William Rea
Publications by Year
Research Areas
Complex Systems and Time Series Analysis, Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact
Most-Cited Works
- → Which panel data estimator should I use?: A corrigendum and extension(2018)111 cited
- → Estimators for Long Range Dependence: An Empirical Study(2009)37 cited
- → Long memory in temperature reconstructions(2011)35 cited
- → Detecting multiple mean breaks at unknown points in official time series(2008)26 cited
- → Identification of Changes in Mean with Regression Trees: An Application to Market Research(2010)25 cited
- → How Many Components should be Retained from a Multivariate Time Series PCA?(2016)24 cited
- → Not all estimators are born equal: The empirical properties of some estimators of long memory(2012)22 cited
- → Visualization of a stock market correlation matrix(2014)12 cited
- → Financial Insights from the Last Few Components of a Stock Market PCA(2017)10 cited
- → The empirical properties of some popular estimators of long memory processes(2011)10 cited