Access Statistics for William Stanley Rea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones 0 1 1 32 0 1 7 26
A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones 0 0 0 23 0 1 8 81
A New Procedure to Test for H Self-Similarity 0 0 0 57 0 0 1 230
A comparison of Spillover Effects before, during and after the 2008 Financial Crisis 0 1 2 28 0 1 6 121
An Application of Correlation Clustering to Portfolio Diversification 1 1 2 42 3 4 13 117
An Application of Correlation Clustering to Portfolio Diversification 0 0 0 32 0 1 7 29
Can PCA Structure Changes Indicate that it is Time to Trade? 0 0 1 14 0 0 8 52
How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange 0 0 0 16 0 0 4 22
How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange 0 0 0 45 0 1 4 59
Identifying Highly Correlated Stocks Using the Last Few Principal Components 0 0 0 15 0 0 6 21
Identifying Highly Correlated Stocks Using the Last Few Principal Components 0 0 0 20 0 3 9 67
Long memory or shifting means? A new approach and application to realised volatility 0 0 0 74 0 0 2 158
More Evidence On “Which Panel Data Estimator Should I Use?” 1 1 8 85 2 6 27 145
Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX 0 0 0 19 1 1 7 34
Stock Selection with Principal Component Analysis 13 22 68 400 15 33 146 842
The Empirical Properties of Some Popular Estimators of Long Memory Processes 0 0 0 78 0 0 2 189
Total Working Papers 15 26 82 980 21 52 257 2,193


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Detecting multiple mean breaks at unknown points in official time series 0 0 0 3 0 0 0 15
Identification of Changes in Mean with Regression Trees: An Application to Market Research 0 0 0 9 0 0 2 56
Long memory in temperature reconstructions 0 0 0 6 0 0 4 37
Long memory or shifting means in geophysical time series? 0 0 0 2 0 0 0 29
Not all estimators are born equal: The empirical properties of some estimators of long memory 1 1 1 4 1 2 4 31
Stock Selection as a Problem in Phylogenetics—Evidence from the ASX 1 1 3 9 1 2 12 50
Visualization of a stock market correlation matrix 0 1 1 9 2 4 9 45
Total Journal Articles 2 3 5 42 4 8 31 263


Statistics updated 2021-01-03