Simone D. Grose

1.1k total citations · 1 hit paper
8 papers, 740 citations indexed

About

Simone D. Grose is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Simone D. Grose has authored 8 papers receiving a total of 740 indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 3 papers in Economics and Econometrics and 2 papers in General Economics, Econometrics and Finance. Recurrent topics in Simone D. Grose's work include Financial Risk and Volatility Modeling (5 papers), Stochastic processes and financial applications (3 papers) and Statistical Distribution Estimation and Applications (2 papers). Simone D. Grose is often cited by papers focused on Financial Risk and Volatility Modeling (5 papers), Stochastic processes and financial applications (3 papers) and Statistical Distribution Estimation and Applications (2 papers). Simone D. Grose collaborates with scholars based in Australia and United States. Simone D. Grose's co-authors include Rob J. Hyndman, Ralph D. Snyder, Anne B. Koehler, Gael M. Martin, Maxwell L. King, Catherine Forbes, Vance L. Martin and D. S. Poskitt and has published in prestigious journals such as Journal of Econometrics, Economics Letters and International Journal of Forecasting.

In The Last Decade

Simone D. Grose

6 papers receiving 691 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

A state space framework for automatic forecasting using exponential smoothing methods

2002 718 citations Rob J. Hyndman, Anne B. Koehler et al. International Journal of Forecasting profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Simone D. Grose Australia	5	481	174	137	85	74	8	740
Leonard J. Tashman United States	6	304 0.6×	104 0.6×	140 1.0×	54 0.6×	109 1.5×	8	598
Devon K. Barrow United Kingdom	13	437 0.9×	198 1.1×	116 0.8×	63 0.7×	174 2.4×	16	797
Mohd Tahir Ismail Malaysia	13	219 0.5×	139 0.8×	223 1.6×	46 0.5×	88 1.2×	158	705
Victor Richmond R. Jose United States	15	415 0.9×	107 0.6×	153 1.1×	24 0.3×	129 1.7×	34	791
Anastasios Panagiotelis Australia	13	224 0.5×	141 0.8×	185 1.4×	29 0.3×	108 1.5×	25	602
Vı́ctor M. Guerrero Mexico	14	193 0.4×	66 0.4×	149 1.1×	31 0.4×	66 0.9×	69	654
Rudolf Lewandowski Australia	5	970 2.0×	154 0.9×	251 1.8×	106 1.2×	148 2.0×	5	1.3k
Bonsoo Koo Australia	8	138 0.3×	63 0.4×	101 0.7×	34 0.4×	84 1.1×	24	466
Kenneth C. Lichtendahl United States	12	330 0.7×	71 0.4×	143 1.0×	14 0.2×	117 1.6×	34	635
A. Andersen Australia	6	975 2.0×	155 0.9×	266 1.9×	107 1.3×	152 2.1×	7	1.3k

Countries citing papers authored by Simone D. Grose

Since Specialization

Citations

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

Fields of papers citing papers by Simone D. Grose

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Simone D. Grose. 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 Simone D. Grose. The network helps show where Simone D. Grose may publish in the future.

Co-authorship network of co-authors of Simone D. Grose

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

All Works

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8 of 8 papers shown

1.

Grose, Simone D. & D. S. Poskitt. (2017). The finite-sample properties of autoregressive approximations of fractionally-integrated and non-invertible processes. Figshare.

2.

Poskitt, D. S., Simone D. Grose, & Gael M. Martin. (2015). Higher-order improvements of the sieve bootstrap for fractionally integrated processes. Journal of Econometrics. 188(1). 94–110. 4 indexed citations

3.

Grose, Simone D., et al.. (2015). Bias Correction of Persistence Measures in Fractionally Integrated Models. Journal of Time Series Analysis. 36(5). 721–740.

4.

Martin, Gael M., et al.. (2012). Probabilistic forecasts of volatility and its risk premia. Journal of Econometrics. 171(2). 217–236. 8 indexed citations

5.

Grose, Simone D., et al.. (2005). PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS. Australian & New Zealand Journal of Statistics. 47(1). 101–117. 4 indexed citations

6.

Hyndman, Rob J., Anne B. Koehler, Ralph D. Snyder, & Simone D. Grose. (2002). A state space framework for automatic forecasting using exponential smoothing methods. International Journal of Forecasting. 18(3). 439–454. 718 indexed citations breakdown →

7.

Grose, Simone D., et al.. (1993). The Use of Information Criteria for Model Selection Between Models with Equal Numbers of Parameters. AgEcon Search (University of Minnesota, USA). 1 indexed citations

8.

Grose, Simone D. & Maxwell L. King. (1991). The locally unbiased two-sided Durbin—Watson test. Economics Letters. 35(4). 401–407. 5 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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