Clifford M. Hurvich
- Statistics and Probability top 0.2%
- Statistical Methods and Inference 18
- Advanced Statistical Methods and Models 14
- Finance top 0.5%
- Financial Risk and Volatility Modeling 41
- Ecological Modeling top 2%
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- Monetary Policy and Economic Impact 10
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- Complex Systems and Time Series Analysis 29
- Market Dynamics and Volatility 18
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- Supply Chain and Inventory Management 11
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- Scheduling and Optimization Algorithms 8
- Co-authors
- Chih‐Ling TsaiJeffrey S. SimonoffRohit DeoYakov AmihudKaizô Iwakami BeltrãoBonnie K. RayYi WangPhilippe Soulier
- Journals
- Journal of Time Series Analysis (16 papers)Biometrika (10 papers)Journal of the American Statistical Association (8 papers)
- Partner nations
- United StatesFranceIsrael
In The Last Decade
Clifford M. Hurvich
79 papers receiving 7.9k citations
Hit Papers
Peers
Comparison fields: 5 of 220
- Statistics and Probability 1.6k
- Finance 1.4k
- Ecological Modeling 327
- Nature and Landscape Conservation 907
- General Economics, Econometrics and Finance 557
Countries citing papers authored by Clifford M. Hurvich
This map shows the geographic impact of Clifford M. Hurvich's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Clifford M. Hurvich with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Clifford M. Hurvich more than expected).
Fields of papers citing papers by Clifford M. Hurvich
This network shows the impact of papers produced by Clifford M. Hurvich. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Clifford M. Hurvich. The network helps show where Clifford M. Hurvich may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Clifford M. Hurvich, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 1 | |
| 2 | 2024 | 1 | |
| 3 | 2024 | 0 | |
| 4 | 2023 | 0 | |
| 5 | Aggregated Information in Supply Chains | 2018 | 1 |
| 6 | 2010 | 24 | |
| 7 | Forecasting and Information Sharing in Supply Chains Under Quasi-ARMA Demand | 2009 | 1 |
| 8 | Computationally Efficient Gaussian Maximum Likelihood Methods for Vector ARFIMA Models | 2008 | 5 |
| 9 | A Pure-Jump Transaction-Level Price Model Yielding Cointegration, Leverage, and Nonsynchronous Trading Effects | 2006 | 1 |
| 10 | Tracing the Source of Long Memory in Volatility | 2005 | 3 |
| 11 | Hypothesis Testing in Predictive Regressions | 2004 | 3 |
| 12 | 2003 | 28 | |
| 13 | 2002 | 26 | |
| 14 | 2001 | 1 | |
| 15 | 2001 | 1 | |
| 16 | Estimation of Long Memory in Volatility | 2000 | 14 |
| 17 | 1995 | 229 | |
| 18 | 1994 | 10 | |
| 19 | 1987 | 5 | |
| 20 | 1986 | 6 |
About Clifford M. Hurvich
Clifford M. Hurvich is a scholar working on Finance, Statistics and Probability and Statistics, Probability and Uncertainty, having authored 87 papers that have together received 8.5k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (41 papers), Complex Systems and Time Series Analysis (29 papers), Statistical Methods and Inference (18 papers), Market Dynamics and Volatility (18 papers), Advanced Statistical Methods and Models (14 papers), Supply Chain and Inventory Management (11 papers), Monetary Policy and Economic Impact (10 papers) and Scheduling and Optimization Algorithms (8 papers). The work is most often cited by research in Statistics and Probability (1.6k citations), Finance (1.4k citations) and Ecological Modeling (327 citations). Clifford M. Hurvich has collaborated with scholars based in United States, France and Israel. Frequent co-authors include Chih‐Ling Tsai, Jeffrey S. Simonoff, Rohit Deo, Yakov Amihud, Kaizô Iwakami Beltrão, Bonnie K. Ray, Yi Wang, Philippe Soulier, Éric Moulines and Rebecca J. Sela. Their work appears in journals such as Journal of Time Series Analysis, Biometrika, Journal of the American Statistical Association, Journal of Econometrics and Econometric Theory.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.