J. Huston McCulloch

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing for persistence in stock returns with GARCH-stable shocks Quantitative Finance	2019-01-15	Paper
Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors Computational Statistics and Data Analysis	2018-08-15	Paper
Extended Neyman smooth goodness-of-fit tests, applied to competing heavy-tailed distributions Journal of Econometrics	2017-05-12	Paper
Asset pricing with incomplete information and fat tails Journal of Economic Dynamics and Control	2009-12-07	Paper
Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns Journal of Economic Dynamics and Control	2003-01-21	Paper
Estimation of stable spectral measures Mathematical and Computer Modelling	2002-06-13	Paper
Estimation of the bivariate stable spectral representation by the projection method Computational Economics	2001-07-19	Paper
scientific article; zbMATH DE number 1301891 (Why is no real title available?)	1999-06-16	Paper
scientific article; zbMATH DE number 1301892 (Why is no real title available?)	1999-06-16	Paper
scientific article; zbMATH DE number 1301885 (Why is no real title available?)	1998-01-01	Paper
Precise tabulation of the maximally-skewed stable distributions and densities Computational Statistics and Data Analysis	1997-02-28	Paper
On the Parametrization of the Afocal Stable Distributions Bulletin of the London Mathematical Society	1996-12-01	Paper
Simple consistent estimators of stable distribution parameters Communications in Statistics. Simulation and Computation	1986-01-01	Paper

Research outcomes over time

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