Stan Hurn
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- Monetary Policy and Economic Impact 30
- Finance top 1%
- Financial Risk and Volatility Modeling 32
- Stochastic processes and financial applications 17
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility 21
- Complex Systems and Time Series Analysis 14
- Economic theories and models 6
- General Energy top 5%
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- Energy Load and Power Forecasting 9
- Electric Power System Optimization 7
- Co-authors
- Shuping ShiPeter C.B. PhillipsAdam ClementsRalf BeckerK. A. LindsayWalter EndersVito Antonio MuscatelliYoram Amiel
- Journals
- Mathematics and Computers in Simulation (5 papers)Journal of Financial Econometrics (4 papers)The Stata Journal Promoting communications on statistics and Stata (4 papers)
- Partner nations
- AustraliaUnited KingdomUnited States
In The Last Decade
Stan Hurn
82 papers receiving 1.8k citations
Hit Papers
Peers
Comparison fields: 5 of 103
- General Economics, Econometrics and Finance 599
- Finance 684
- Economics and Econometrics 1.3k
- General Energy 32
- Renewable Energy, Sustainability and the Environment 239
Countries citing papers authored by Stan Hurn
This map shows the geographic impact of Stan Hurn'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 Stan Hurn with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stan Hurn more than expected).
Fields of papers citing papers by Stan Hurn
This network shows the impact of papers produced by Stan Hurn. 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 Stan Hurn. The network helps show where Stan Hurn may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Stan Hurn, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | TVGC: Stata module to perform Time-Varying Granger Causality tests | 2021 | 1 |
| 2 | 2020 | 4 | |
| 3 | Change Detection and the Causal Impact of the Yield Curvebreakdown → | 2018 | 186 |
| 4 | 2016 | 2 | |
| 5 | 2016 | 10 | |
| 6 | 2015 | 0 | |
| 7 | Econometric modelling with time series: specification, estimation and testing [Themes in Modern Econometrics] | 2013 | 2 |
| 8 | 2012 | 2 | |
| 9 | 2011 | 6 | |
| 10 | 2011 | 6 | |
| 11 | Teaching an old dog new tricks: improved estimation of the parameters of stochastic differential equations by numerical solution of the Fokker-Planck equation | 2010 | 4 |
| 12 | 2007 | 45 | |
| 13 | 2006 | 1 | |
| 14 | Smooth Estimation of Yield Curves by Laguerre Functions | 2005 | 3 |
| 15 | ML Estimation Of The Parameters Of SDE's By Numerical Solution Of The Fokker-Planck Equation | 2005 | 3 |
| 16 | Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility | 2004 | 3 |
| 17 | On the Efficacy of Simulated Maximum Likelihood for Estimating the Parameters of Stochastic Differential Equation | 2003 | 1 |
| 18 | 1998 | 5 | |
| 19 | 1995 | 2 | |
| 20 | Syndicated loans : a handbook for banker and borrower | 1990 | 3 |
About Stan Hurn
Stan Hurn is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Statistics and Probability and Management Science and Operations Research, having authored 90 papers that have together received 2.0k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (32 papers), Monetary Policy and Economic Impact (30 papers), Market Dynamics and Volatility (21 papers), Stochastic processes and financial applications (17 papers), Complex Systems and Time Series Analysis (14 papers), Energy Load and Power Forecasting (9 papers), Electric Power System Optimization (7 papers) and Economic theories and models (6 papers). The work is most often cited by research in General Economics, Econometrics and Finance (599 citations), Finance (684 citations), Economics and Econometrics (1.3k citations), General Energy (32 citations) and Renewable Energy, Sustainability and the Environment (239 citations). Stan Hurn has collaborated with scholars based in Australia, United Kingdom and United States. Frequent co-authors include Shuping Shi, Peter C.B. Phillips, Adam Clements, Ralf Becker, K. A. Lindsay, Walter Enders, Vito Antonio Muscatelli, Yoram Amiel, John Creedy and Robert E. Wright. Their work appears in journals such as Mathematics and Computers in Simulation, Journal of Financial Econometrics, The Stata Journal Promoting communications on statistics and Stata, The Energy Journal and Studies in Nonlinear Dynamics and Econometrics.
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.