T. W. Epps

2.8k total citations · 1 hit paper
34 papers, 1.9k citations indexed

About

T. W. Epps is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, T. W. Epps has authored 34 papers receiving a total of 1.9k indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Finance, 13 papers in Economics and Econometrics and 12 papers in Statistics and Probability. Recurrent topics in T. W. Epps's work include Financial Markets and Investment Strategies (9 papers), Bayesian Methods and Mixture Models (7 papers) and Financial Risk and Volatility Modeling (7 papers). T. W. Epps is often cited by papers focused on Financial Markets and Investment Strategies (9 papers), Bayesian Methods and Mixture Models (7 papers) and Financial Risk and Volatility Modeling (7 papers). T. W. Epps collaborates with scholars based in United States, Australia and Canada. T. W. Epps's co-authors include Lawrence B. Pulley, Kenneth J. Singleton, David B. Humphrey and E. Seneta and has published in prestigious journals such as Journal of the American Statistical Association, American Economic Review and Econometrica.

In The Last Decade

T. W. Epps

32 papers receiving 1.7k 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.

The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis

1976 684 citations T. W. Epps et al. Econometrica profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
T. W. Epps United States	17	1.3k	1.1k	408	289	230	34	1.9k
Michael J. Klass United States	14	1.2k 0.9×	950 0.9×	266 0.7×	239 0.8×	403 1.8×	58	1.8k
Svetlozar T. Rachev United States	24	1.2k 0.9×	911 0.8×	234 0.6×	169 0.6×	477 2.1×	84	1.8k
Michael J. Stutzer United States	17	1.0k 0.7×	908 0.8×	216 0.5×	336 1.2×	223 1.0×	49	1.7k
J. Huston McCulloch United States	22	1.6k 1.2×	990 0.9×	202 0.5×	760 2.6×	147 0.6×	55	2.3k
Stefan Mittnik Germany	26	2.1k 1.5×	1.8k 1.6×	339 0.8×	865 3.0×	405 1.8×	105	2.9k
Chung‐Ming Kuan Taiwan	19	801 0.6×	1.2k 1.1×	213 0.5×	642 2.2×	510 2.2×	63	2.0k
Éric Renault United States	27	2.2k 1.6×	1.9k 1.7×	557 1.4×	949 3.3×	200 0.9×	85	3.4k
Rustam Ibragimov United States	21	836 0.6×	1.1k 1.0×	285 0.7×	315 1.1×	302 1.3×	71	1.9k
Jean‐Marie Dufour Canada	24	718 0.5×	1.2k 1.1×	763 1.9×	1.1k 3.9×	212 0.9×	106	2.3k
Olivier Scaillet Switzerland	27	2.3k 1.7×	1.3k 1.2×	553 1.4×	522 1.8×	637 2.8×	116	3.1k

Countries citing papers authored by T. W. Epps

Since Specialization

Citations

This map shows the geographic impact of T. W. Epps'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 T. W. Epps with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites T. W. Epps more than expected).

Fields of papers citing papers by T. W. Epps

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by T. W. Epps. 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 T. W. Epps. The network helps show where T. W. Epps may publish in the future.

Co-authorship network of co-authors of T. W. Epps

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

All Works

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20 of 20 papers shown

1.

Epps, T. W.. (2007). Pricing Derivative Securities (Second Edition). SSRN Electronic Journal. 1 indexed citations

2.

Epps, T. W.. (2005). Tests for location-scale families based on the empirical characteristic function. Metrika. 62(1). 99–114. 34 indexed citations

3.

Epps, T. W.. (2000). Pricing Derivative Securities. World Scientific Publishing Co. Pte. Ltd. eBooks. 16 indexed citations

4.

Epps, T. W., et al.. (1999). Stock prices as branching processes in random environments: estimation. Communications in Statistics - Simulation and Computation. 28(4). 957–975. 12 indexed citations

5.

Epps, T. W.. (1996). Stock prices as branching processes. Communications in Statistics Stochastic Models. 12(4). 529–558. 17 indexed citations

6.

Epps, T. W.. (1995). A test of fit for lattice distributions. Communication in Statistics- Theory and Methods. 24(6). 1455–1479. 16 indexed citations

7.

Epps, T. W.. (1993). Characteristic Functions and Their Empirical Counterparts: Geometrical Interpretations and Applications to Statistical Inference. The American Statistician. 47(1). 33–38. 18 indexed citations

8.

Epps, T. W. & E. Seneta. (1992). Maximum-likelihood estimation for galton-watson processes. Communication in Statistics- Theory and Methods. 21(3). 733–748. 2 indexed citations

9.

Pulley, Lawrence B. & T. W. Epps. (1990). Implementing the growth-optimal policy for choosing portfolios. Journal of Economics and Business. 42(2). 153–164. 1 indexed citations

10.

Epps, T. W.. (1988). Testing that a Gaussian Process is Stationary. The Annals of Statistics. 16(4). 24 indexed citations

11.

Epps, T. W.. (1987). Testing That a Stationary Time Series is Gaussian. The Annals of Statistics. 15(4). 56 indexed citations

12.

Epps, T. W. & Kenneth J. Singleton. (1986). An omnibus test for the two-sample problem using the empirical characteristic function. Journal of Statistical Computation and Simulation. 26(3-4). 177–203. 118 indexed citations

13.

Epps, T. W. & Lawrence B. Pulley. (1983). A Test for Normality Based on the Empirical Characteristic Function. Biometrika. 70(3). 723–723. 9 indexed citations

14.

Epps, T. W., Kenneth J. Singleton, & Lawrence B. Pulley. (1982). A Test of Separate Families of Distributions Based on the Empirical Moment Generating Function. Biometrika. 69(2). 391–391.

15.

Epps, T. W.. (1981). Necessary and Sufficient Conditions for the Mean-Variance Portfolio Model with Constant Risk Aversion. Journal of Financial and Quantitative Analysis. 16(2). 169–169. 6 indexed citations

16.

Epps, T. W.. (1979). Comovements in Stock Prices in the Very Short Run. Journal of the American Statistical Association. 74(366a). 291–298. 268 indexed citations

17.

Epps, T. W.. (1978). Security Price Changes and Transaction Volumes: Reply. American Economic Review. 68(4). 698–700. 3 indexed citations

18.

Epps, T. W., et al.. (1976). The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis. Econometrica. 44(2). 305–305. 684 indexed citations breakdown →

19.

Epps, T. W.. (1975). Security Price Changes and Transaction Volumes: Theory and Evidence. American Economic Review. 65(4). 586–597. 128 indexed citations

20.

Epps, T. W.. (1975). Wealth Effects and Slutsky Equations for Assets. Econometrica. 43(2). 301–301. 8 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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