World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
49
Citations
17804
World Ranking
1407
National Ranking
855

Mathematics

D-Index
54
Citations
17377
World Ranking
819
National Ranking
398

Ruey S. Tsay publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Ruey S. Tsay sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 189 publications — 57th percentile

57% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Ruey S. Tsay D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Ruey S. Tsay sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 54 D-Index — 78th percentile

78% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 1992 - Fellow of the American Statistical Association (ASA)

Overview

Ruey S. Tsay is affiliated with the University of Chicago in the United States. The primary areas of research include Economics, Econometrics and Finance.

Their work spans several subfields, notably:

  • Economics and Econometrics
  • Statistics and Probability
  • Artificial Intelligence
  • Finance
  • Management Science and Operations Research

Key topics addressed in their research consist of:

  • Complex Systems and Time Series Analysis
  • Financial Risk and Volatility Modeling
  • Statistical Methods and Inference
  • Advanced Statistical Methods and Models
  • Time Series Analysis and Forecasting
  • Spectroscopy and Chemometric Analyses
  • Anomaly Detection Techniques and Applications

Tsay has authored or coauthored several recent papers, including:

  • "TSB-UAD," 2022, Proceedings of the VLDB Endowment
  • "Volume under the surface," 2022, Proceedings of the VLDB Endowment
  • "Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues," 2020, Journal of the American Statistical Association
  • "Testing serial correlations in high-dimensional time series via extreme value theory," 2020, Journal of Econometrics
  • "Parsimony inducing priors for large scale state-space models," 2021, Journal of Econometrics

Frequently collaborating co-authors include:

  • Zhaoxing Gao (15 joint publications)
  • Daniel Peña (12 joint publications)
  • Pedro A. Morettin (8 joint publications)
  • Shuo-Chieh Huang (6 joint publications)
  • John Paparrizos (5 joint publications)

Publication venues where Tsay regularly contributes include:

  • arXiv (Cornell University), with 17 publications
  • Wiley series in probability and statistics, with 10 publications
  • Journal of Forecasting, with 5 publications
  • Proceedings of the VLDB Endowment, with 3 publications
  • Journal of the American Statistical Association, with 3 publications

Tsay has authored book publications, notably from Wiley:

  • Statistical Learning for Big Dependent Data, 2021

Recognitions include being named a Fellow of the American Statistical Association in 1992.

Best Publications

  • Analysis of Financial Time Series

    Unknown

  • Testing and Modeling Threshold Autoregressive Processes

    Ruey S. Tsay

  • Analysis of Financial Time Series: Tsay/Analysis of Financial Time Series

    Unknown

  • Outliers, Level Shifts, and Variance Changes in Time Series

    Ruey S. Tsay

  • Testing and modeling multivariate threshold models

    Ruey S. Tsay

  • Nonlinearity tests for time series

    Ruey S. Tsay

  • Analysis of Financial Time Series: Tsay/Financial Time Series 3E

    Unknown

  • Functional-Coefficient Autoregressive Models

    Rong Chen;Ruey S. Tsay

  • Time Series Model Specification in the Presence of Outliers

    Ruey S. Tsay

  • Some advances in non‐linear and adaptive modelling in time‐series

    George C. Tiao;Ruey S. Tsay

  • A nonlinear autoregressive conditional duration model with applications to financial transaction data

    Michael Yuanjie Zhang;Jeffrey R. Russell;Ruey S. Tsay

  • Model Specification in Multivariate Time Series

    George C. Tiao;Ruey S. Tsay

  • A Course in Time Series Analysis

    Daniel Peña;George C. Tiao;Ruey S. Tsay

  • Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models

    Ruey S. Tsay;George C. Tiao

  • Multivariate Time Series Analysis: With R and Financial Applications

    Ruey S Tsay

  • Forecasting the U.S. Unemployment Rate

    Alan L. Montgomery;Victor Zarnowitz;Ruey S. Tsay;George C. Tiao

  • Conditional Heteroscedastic Time Series Models

    Ruey S. Tsay

  • Limiting properties of the least squares estimator of a continuous threshold autoregressive model

    K. S. Chan;Ruey S. Tsay

  • Nonlinear time-series analysis of stock volatilities

    C. Q. Cao;R. S. Tsay

  • Nonlinear Additive ARX Models

    Rong Chen;Ruey S. Tsay

  • Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series

    Robert E. McCulloch;Ruey S. Tsay

  • True or Spurious Long Memory? A New Test

    Arek Ohanissian;Jeffrey R Russell;Ruey S Tsay

  • Outliers in multivariate time series

    Ruey S. Tsay;Daniel Peña;Alan E. Pankratz

Frequent Co-Authors

Robert E. McCulloch
Robert E. McCulloch Arizona State University
Daniel Peña
Daniel Peña Carlos III University of Madrid
Shiqing Ling
Shiqing Ling Hong Kong University of Science and Technology
Peter C. Young
Peter C. Young Lancaster University
Stephen E. Fienberg
Stephen E. Fienberg Carnegie Mellon University
Robert B. Gramacy
Robert B. Gramacy Virginia Tech
Paul Andrew Mayewski
Paul Andrew Mayewski University of Maine
Cliff I. Davidson
Cliff I. Davidson Syracuse University
Richard E. Honrath
Richard E. Honrath Michigan Technological University
Jun S. Liu
Jun S. Liu Harvard University

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