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 33 1 2 3 31
A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones 0 1 2 26 0 1 8 97
A New Procedure to Test for H Self-Similarity 0 0 0 57 1 1 4 236
A comparison of Spillover Effects before, during and after the 2008 Financial Crisis 0 0 2 33 0 3 6 136
An Application of Correlation Clustering to Portfolio Diversification 0 1 1 34 0 1 2 33
An Application of Correlation Clustering to Portfolio Diversification 0 0 0 43 1 2 6 137
Can PCA Structure Changes Indicate that it is Time to Trade? 0 1 2 16 1 2 4 60
How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange 0 0 2 47 0 2 7 73
How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange 0 0 0 17 0 0 2 28
Identifying Highly Correlated Stocks Using the Last Few Principal Components 0 0 1 21 0 1 8 79
Identifying Highly Correlated Stocks Using the Last Few Principal Components 0 1 1 17 0 2 2 27
Long memory or shifting means? A new approach and application to realised volatility 0 0 0 74 0 0 0 161
More Evidence On “Which Panel Data Estimator Should I Use?” 1 1 4 94 1 1 7 176
Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX 0 0 0 19 0 0 4 41
Stock Selection with Principal Component Analysis 2 4 17 450 3 6 42 990
The Empirical Properties of Some Popular Estimators of Long Memory Processes 0 0 1 80 0 0 1 201
Total Working Papers 3 10 34 1,061 8 24 106 2,506


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 0 57
Long memory in temperature reconstructions 0 0 0 6 0 0 0 39
Long memory or shifting means in geophysical time series? 0 0 0 2 0 0 0 30
Not all estimators are born equal: The empirical properties of some estimators of long memory 0 0 0 4 0 0 0 33
Stock Selection as a Problem in Phylogenetics—Evidence from the ASX 0 0 1 12 0 0 1 62
Visualization of a stock market correlation matrix 0 0 2 11 0 0 6 55
Total Journal Articles 0 0 3 47 0 0 7 291


Statistics updated 2022-12-04