Mardi Dungey

Available identifiers

Publication	Date of Publication	Type
A threshold mixed count time series model: estimation and application	2023-04-17	Paper
Characterizing financial crises using high-frequency data	2022-05-27	Paper
Monetary policy in illiquid markets: options for a small open economy	2019-08-07	Paper
Equity portfolio diversification with high frequency data	2018-09-19	Paper
Testing for mutually exciting jumps and financial flights in high frequency data	2017-11-23	Paper
A semiparametric conditional duration model	2015-01-14	Paper
Empirical modelling of contagion: a review of methodologies	2005-10-17	Paper

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