Marco Reale
University of Canterbury(NZ)
Publications by Year
Research Areas
Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Market Dynamics and Volatility, Advanced Optimization Algorithms Research, Monetary Policy and Economic Impact
Most-Cited Works
- → A flexible extreme value mixture model(2011)146 cited
- → Intensified agriculture favors evolved resistance to biological control(2017)135 cited
- → HHCART: An oblique decision tree(2015)79 cited
- → Identification of vector AR models with recursive structural errors using conditional independence graphs(2001)48 cited
- → Estimators for Long Range Dependence: An Empirical Study(2009)37 cited
- → Using non-destructive testing to assess modulus of elasticity ofPinus sylvestristrees(2009)36 cited
- → Long memory in temperature reconstructions(2011)35 cited
- → Modulus of elasticity of Norway spruce saw logs vs. structural lumber grade(2006)34 cited
- → Extreme value modelling for forecasting market crisis impacts(2009)29 cited
- → Detecting multiple mean breaks at unknown points in official time series(2008)26 cited