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 |
|---|---|---|
| A threshold mixed count time series model: estimation and application Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
| Characterizing financial crises using high-frequency data Quantitative Finance | 2022-05-27 | Paper |
| Monetary policy in illiquid markets: options for a small open economy Open Economies Review | 2019-08-07 | Paper |
| Equity portfolio diversification with high frequency data Quantitative Finance | 2018-09-19 | Paper |
| Testing for mutually exciting jumps and financial flights in high frequency data Journal of Econometrics | 2017-11-23 | Paper |
| A semiparametric conditional duration model Economics Letters | 2015-01-14 | Paper |
| Empirical modelling of contagion: a review of methodologies Quantitative Finance | 2005-10-17 | Paper |
Research outcomes over time
This page was built for person: Mardi Dungey
