Vance L. Martin

Available identifiers

zbMath Open martin.vance-lWikidataQ30074969 ScholiaQ30074969MaRDI QIDQ994065

List of research outcomes

Publication	Date of Publication	Type
Identifying changes in the distribution of income from higher-order moments with an application to Australia	2024-06-03	Paper
A nonlinear model of asset returns with multiple shocks	2023-04-17	Paper
A threshold mixed count time series model: estimation and application	2023-04-17	Paper
Specification tests for univariate diffusions	2022-08-05	Paper
Modeling time varying risk of natural resource assets: Implications of climate change	2022-07-11	Paper
Joint tests of contagion with applications	2019-09-26	Paper
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS	2015-03-04	Paper
Modelling nonlinearities in equity returns: the mean impact curve analysis	2014-03-21	Paper
A New Class of Tests of Contagion With Applications	2011-04-13	Paper
Optimal conservation, extinction debt, and the augmented quasi-option value	2010-09-17	Paper
Computing the Distributions of Economic Models via Simulation	2008-04-08	Paper
PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS	2007-03-20	Paper
Implicit Bayesian Inference Using Option Prices	2006-05-24	Paper
Empirical modelling of contagion: a review of methodologies	2005-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q4409941	2003-07-01	Paper
Bayesian inference in the triangular cointegration model using a jeffreys prior	2002-07-28	Paper
https://portal.mardi4nfdi.de/entity/Q4231160	2000-11-12	Paper
Indirect estimation of ARFIMA and VARFIMA models	2000-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q4231149	2000-04-02	Paper
https://portal.mardi4nfdi.de/entity/Q4231153	1999-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q4231145	1999-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4231154	1999-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4231147	1999-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q4231152	1999-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q4241005	1999-04-29	Paper
https://portal.mardi4nfdi.de/entity/Q4231146	1999-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q4231163	1999-03-10	Paper
https://portal.mardi4nfdi.de/entity/Q4855595	1996-07-17	Paper
https://portal.mardi4nfdi.de/entity/Q4855599	1995-11-14	Paper
NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY	1994-06-29	Paper
A flexible parametric density estimator for multimodal distributions of test statistics	1994-01-19	Paper
Robust Estimation, Nonnormalities, and Generalized Exponential Distributions	1993-08-17	Paper
THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES	1992-09-27	Paper

Research outcomes over time

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