Ruey S. Tsay
- Economics and Econometrics top 0.1%
- Finance top 0.1%
- General Economics, Econometrics and Finance top 0.1%
- Statistics and Probability top 0.1%
- Management Science and Operations Research top 0.2%
- Co-authors
- George C. TiaoRobert E. McCullochRong ChenJeffrey R. RussellDavid S. MattesonChang CaoBonnie K. RayHedibert F. Lopes
- Topics
- Financial Risk and Volatility Modeling (58 papers)Complex Systems and Time Series Analysis (41 papers)Advanced Statistical Methods and Models (38 papers)
- Partner nations
- United StatesTaiwanSpain
In The Last Decade
Ruey S. Tsay
154 papers receiving 9.0k citations
Hit Papers
Peers
Comparison fields: 5 of 165
- Economics and Econometrics 4.9k
- Finance 4.1k
- General Economics, Econometrics and Finance 2.8k
- Statistics and Probability 2.0k
- Management Science and Operations Research 1.6k
Countries citing papers authored by Ruey S. Tsay
This map shows the geographic impact of Ruey S. Tsay'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 Ruey S. Tsay with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ruey S. Tsay more than expected).
Fields of papers citing papers by Ruey S. Tsay
This network shows the impact of papers produced by Ruey S. Tsay. 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 Ruey S. Tsay. The network helps show where Ruey S. Tsay may publish in the future.
Co-authorship network of co-authors of Ruey S. Tsay
This figure shows the co-authorship network connecting the top 25 collaborators of Ruey S. Tsay. A scholar is included among the top collaborators of Ruey S. Tsay 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 Ruey S. Tsay. Ruey S. Tsay is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 10 | |
| 2 | 3 | |
| 3 | 0 | |
| 4 | 0 | |
| 5 | 4 | |
| 6 | 4 | |
| 7 | 0 | |
| 8 | 15 | |
| 9 | 0 | |
| 10 | 4 | |
| 11 | 3 | |
| 12 | Shifts in Individual Parameters of a GARCH Model | 2 |
| 13 | Analysis of Financial Time Seriesbreakdown → | 501 |
| 14 | 4 | |
| 15 | A UNIFIED APPROACH TO ESTIMATING AND MODELING LINEAR AND NONLINEAR TIME SERIES | 8 |
| 16 | 116 | |
| 17 | 115 | |
| 18 | 12 | |
| 19 | 221 | |
| 20 | 90 |
About Ruey S. Tsay
Ruey S. Tsay is a scholar working on Statistics and Probability, Finance and General Economics, Econometrics and Finance, having authored 164 papers that have together received 9.8k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (58 papers), Complex Systems and Time Series Analysis (41 papers) and Advanced Statistical Methods and Models (38 papers). The work is most often cited by research in Finance (4.1k citations), General Economics, Econometrics and Finance (2.8k citations) and Statistics and Probability (2.0k citations). Ruey S. Tsay has collaborated with scholars based in United States, Taiwan and Spain. Frequent co-authors include George C. Tiao, Robert E. McCulloch, Rong Chen, Rong Chen, Jeffrey R. Russell, David S. Matteson, Chang Cao, Bonnie K. Ray, Hedibert F. Lopes and Alan L. Montgomery. Their work appears in journals such as Journal of the American Statistical Association, Technometrics and Biometrika.
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.