Vance L. Martin
- Finance top 0.5%
- Economics and Econometrics top 0.5%
- General Economics, Econometrics and Finance top 1%
- Accounting top 10%
- Statistics and Probability top 5%
- Co-authors
- Mardi DungeyRenée Fry-McKibbinBrenda González‐HermosilloJenny LyeChrismin TangRoger CraineJohn CreedyG. C. Lim
- Topics
- Monetary Policy and Economic Impact (58 papers)Market Dynamics and Volatility (34 papers)Financial Risk and Volatility Modeling (32 papers)
- Journals
- Journal of the American Statistical AssociationEconometricaThe Review of Economics and Statistics
- Partner nations
- AustraliaUnited StatesUnited Kingdom
In The Last Decade
Vance L. Martin
95 papers receiving 1.9k citations
Peers
Comparison fields: 5 of 88
- Finance 1.5k
- Economics and Econometrics 1.4k
- General Economics, Econometrics and Finance 817
- Accounting 116
- Statistics and Probability 89
Countries citing papers authored by Vance L. Martin
This map shows the geographic impact of Vance L. Martin'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 Vance L. Martin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vance L. Martin more than expected).
Fields of papers citing papers by Vance L. Martin
This network shows the impact of papers produced by Vance L. Martin. 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 Vance L. Martin. The network helps show where Vance L. Martin may publish in the future.
Co-authorship network of co-authors of Vance L. Martin
This figure shows the co-authorship network connecting the top 25 collaborators of Vance L. Martin. A scholar is included among the top collaborators of Vance L. Martin 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 Vance L. Martin. Vance L. Martin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 3 | |
| 2 | 4 | |
| 3 | Econometric modelling with time series: specification, estimation and testing [Themes in Modern Econometrics] | 2 |
| 4 | Transmission of Financial Crises and Contagion: A Latent Factor Approach | 13 |
| 5 | 5 | |
| 6 | A New Class of Tests of Contagion: Application to Asian Real Estate and Equity Markets | 3 |
| 7 | Discounting The Equity Premium Puzzle | 1 |
| 8 | 19 | |
| 9 | Empirical Modelling of Contagion: A Review of Methodologies | 9 |
| 10 | On the Efficacy of Simulated Maximum Likelihood for Estimating the Parameters of Stochastic Differential Equation | 1 |
| 11 | 14 | |
| 12 | Nonlinear economic models : cross-sectional, time series and neural network applications | 8 |
| 13 | 6 | |
| 14 | 14 | |
| 15 | Chaos and non-linear models in economics : theory and applications | 16 |
| 16 | 1 | |
| 17 | Towards a Theory of Non-Linear Models | 1 |
| 18 | 2 | |
| 19 | 8 | |
| 20 | 0 |
About Vance L. Martin
Vance L. Martin is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 106 papers that have together received 2.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (58 papers), Market Dynamics and Volatility (34 papers) and Financial Risk and Volatility Modeling (32 papers). The work is most often cited by research in Finance (1.5k citations), General Economics, Econometrics and Finance (817 citations) and Economics and Econometrics (1.4k citations). Vance L. Martin has collaborated with scholars based in Australia, United States and United Kingdom. Frequent co-authors include Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo, Jenny Lye, Chrismin Tang, Roger Craine, John Creedy, G. C. Lim, A. R. Pagan and Stan Hurn. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and The Review of Economics and Statistics.
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.