Seunghwa Rho : Citation Profile

Emory University

4

H index

3

i10 index

66

Citations

RESEARCH PRODUCTION:

3

Articles

1

Papers

RESEARCH ACTIVITY:

   4 years (2015 - 2019). See details.
   Cites by year: 16
   Journals where Seunghwa Rho has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/prh24
   Updated: 2026-07-18    RAS profile: 2023-05-06    
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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 Seunghwa Rho.

Is cited by:

Cho, Dooyeon (6)

Tsionas, Mike (4)

Parmeter, Christopher (4)

Caporale, Guglielmo Maria (3)

Papadopoulos, Alecos (3)

Shi, Shuping (3)

Phillips, Peter (3)

Yu, Jun (3)

Centorrino, Samuele (3)

Orea, Luis (3)

Tran, Kien (3)

Cites to:

Nielsen, Morten (7)

Christensen, Bent Jesper (5)

Bollerslev, Tim (5)

Kapetanios, George (3)

Kumbhakar, Subal (3)

Diebold, Francis (3)

Sibbertsen, Philipp (3)

Schmidt, Peter (3)

Andersen, Torben (2)

Wang, Hung-Jen (2)

Baillie, Richard (2)

Main data

Where Seunghwa Rho has published?

Recent works citing Seunghwa Rho (2025 and 2024)

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

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2026Roughness Analysis of Realized Volatility and VIX through Randomized Kolmogorov-Smirnov Distribution. (2025). Bianchi, Sergio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2509.20015.

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2024Cyclical Time Series: An Empirical Analysis of Temperatures in Central England Over Three Centuries. (2024). Phillips, Peter ; Marotta, Fulvia ; Giraitis, Liudas. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2409.

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2024Fixed-b asymptotics for panel models with two-way clustering. (2024). Vogelsang, Timothy J ; Chen, Kaicheng. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001763.

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

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2025Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects. (2025). Cheng, Mingmian ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001099.

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2025Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. (2025). de Khoo, Zhi ; Ng, Kok Haur ; Koh, You Beng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000398.

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2025A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607.

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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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2025Maximum likelihood estimation of normal-gamma and normal-Nakagami stochastic frontier models. (2025). Stead, Alexander D. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:63:y:2025:i:2:d:10.1007_s11123-024-00742-2.

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2026Estimating Corporate Investment Efficiency with Bias Correction: A Semiparametric Panel Model Approach. (2026). Wang, Zhao ; Kumbhakar, Subal C ; Yao, Feng. In: Working Papers. RePEc:wvu:wpaper:26-01.

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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]		article22
2019HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA In: Econometric Theory.
[Full Text][Citation analysis]		article6
2015Are all firms inefficient? In: Journal of Productivity Analysis.
[Full Text][Citation analysis]		article27
2019Long Memory, Realized Volatility and HAR Models In: Working Papers.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team