Tucker McElroy
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
-
- Monetary Policy and Economic Impact
Papers in
-
- Complex Systems and Time Series Analysis 30
- Market Dynamics and Volatility 20
- Finance 30
- Financial Risk and Volatility Modeling 30
- Co-authors
- Dimitris N. Politis (13 shared papers)Scott H. Holan (8 shared papers)Peter Maaß (1 shared paper)Theodore Alexandrov (1 shared paper)Silvia Bianconcini (1 shared paper)Estela Bee Dagum (1 shared paper)Marc Wildi (7 shared papers)Xuguang Simon Sheng (5 shared papers)
- Journals
- Journal of Time Series Analysis (5 papers)Journal of Statistical Planning and Inference (5 papers)Computational Statistics & Data Analysis (4 papers)Econometric Reviews (4 papers)Statistica Sinica (3 papers)
- Partner nations
- United StatesUnited KingdomSwitzerland
In The Last Decade
Tucker McElroy
96 papers receiving 676 citations
Peers
Comparison fields: 5 of 81
- Finance 215
- General Economics, Econometrics and Finance 153
- Statistics and Probability 118
- Management Science and Operations Research 152
- Applied Mathematics 121
Countries citing papers authored by Tucker McElroy
This map shows the geographic impact of Tucker McElroy'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 Tucker McElroy with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tucker McElroy more than expected).
Fields of papers citing papers by Tucker McElroy
This network shows the impact of papers produced by Tucker McElroy. 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 Tucker McElroy. The network helps show where Tucker McElroy may publish in the future.
Co-authors
The 25 scholars most cited alongside Tucker McElroy, 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 104 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2012 | 105 | |
| 2 | 2019 | 36 | |
| 3 | 2008 | 33 | |
| 4 | 2008 | 30 | |
| 5 | 2011 | 25 | |
| 6 | 2017 | 22 | |
| 7 | 2005 | 18 | |
| 8 | 2011 | 18 | |
| 9 | 2002 | 17 | |
| 10 | 2013 | 17 | |
| 11 | 2011 | 14 | |
| 12 | 2008 | 13 | |
| 13 | 2018 | 13 | |
| 14 | 2014 | 12 | |
| 15 | 2006 | 12 | |
| 16 | 2015 | 12 | |
| 17 | Matrix Formulas for Nonstationary Signal Extraction | 2005 | 12 |
| 18 | 2008 | 11 | |
| 19 | 2019 | 11 | |
| 20 | 2014 | 10 |
About Tucker McElroy
Tucker McElroy is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research and Statistics and Probability, having authored 104 papers that have together received 722 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (30 papers), Complex Systems and Time Series Analysis (30 papers), Monetary Policy and Economic Impact (29 papers), Forecasting Techniques and Applications (23 papers), Market Dynamics and Volatility (20 papers), Statistical and numerical algorithms (18 papers), Statistical Methods and Inference (9 papers) and Advanced Statistical Methods and Models (9 papers). The work is most often cited by research in Finance (215 citations), General Economics, Econometrics and Finance (153 citations), Statistics and Probability (118 citations), Management Science and Operations Research (152 citations) and Applied Mathematics (121 citations). Tucker McElroy has collaborated with scholars based in United States, United Kingdom and Switzerland. Frequent co-authors include Dimitris N. Politis, Scott H. Holan, Peter Maaß, Theodore Alexandrov, Silvia Bianconcini, Estela Bee Dagum, Marc Wildi, Xuguang Simon Sheng, Thomas Trimbur and Scott Baker. Their work appears in journals such as Journal of Time Series Analysis, Journal of Statistical Planning and Inference, Computational Statistics & Data Analysis, Econometric Reviews and Statistica Sinica.
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.