| Publication | Date of Publication | Type |
|---|
Identifying changes in the distribution of income from higher-order moments with an application to Australia
Australian & New Zealand Journal of Statistics | 2024-06-03 | Paper |
A nonlinear model of asset returns with multiple shocks
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
A threshold mixed count time series model: estimation and application
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Specification tests for univariate diffusions
Econometric Reviews | 2022-08-05 | Paper |
Modeling time varying risk of natural resource assets: Implications of climate change
Quantitative Economics | 2022-07-11 | Paper |
Joint tests of contagion with applications
Quantitative Finance | 2019-09-26 | Paper |
Efficient method of moments estimators for integer time series models
Journal of Time Series Analysis | 2015-03-04 | Paper |
Modelling nonlinearities in equity returns: the mean impact curve analysis
Studies in Nonlinear Dynamics & Econometrics | 2014-03-21 | Paper |
Econometric modelling with time series. Specification, estimation and testing
Themes in Modern Econometrics | 2012-08-16 | Paper |
A new class of tests of contagion with applications
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
Optimal conservation, extinction debt, and the augmented quasi-option value
Journal of Environmental Economics and Management | 2010-09-17 | Paper |
Computing the Distributions of Economic Models via Simulation
Econometrica | 2008-04-08 | Paper |
PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2007-03-20 | Paper |
Implicit Bayesian Inference Using Option Prices
Journal of Time Series Analysis | 2006-05-24 | Paper |
Empirical modelling of contagion: a review of methodologies
Quantitative Finance | 2005-10-17 | Paper |
| scientific article; zbMATH DE number 1943900 (Why is no real title available?) | 2003-07-01 | Paper |
Bayesian inference in the triangular cointegration model using a jeffreys prior
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
| scientific article; zbMATH DE number 1260474 (Why is no real title available?) | 2000-11-12 | Paper |
Indirect estimation of ARFIMA and VARFIMA models
Journal of Econometrics | 2000-08-21 | Paper |
| scientific article; zbMATH DE number 1260466 (Why is no real title available?) | 2000-04-02 | Paper |
| scientific article; zbMATH DE number 1260470 (Why is no real title available?) | 1999-12-15 | Paper |
| scientific article; zbMATH DE number 1260463 (Why is no real title available?) | 1999-11-29 | Paper |
| scientific article; zbMATH DE number 1260471 (Why is no real title available?) | 1999-11-29 | Paper |
| scientific article; zbMATH DE number 1260465 (Why is no real title available?) | 1999-11-11 | Paper |
| scientific article; zbMATH DE number 1260469 (Why is no real title available?) | 1999-10-18 | Paper |
| scientific article; zbMATH DE number 1281927 (Why is no real title available?) | 1999-04-29 | Paper |
| scientific article; zbMATH DE number 1260464 (Why is no real title available?) | 1999-03-10 | Paper |
| scientific article; zbMATH DE number 1260476 (Why is no real title available?) | 1999-03-10 | Paper |
| scientific article; zbMATH DE number 815753 (Why is no real title available?) | 1996-07-17 | Paper |
| scientific article; zbMATH DE number 815756 (Why is no real title available?) | 1995-11-14 | Paper |
NON-LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY
Journal of Time Series Analysis | 1994-06-29 | Paper |
A flexible parametric density estimator for multimodal distributions of test statistics
Communications in Statistics. Simulation and Computation | 1994-01-19 | Paper |
Robust Estimation, Nonnormalities, and Generalized Exponential Distributions
Journal of the American Statistical Association | 1993-08-17 | Paper |
THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES
Journal of Time Series Analysis | 1992-09-27 | Paper |
