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William Stanley Rea

Personal Details

First Name:William
Middle Name:Stanley
Last Name:Rea
Suffix:
RePEc Short-ID:pre225
[This author has chosen not to make the email address public]

Affiliation

Department of Economics and Finance
College of Business and Economics
University of Canterbury

Christchurch, New Zealand
http://www.econ.canterbury.ac.nz/

: +64-3-3642631
+64-3-3642635
Private Bag 4800, Christchurch
RePEc:edi:decannz (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Mantobaye Moundigbaye & William Rea & W. Robert Reed, 2016. "More Evidence On “Which Panel Data Estimator Should I Use?”," Working Papers in Economics 16/18, University of Canterbury, Department of Economics and Finance.
  2. Hannah Cheng & Juan Zhan & William Rea & Alethea Rea, 2016. "Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX," Papers 1603.02354, arXiv.org.
  3. Libin Yang & William Rea & Alethea Rea, 2015. "Stock Selection with Principal Component Analysis," Working Papers in Economics 15/03, University of Canterbury, Department of Economics and Finance.
  4. Libin Yang & William Rea & Alethea Rea, 2015. "Identifying Highly Correlated Stocks Using the Last Few Principal Components," Working Papers in Economics 15/08, University of Canterbury, Department of Economics and Finance.
  5. Libin Yang & William Rea & Alethea Rea, 2015. "How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange," Working Papers in Economics 15/07, University of Canterbury, Department of Economics and Finance.
  6. Libin Yang & William Rea & Alethea Rea, 2015. "Can PCA Structure Changes Indicate that it is Time to Trade?," Working Papers in Economics 15/13, University of Canterbury, Department of Economics and Finance.
  7. Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015. "A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones," Working Papers in Economics 15/02, University of Canterbury, Department of Economics and Finance.
  8. Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2014. "An Application of Correlation Clustering to Portfolio Diversification," Working Papers in Economics 14/11, University of Canterbury, Department of Economics and Finance.
  9. Alethea Rea & William Rea & Marco Reale & Carl Scarrott, 2012. "A comparison of Spillover Effects before, during and after the 2008 Financial Crisis," Working Papers in Economics 12/03, University of Canterbury, Department of Economics and Finance.
  10. Eduardo Mendes & Les Oxley & William Rea & Marco Reale, 2008. "Long memory or shifting means? A new approach and application to realised volatility," Working Papers in Economics 08/04, University of Canterbury, Department of Economics and Finance.
  11. Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics and Finance.
  12. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.

Articles

  1. Cheng Juan Zhan & William Rea & Alethea Rea, 2016. "Stock Selection as a Problem in Phylogenetics—Evidence from the ASX," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(4), pages 1-19, September.
  2. Rea, Alethea & Rea, William, 2014. "Visualization of a stock market correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 109-123.
  3. Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer, 2013. "Not all estimators are born equal: The empirical properties of some estimators of long memory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 29-42.
  4. Rea, William & Reale, Marco & Brown, Jennifer & Oxley, Les, 2011. "Long memory or shifting means in geophysical time series?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1441-1453.
  5. William Rea & Marco Reale & Jennifer Brown, 2011. "Long memory in temperature reconstructions," Climatic Change, Springer, vol. 107(3), pages 247-265, August.
  6. William Rea & Marco Reale & Carmela Cappelli & Jennifer Brown, 2010. "Identification of Changes in Mean with Regression Trees: An Application to Market Research," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 754-777.
  7. Cappelli, Carmela & Penny, Richard N. & Rea, William S. & Reale, Marco, 2008. "Detecting multiple mean breaks at unknown points in official time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 351-356.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Libin Yang & William Rea & Alethea Rea, 2015. "Stock Selection with Principal Component Analysis," Working Papers in Economics 15/03, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. Libin Yang & William Rea & Alethea Rea, 2017. "Financial Insights from the Last Few Components of a Stock Market PCA," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 5(3), pages 1-12, July.
    2. Libin Yang & William Rea & Alethea Rea, 2017. "Impending Doom: The Loss of Diversification before a Crisis," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 5(4), pages 1-13, November.

  2. Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008. "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics 08/13, University of Canterbury, Department of Economics and Finance.

    Cited by:

    1. David Grreasley, 2010. "Cliometrics and Time Series Econometrics: Some Theory and Applications," Working Papers in Economics 10/56, University of Canterbury, Department of Economics and Finance.
    2. Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers 13-069/III, Tinbergen Institute.
    3. Chow, Ying-Foon & Lam, James T.K. & Yeung, Hinson S., 2009. "Realized volatility of index constituent stocks in Hong Kong," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2809-2818.
    4. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics and Finance.

Articles

  1. Rea, Alethea & Rea, William, 2014. "Visualization of a stock market correlation matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 109-123.

    Cited by:

    1. Wang, Qi & Zhang, Chunyu & Ding, Yi & Xydis, George & Wang, Jianhui & Østergaard, Jacob, 2015. "Review of real-time electricity markets for integrating Distributed Energy Resources and Demand Response," Applied Energy, Elsevier, vol. 138(C), pages 695-706.
    2. Cheng Juan Zhan & William Rea & Alethea Rea, 2016. "Stock Selection as a Problem in Phylogenetics—Evidence from the ASX," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 4(4), pages 1-19, September.
    3. Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2014. "An Application of Correlation Clustering to Portfolio Diversification," Working Papers in Economics 14/11, University of Canterbury, Department of Economics and Finance.
    4. Hannah Cheng Juan Zhan & William Rea & Alethea Rea, 2015. "A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones," Papers 1512.01905, arXiv.org.

  2. Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer, 2013. "Not all estimators are born equal: The empirical properties of some estimators of long memory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 29-42.

    Cited by:

    1. Michael McAleer & Felix Chan & Les Oxley, 2013. "Modelling and Simulation: An Overview," Tinbergen Institute Discussion Papers 13-069/III, Tinbergen Institute.
    2. Dima, Bogdan & Dima, Ştefana Maria, 2017. "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 36-59.

  3. William Rea & Marco Reale & Jennifer Brown, 2011. "Long memory in temperature reconstructions," Climatic Change, Springer, vol. 107(3), pages 247-265, August.

    Cited by:

    1. Claudio Morana & Giacomo Sbrana, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," Working Papers 2017.09, Fondazione Eni Enrico Mattei.
    2. Francisco Estrada & Pierre Perron, "undated". "Detection and attribution of climate change through econometric methods," Boston University - Department of Economics - Working Papers Series 2013-015, Boston University - Department of Economics.
    3. Robert Kaufmann & Heikki Kauppi & Michael Mann & James Stock, 2013. "Does temperature contain a stochastic trend: linking statistical results to physical mechanisms," Climatic Change, Springer, vol. 118(3), pages 729-743, June.

  4. Cappelli, Carmela & Penny, Richard N. & Rea, William S. & Reale, Marco, 2008. "Detecting multiple mean breaks at unknown points in official time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 351-356.

    Cited by:

    1. Qin, Ruibing & Tian, Zheng & Jin, Hao & Zhang, Xiaowei, 2010. "Strong convergence rate of robust estimator of change point," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(10), pages 2026-2032.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2008-04-29 2008-07-30 2008-09-20 2016-09-11
  2. NEP-FMK: Financial Markets (4) 2015-02-28 2015-04-02 2015-12-12 2015-12-28
  3. NEP-RMG: Risk Management (4) 2014-05-17 2015-12-01 2015-12-20 2016-03-29
  4. NEP-ETS: Econometric Time Series (3) 2008-04-29 2008-07-30 2008-09-20
  5. NEP-CMP: Computational Economics (1) 2015-12-01

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