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Causal change detection in possibly integrated systems : revisiting the money-income relationship
Shi, Shuping; Hurn, Stan; Phillips, Peter C. B. - In: Journal of financial econometrics 18 (2020) 1, pp. 158-180
Persistent link: https://www.econbiz.de/10012180414
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Estimating a non-parametric memory kernel for mutually exciting point processes
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A.; … - In: Journal of financial econometrics 21 (2023) 5, pp. 1759-1790
Persistent link: https://www.econbiz.de/10014444733
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A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan; Lindsay, Kenneth A.; Xu, Lina - In: Journal of financial econometrics 21 (2023) 3, pp. 852-879
Persistent link: https://www.econbiz.de/10014314834