Details about William Stanley Rea

Access statistics for papers by William Stanley Rea.

Last updated 2016-11-06. Update your information in the RePEc Author Service.

Short-id: pre225

Working Papers

2016

1. More Evidence On “Which Panel Data Estimator Should I Use?”
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
2. Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX
   Papers, arXiv.org
   See also Journal Article Stock Selection as a Problem in Phylogenetics—Evidence from the ASX, IJFS, MDPI (2016) (2016)

2015

3. A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
   Papers, arXiv.org View citations (1)
   Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2015) View citations (2)
4. An Application of Correlation Clustering to Portfolio Diversification
   Papers, arXiv.org View citations (6)
   Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2014) View citations (1)
5. Can PCA Structure Changes Indicate that it is Time to Trade?
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
6. How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange
   Papers, arXiv.org
   Also in Working Papers in Economics, University of Canterbury, Department of Economics and Finance (2015)
7. Identifying Highly Correlated Stocks Using the Last Few Principal Components
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance
   Also in Papers, arXiv.org (2015)
8. Stock Selection with Principal Component Analysis
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (5)

2012

9. A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
   Working Papers in Economics, University of Canterbury, Department of Economics and Finance

2008

10. A New Procedure to Test for H Self-Similarity
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance
11. Long memory or shifting means? A new approach and application to realised volatility
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance
12. The Empirical Properties of Some Popular Estimators of Long Memory Processes
    Working Papers in Economics, University of Canterbury, Department of Economics and Finance View citations (6)

Journal Articles

2016

1. Stock Selection as a Problem in Phylogenetics—Evidence from the ASX
   IJFS, 2016, 4, (4), 1-19
   See also Working Paper Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX, Papers (2016) (2016)

2014

2. Visualization of a stock market correlation matrix
   Physica A: Statistical Mechanics and its Applications, 2014, 400, (C), 109-123 View citations (10)

2013

3. Not all estimators are born equal: The empirical properties of some estimators of long memory
   Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 29-42 View citations (8)

2011

4. Long memory in temperature reconstructions
   Climatic Change, 2011, 107, (3), 247-265 View citations (11)
5. Long memory or shifting means in geophysical time series?
   Mathematics and Computers in Simulation (MATCOM), 2011, 81, (7), 1441-1453

2010

6. Identification of Changes in Mean with Regression Trees: An Application to Market Research
   Econometric Reviews, 2010, 29, (5-6), 754-777 View citations (3)

2008

7. Detecting multiple mean breaks at unknown points in official time series
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 351-356 View citations (3)