Erhard Reschenhofer

423 total citations
55 papers, 265 citations indexed

About

Erhard Reschenhofer is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Erhard Reschenhofer has authored 55 papers receiving a total of 265 indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 25 papers in Finance and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Erhard Reschenhofer's work include Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers) and Monetary Policy and Economic Impact (14 papers). Erhard Reschenhofer is often cited by papers focused on Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers) and Monetary Policy and Economic Impact (14 papers). Erhard Reschenhofer collaborates with scholars based in Austria, United States and Canada. Erhard Reschenhofer's co-authors include Michael A. Hauser, Benedikt M. Pötscher, Immanuel M. Bomze, Werner Ploberger, Tom Stark, Michael J. Kuba, Ruth A. Byrne, Daniela V. Meisel, Jennifer A. Mather and Robert M. Kunst and has published in prestigious journals such as SHILAP Revista de lepidopterología, Biometrika and Electroencephalography and Clinical Neurophysiology.

In The Last Decade

Erhard Reschenhofer

50 papers receiving 247 citations

Peers

Erhard Reschenhofer

EE

FINAN

GEEF

MSOR

SP

Leonidas Sandoval Brazil

Michael Grabchak United States

Gregory A. Fredricks United States

Gilles Zumbach Switzerland

F. Pozzi Australia

Georgy Sofronov Australia

Asim Kumer Dey United States

Andrew Y. Chen United States

Hui‐Yu Huang Taiwan

Fabrizio Leisen United Kingdom

Leonidas Sandoval Brazil

Erhard Reschenhofer

452 ×3.4

EE

183 ×1.6

FINAN

33 ×0.6

GEEF

79 ×1.6

MSOR

7 ×0.2

SP

Citations per year, relative to Erhard Reschenhofer Erhard Reschenhofer (= 1×) peers Leonidas Sandoval

Countries citing papers authored by Erhard Reschenhofer

Since Specialization

Citations

This map shows the geographic impact of Erhard Reschenhofer'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 Erhard Reschenhofer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Erhard Reschenhofer more than expected).

Fields of papers citing papers by Erhard Reschenhofer

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Erhard Reschenhofer. 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 Erhard Reschenhofer. The network helps show where Erhard Reschenhofer may publish in the future.

Co-authorship network of co-authors of Erhard Reschenhofer

This figure shows the co-authorship network connecting the top 25 collaborators of Erhard Reschenhofer. A scholar is included among the top collaborators of Erhard Reschenhofer based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Erhard Reschenhofer. Erhard Reschenhofer is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Reschenhofer, Erhard, et al.. (2020). Detecting long-range dependence with truncated ratios of periodogram ordinates. Communication in Statistics- Theory and Methods. 50(15). 3645–3660. 4 indexed citations

2.

Reschenhofer, Erhard, et al.. (2019). Testing for Long-Range Dependence in Financial Time Series. RePEc: Research Papers in Economics. 11(2). 93–106. 3 indexed citations

3.

Reschenhofer, Erhard, et al.. (2019). Evaluation of current research on stock return predictability. Journal of Forecasting. 39(2). 334–351. 13 indexed citations

4.

Reschenhofer, Erhard. (2018). Heteroscedasticity-robust estimation of autocorrelation. Communications in Statistics - Simulation and Computation. 48(4). 1251–1263. 2 indexed citations

5.

Reschenhofer, Erhard. (2017). Using Ratios of Successive Returns for the Estimation of Serial Correlation in Return Series. RePEc: Research Papers in Economics. 2(9). 2 indexed citations

6.

Reschenhofer, Erhard, et al.. (2015). CONSISTENT VARIABLE SELECTION IN LARGE REGRESSION MODELS. 14(1). 49–67. 1 indexed citations

7.

Reschenhofer, Erhard, et al.. (2015). J Imposing Frequency-Domain Restrictions on Time-Domain Forecasts. 4(3). 1–1. 1 indexed citations

8.

Reschenhofer, Erhard, et al.. (2015). Adjusting Band-Regression Estimators for Prediction: Shrinkage and Downweighting. international journal of research in computer application & management. 3(3). 121–130. 2 indexed citations

9.

Reschenhofer, Erhard. (2015). Criteria for Pairwise Variable Selection. 1–10. 1 indexed citations

10.

Reschenhofer, Erhard. (2013). Using Intraday Statistics for the Estimation of the Return Variance. RePEc: Research Papers in Economics. 2(2). 1–1.

11.

Reschenhofer, Erhard, et al.. (2012). Detecting fuzzy periodic patterns in futures spreads. Statistical Papers. 55(2). 487–496. 2 indexed citations

12.

Reschenhofer, Erhard. (2010). Further Evidence on the Turn-of-the-Month Effect. Phaidra (Universität Wien). 2010. 2 indexed citations

13.

Ploberger, Werner & Erhard Reschenhofer. (2010). Testing for cycles in multiple time series. Journal of Time Series Analysis. 31(6). 427–434. 4 indexed citations

14.

Reschenhofer, Erhard. (2008). Frequency Domain Modeling with Piecewise Constant Spectra. Journal of Modern Applied Statistical Methods. 7(2). 467–470. 2 indexed citations

15.

Meisel, Daniela V., Ruth A. Byrne, Michael J. Kuba, et al.. (2006). Contrasting activity patterns of two related octopus species, Octopus macropus and Octopus vulgaris.. Journal of comparative psychology. 120(3). 191–197. 21 indexed citations

16.

Hauser, Michael A., et al.. (1999). Measuring Persistence in Aggregate Output: ARMA Models, Fractionally Integrated ARMA Models and Nonparametric Procedures. SSRN Electronic Journal. 2 indexed citations

17.

Reschenhofer, Erhard. (1999). IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION. Econometric Theory. 15(3). 377–387. 7 indexed citations

18.

Reschenhofer, Erhard. (1996). Approximating the Bayes factor. Statistics & Probability Letters. 30(3). 241–245. 2 indexed citations

19.

Reschenhofer, Erhard. (1989). Adaptive test for white noise. Biometrika. 76(3). 629–632. 4 indexed citations

20.

Reschenhofer, Erhard, et al.. (1987). Segmentation of the EEG by Minimization of the Total Gain in Information. Neuropsychobiology. 18(3). 155–159. 1 indexed citations

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.

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