Roch Roy

1.1k total citations
45 papers, 761 citations indexed

About

Roch Roy is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Roch Roy has authored 45 papers receiving a total of 761 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 17 papers in Statistics and Probability and 10 papers in Economics and Econometrics. Recurrent topics in Roch Roy's work include Financial Risk and Volatility Modeling (17 papers), Advanced Statistical Methods and Models (10 papers) and Monetary Policy and Economic Impact (8 papers). Roch Roy is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Advanced Statistical Methods and Models (10 papers) and Monetary Policy and Economic Impact (8 papers). Roch Roy collaborates with scholars based in Canada, France and Belgium. Roch Roy's co-authors include Christian Francq, Jean‐Michel Zakoïan, Jean‐Marie Dufour, Jean-Marie Dufour, Guy Mélard, Jean Lambert, Pierre Duchesne, L Léger, P. G. Martin and Robert Ross and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Applied Physiology and Biometrika.

In The Last Decade

Roch Roy

45 papers receiving 696 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Roch Roy Canada	16	328	280	217	190	61	45	761
Matthew Reimherr United States	17	216 0.7×	212 0.8×	465 2.1×	61 0.3×	71 1.2×	47	1.1k
Chun Yip Yau Hong Kong	11	136 0.4×	120 0.4×	200 0.9×	60 0.3×	35 0.6×	49	528
Mervyn J. Silvapulle Australia	18	301 0.9×	220 0.8×	840 3.9×	104 0.5×	255 4.2×	57	1.8k
Wilfredo Palma Chile	12	432 1.3×	413 1.5×	98 0.5×	72 0.4×	56 0.9×	36	772
Qin Shao United States	10	130 0.4×	72 0.3×	101 0.5×	77 0.4×	16 0.3×	33	298
Tarmo Pukkila Finland	13	109 0.3×	63 0.2×	214 1.0×	119 0.6×	65 1.1×	34	452
Cheng Yong Tang United States	12	183 0.6×	84 0.3×	300 1.4×	48 0.3×	19 0.3×	48	614
Jens‐Peter Kreiß Germany	15	469 1.4×	240 0.9×	526 2.4×	200 1.1×	78 1.3×	46	969
Yazhen Wang United States	12	87 0.3×	91 0.3×	130 0.6×	16 0.1×	16 0.3×	24	744
William P. McCormick United States	16	435 1.3×	191 0.7×	360 1.7×	184 1.0×	188 3.1×	70	833

Countries citing papers authored by Roch Roy

Since Specialization

Citations

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

Fields of papers citing papers by Roch Roy

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Roch Roy

This figure shows the co-authorship network connecting the top 25 collaborators of Roch Roy. A scholar is included among the top collaborators of Roch Roy 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 Roch Roy. Roch Roy is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Roy, Roch, et al.. (2008). Aggregation and systematic sampling of periodic ARMA processes. Computational Statistics & Data Analysis. 52(9). 4287–4304. 5 indexed citations

Roy, Roch, et al.. (2008). ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES. Econometric Theory. 24(4). 948–987. 4 indexed citations

Trottier, Helen, Pierre Philippe, & Roch Roy. (2006). Stochastic modeling of empirical time series of childhood infectious diseases data before and after mass vaccination. Emerging Themes in Epidemiology. 3(1). 9–9. 19 indexed citations

Roy, Roch, et al.. (2006). A Generalized Portmanteau Test For Independence Of Two Infinite‐Order Vector Autoregressive Series. Journal of Time Series Analysis. 27(4). 505–544. 16 indexed citations

Francq, Christian, Roch Roy, & Jean‐Michel Zakoïan. (2005). Diagnostic Checking in ARMA Models With Uncorrelated Errors. Journal of the American Statistical Association. 100(470). 532–544. 116 indexed citations

Roy, Roch, et al.. (2005). On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications. Statistics & Probability Letters. 76(1). 58–68. 3 indexed citations

Duchesne, Pierre & Roch Roy. (2003). On consistent testing for serial correlation of unknown form in vector time series models. Journal of Multivariate Analysis. 89(1). 148–180. 18 indexed citations

Duchesne, Pierre & Roch Roy. (2003). ROBUST TESTS FOR INDEPENDENCE OF TWO TIME SERIES. 13 indexed citations

Gosselin, Nadia, Christopher A. Price, Roch Roy, & Paul D. Carrière. (2000). Decreased lh pulsatility during initiation of gonadotropin superovulation treatment in the cow: Evidence for negative feedback other than estradiol and progesterone. Theriogenology. 54(4). 507–521. 11 indexed citations

10.

Roy, Roch, et al.. (1999). On the application of integer-valued time series models for the analysis of disease incidence. Statistics in Medicine. 18(15). 2025–2039. 54 indexed citations

11.

Roy, Roch, et al.. (1997). Tests for noncorrelation of two multivariate ARMA time series. Canadian Journal of Statistics. 25(2). 233–256. 32 indexed citations

12.

Roy, Roch. (1996). Probabilistic analysis of a nonlinear pendulum. Acta Mechanica. 115(1-4). 87–101. 2 indexed citations

13.

Roy, Roch, et al.. (1996). Identification of Refined ARMA Echelon Form Models for Multivariate Time Series. Journal of Multivariate Analysis. 56(2). 207–231. 12 indexed citations

14.

Roy, Roch & Pol D. Spanos. (1991). Padé-type approach to nonlinear random vibration analysis. Probabilistic Engineering Mechanics. 6(3-4). 119–128. 5 indexed citations

15.

Mélard, Guy & Roch Roy. (1988). Modèles de séries chronologiques avec seuils. ULB Institutional Repository. 36(4). 5–23. 5 indexed citations

16.

Latour, Alain & Roch Roy. (1987). Some exact results on the sample autocovariances of a seasonal ARIMA model. Canadian Journal of Statistics. 15(3). 283–291. 6 indexed citations

17.

Dufour, Jean-Marie & Roch Roy. (1985). Some robust exact results on sample autocorrelations and tests of randomness. Journal of Econometrics. 29(3). 257–273. 55 indexed citations

18.

Cléroux, Robert, Roch Roy, & Nicole M. Fortin. (1980). Air pollution in Montreal: A statistical analysis of sulphur dioxide data. Water Air & Soil Pollution. 13(2). 143–156. 5 indexed citations

19.

Dufour, Jean‐Marie & Roch Roy. (1976). On spectral estimation for a homogeneous random process on the circle. Stochastic Processes and their Applications. 4(2). 107–120. 9 indexed citations

20.

Roy, Roch, et al.. (1974). On the Power Series Expansion of the Moment Generating Function. The American Statistician. 28(2). 58–59. 2 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.

Explore authors with similar magnitude of impact