Roch Roy
Impact in
- Finance top 2%
- Financial Risk and Volatility Modeling
- Statistics and Probability top 2%
- Advanced Statistical Methods and Models
- Statistical Methods and Inference
Papers in
-
- Advanced Statistical Methods and Models 11
- Statistical Methods and Inference 6
- Finance 17
- Financial Risk and Volatility Modeling 17
- Co-authors
- Christian Francq (3 shared papers)Jean‐Marie Dufour (4 shared papers)Jean‐Michel Zakoïan (1 shared paper)Jean-Marie Dufour (1 shared paper)Guy Mélard (5 shared papers)Pierre Duchesne (3 shared papers)Jean Y. Lambert (2 shared papers)L Léger (1 shared paper)
In The Last Decade
Roch Roy
48 papers receiving 739 citations
Peers
Comparison fields: 5 of 104
- Finance 340
- Statistics and Probability 234
- General Economics, Econometrics and Finance 203
- Economics and Econometrics 297
- Statistics, Probability and Uncertainty 53
Countries citing papers authored by Roch Roy
This map shows the geographic impact of Roch Roy'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 Roch Roy with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Roch Roy more than expected).
Fields of papers citing papers by Roch Roy
This network shows the impact of papers produced by Roch Roy. 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 Roch Roy. The network helps show where Roch Roy may publish in the future.
Co-authors
The 25 scholars most cited alongside Roch Roy, 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 50 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2005 | 117 | |
| 2 | 1992 | 61 | |
| 3 | 1985 | 57 | |
| 4 | 1989 | 56 | |
| 5 | 1999 | 56 | |
| 6 | 1997 | 33 | |
| 7 | 1989 | 28 | |
| 8 | 1994 | 26 | |
| 9 | 1976 | 22 | |
| 10 | 2006 | 20 | |
| 11 | 1992 | 19 | |
| 12 | 2006 | 18 | |
| 13 | 1973 | 18 | |
| 14 | 2003 | 18 | |
| 15 | 1982 | 16 | |
| 16 | 1992 | 16 | |
| 17 | 1993 | 16 | |
| 18 | ROBUST TESTS FOR INDEPENDENCE OF TWO TIME SERIES | 2003 | 14 |
| 19 | 1988 | 14 | |
| 20 | 2011 | 13 |
About Roch Roy
Roch Roy is a scholar working on Statistics and Probability, Finance, General Economics, Econometrics and Finance, Economics and Econometrics and Management, Monitoring, Policy and Law, having authored 50 papers that have together received 808 indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (17 papers), Advanced Statistical Methods and Models (11 papers), Complex Systems and Time Series Analysis (8 papers), Monetary Policy and Economic Impact (8 papers), Statistical Methods and Inference (6 papers), Analysis of environmental and stochastic processes (5 papers), Market Dynamics and Volatility (5 papers) and Spectroscopy and Chemometric Analyses (4 papers). The work is most often cited by research in Finance (340 citations), Statistics and Probability (234 citations), General Economics, Econometrics and Finance (203 citations), Economics and Econometrics (297 citations) and Statistics, Probability and Uncertainty (53 citations). Roch Roy has collaborated with scholars based in Canada, France and Belgium. Frequent co-authors include Christian Francq, Jean‐Marie Dufour, Jean‐Michel Zakoïan, Jean-Marie Dufour, Guy Mélard, Pierre Duchesne, Jean Y. Lambert, L Léger, Robert R. Ross and Peter Martin. Their work appears in journals such as Canadian Journal of Statistics, Journal of Time Series Analysis, Computational Statistics & Data Analysis, Journal of the American Statistical Association and Journal of 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.