

Cites to:

Nielsen, Morten (7)

Bollerslev, Tim (5)

Christensen, Bent Jesper (5)

Sibbertsen, Philipp (3)

Kapetanios, George (3)

Kumbhakar, Subal (3)

Schmidt, Peter (3)

Diebold, Francis (3)

Lovell, C. (2)

Wang, Hung-Jen (2)

Poskitt, Donald (2)

Main data

Where Seunghwa Rho has published?

Recent works citing Seunghwa Rho (2024 and 2023)

Year	Title of citing document
2023	Fixed-b Asymptotics for Panel Models with Two-Way Clustering. (2023). Vogelsang, Timothy J ; Chen, Kaicheng. In: Papers. RePEc:arx:papers:2309.08707. Full description at Econpapers \|\| Download paper
2023	Measuring 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. Full description at Econpapers \|\| Download paper
2023	Augmenting 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. Full description at Econpapers \|\| Download paper
2023	Maximum 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. Full description at Econpapers \|\| Download paper
2023	Improving 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. Full description at Econpapers \|\| Download paper
2023	Dynamic 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. Full description at Econpapers \|\| Download paper
2023	Volatility 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. Full description at Econpapers \|\| Download paper
2023	On 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. Full description at Econpapers \|\| Download paper
2023	Stochastic 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. Full description at Econpapers \|\| Download paper
2023	Approximating 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. 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	15
2019	HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory. [Full Text][Citation analysis]	article	3
2015	Are all firms inefficient? In: Journal of Productivity Analysis. [Full Text][Citation analysis]	article	20
2019	Long Memory, Realized Volatility and HAR Models In: Working Papers. [Full Text][Citation analysis]	paper	6