Complex Systems and Time Series Analysis

Field	Economics, Econometrics and Finance
Subfield	Economics and Econometrics
Domain	Social Sciences
OpenAlex	T11270

Smeal faculty

• William Kracaw - score 3.0
• Giang Nguyen - score 2.0
• Charles Whiteman - score 2.0
• James McKeown - score 1.0
• Timothy T. Simin - score 1.0
• Joel M. Vanden - score 1.0
• Brent W. Ambrose - score 1.0

Papers

• The observable implications of self-fulfilling expectations (1985) - cites 254
• Information Production, Market Signalling, and the Theory of Financial Intermediation (1980) - cites 182
• The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency (1992) - cites 121
• A Bayesian Approach to Calibration (1996) - cites 102
• Spurious Regressions in Financial Economics? (2000) - cites 73
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2019) - cites 18
• Equilibrium analysis of volatility clustering (2004) - cites 12
• Univariate Time-Series Analysis of Quarterly Earnings: Some Unresolved Issues (1986) - cites 8
• Information Production, Market Signalling, and the Theory of Financial Intermediation: A Reply (1982) - cites 4
• Information Production, Market Signalling, and the Theory of Financial Intermediation: A Reply (1982) - cites 3
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - cites 1