Person:169917

Available identifiers

zbMath Open mcculloch.j-hustonMaRDI QIDQ169917

List of research outcomes

Publication	Date of Publication	Type
Testing for persistence in stock returns with GARCH-stable shocks	2019-01-15	Paper
Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors	2018-08-15	Paper
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions	2017-05-12	Paper
Asset pricing with incomplete information and fat tails	2009-12-07	Paper
Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns	2003-01-21	Paper
Estimation of stable spectral measures	2002-06-13	Paper
Estimation of the bivariate stable spectral representation by the projection method	2001-07-19	Paper
https://portal.mardi4nfdi.de/entity/Q4247118	1999-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q4247119	1999-06-16	Paper
https://portal.mardi4nfdi.de/entity/Q4247112	1998-01-01	Paper
Precise tabulation of the maximally-skewed stable distributions and densities	1997-02-28	Paper
On the Parametrization of the Afocal Stable Distributions	1996-12-01	Paper
Simple consistent estimators of stable distribution parameters	1986-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: J. Huston McCulloch