The following pages link to Vance L. Martin (Q994065):
Displayed 32 items.
- Optimal conservation, extinction debt, and the augmented quasi-option value (Q994067) (← links)
- Indirect estimation of ARFIMA and VARFIMA models (Q1808561) (← links)
- A nonlinear model of asset returns with multiple shocks (Q2697021) (← links)
- A threshold mixed count time series model: estimation and application (Q2697080) (← links)
- PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS (Q3429852) (← links)
- THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES (Q4012962) (← links)
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- A flexible parametric density estimator for multimodal distributions of test statistics (Q4277753) (← links)
- NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY (Q4299029) (← links)
- (Q4409941) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- Robust Estimation, Nonnormalities, and Generalized Exponential Distributions (Q4694193) (← links)
- (Q4855595) (← links)
- (Q4855599) (← links)
- Modeling time varying risk of natural resource assets: Implications of climate change (Q5087330) (← links)
- Specification tests for univariate diffusions (Q5095206) (← links)
- EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS (Q5176860) (← links)
- Joint tests of contagion with applications (Q5234306) (← links)
- A New Class of Tests of Contagion With Applications (Q5392718) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- Computing the Distributions of Economic Models via Simulation (Q5456473) (← links)
- Implicit Bayesian Inference Using Option Prices (Q5467612) (← links)
- Empirical modelling of contagion: a review of methodologies (Q5697332) (← links)