J. Huston McCulloch

Available identifiers

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

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