Ferebee Tunno
This is a likely match — the affiliation was inferred from OpenAlex, ORCID, and web sources but has not been fully confirmed. Treat with appropriate caution.
Researcher
Also affiliated: Clemson University (2008)
Unknown Researcher
Research Areas
Links
Biography and Research Information
OverviewAI-generated summary
Ferebee Tunno's research focuses on developing and applying statistical methodologies to analyze financial time series data. Their work includes the development of new metrics for assessing volatility and comparing the dynamics of financial processes. Specifically, Tunno has investigated the use of arc length tests for comparing the dynamics between GARCH processes, with a recent publication in 2025. Another area of their research involves the application of bounded area as a measure of volatility for financial time series, as detailed in a 2022 publication. Tunno has published a total of 9 works, with 19 citations and an h-index of 2. They have collaborated with Latia Carraway at Arkansas State University on one shared publication.
Metrics
- h-index: 2
- Publications: 9
- Citations: 19
Selected Publications
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Arc length tests for comparing the dynamics between GARCH processes (2025)
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Bounded area as a measure of volatility for financial time series (2022)
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Signal discrimination without denoising (2019)
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Reviews (2015)
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Using arc length to cluster financial time series according to risk (2015)
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Bounded Area Tests For Comparing The Dynamics Between ARMA Processes (2015)
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New confidence intervals for the AR(1) parameter (2013)
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Arc length tests for equivalent autocovariances (2011)
Collaboration Network
Top Collaborators
- Bounded area as a measure of volatility for financial time series
- Arc length tests for comparing the dynamics between GARCH processes