Roch Roy
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 2%
- Advanced Statistical Methods and Models
- Statistical Methods and Inference
Papers in ⓘ
- Finance 17
- Financial Risk and Volatility Modeling 17
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- Advanced Statistical Methods and Models 10
- Statistical Methods and Inference 6
- Co-authors
- Christian Francq (3 shared papers)Jean‐Michel Zakoïan (1 shared paper)Jean‐Marie Dufour (4 shared papers)Jean-Marie Dufour (1 shared paper)Guy Mélard (5 shared papers)Jean Lambert (1 shared paper)Pierre Duchesne (2 shared papers)L Léger (1 shared paper)
In The Last Decade
Roch Roy
45 papers receiving 696 citations
Peers
Comparison fields: 5 of 106
- Finance 328
- Statistics and Probability 217
- General Economics, Econometrics and Finance 190
- Economics and Econometrics 280
- Statistics, Probability and Uncertainty 48
Countries citing papers authored by Roch Roy
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
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-authors
The 25 scholars most cited alongside Roch Roy, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 45 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 116 | |
| 2 | 1992 | 60 | |
| 3 | 1985 | 55 | |
| 4 | 1989 | 55 | |
| 5 | 1999 | 54 | |
| 6 | 1997 | 32 | |
| 7 | 1989 | 25 | |
| 8 | 1994 | 23 | |
| 9 | 1976 | 21 | |
| 10 | 2006 | 19 | |
| 11 | 2003 | 18 | |
| 12 | 1992 | 18 | |
| 13 | 1973 | 18 | |
| 14 | 2006 | 16 | |
| 15 | 1988 | 16 | |
| 16 | 1982 | 15 | |
| 17 | 1993 | 14 | |
| 18 | 1992 | 14 | |
| 19 | ROBUST TESTS FOR INDEPENDENCE OF TWO TIME SERIES | 2003 | 13 |
| 20 | 1996 | 12 |
About Roch Roy
Roch Roy is a scholar working on Finance, Statistics and Probability, Economics and Econometrics, General Economics, Econometrics and Finance and Artificial Intelligence, having authored 45 papers that have together received 761 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (17 papers), Advanced Statistical Methods and Models (10 papers), Monetary Policy and Economic Impact (8 papers), Statistical Methods and Inference (6 papers), Complex Systems and Time Series Analysis (6 papers), Analysis of environmental and stochastic processes (5 papers), Market Dynamics and Volatility (5 papers) and Spectroscopy and Chemometric Analyses (3 papers). The work is most often cited by research in Finance (328 citations), Statistics and Probability (217 citations), General Economics, Econometrics and Finance (190 citations), Economics and Econometrics (280 citations) and Statistics, Probability and Uncertainty (48 citations). Roch Roy has collaborated with scholars based in Canada, France and Belgium. Frequent co-authors include Christian Francq, Jean‐Michel Zakoïan, Jean‐Marie Dufour, Jean-Marie Dufour, Guy Mélard, Jean Lambert, Pierre Duchesne, L Léger, Robert Ross and P. G. Martin. Their work appears in journals such as Canadian Journal of Statistics, Journal of Time Series Analysis, Computational Statistics & Data Analysis, Journal of the American Statistical Association and Journal of Multivariate Analysis.
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.