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A dynamic Cholesky data imputa...
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ECONIS (ZBW)
65
RePEc
6
BASE
2
OLC EcoSci
1
USB Cologne (EcoSocSci)
1
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1
Multiple comparisons problem : recent advances applied to energy and emissions
Cummins, Mark
- In:
Applied economics letters
20
(
2013
)
7/9
,
pp. 903-909
Persistent link: https://www.econbiz.de/10009763256
Saved in:
2
The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
McCullagh, Orla
;
Cummins, Mark
;
Killian, Sheila
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
Saved in:
3
Outperformance in exchange-traded fund pricing deviations : generalized control of data snooping bias
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
Journal of financial markets
19
(
2014
),
pp. 86-109
Persistent link: https://www.econbiz.de/10010442416
Saved in:
4
Price discovery analysis of green equity indices using robust asymmetric vector autoregression
Cummins, Mark
;
Garry, Oonagh
;
Kearney, Claire
- In:
International review of financial analysis
35
(
2014
),
pp. 261-267
Persistent link: https://www.econbiz.de/10010530227
Saved in:
5
Disrupting finance : FinTech and strategy in the 21st century
Lynn, Theo
(
ed.
);
Mooney, John G.
(
ed.
); …
-
2019
Persistent link: https://www.econbiz.de/10011930394
Saved in:
6
Gas storage valuation under multifactor Lévy processes
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
Journal of banking & finance
95
(
2018
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011966740
Saved in:
7
Gas storage valuation under Lévy processes using the fast Fourier transform
Cummins, Mark
;
Kiely, Greg
;
Murphy, Bernard
- In:
The journal of energy markets
10
(
2017
)
4
,
pp. 43-86
Persistent link: https://www.econbiz.de/10011999471
Saved in:
8
Psychological price barriers in frontier equities
Berk, Ales S.
;
Cummins, Mark
;
Dowling, Michael
;
Lucey, …
- In:
Journal of international financial markets, …
49
(
2017
),
pp. 1-14
Persistent link: https://www.econbiz.de/10011892357
Saved in:
9
Psychological barriers in oil futures markets
Dowling, Michael
;
Cummins, Mark
;
Lucey, Brian M.
- In:
Energy economics
53
(
2016
),
pp. 293-304
Persistent link: https://www.econbiz.de/10011660561
Saved in:
10
Individual values and household finances
Gogolin, Fabian
;
Dowling, Michael
;
Cummins, Mark
- In:
Applied economics
49
(
2017
)
34/36
,
pp. 3560-3578
Persistent link: https://www.econbiz.de/10011776774
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