Search Results - person:"HALL, A."

Building multivariate time-varying smooth transition correlation GARCH models, with an application to the four largest Australian banks

Hall, Anthony; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Econometrics : open access journal 11 (2023) 1, pp. 1-37

This paper proposes a methodology for building Multivariate Time-Varying STCC-GARCH models. The novel contributions in this area are the specification tests related to the correlation component, the extension of the general model to allow for additional correlation regimes, and a detailed...

Persistent link: https://www.econbiz.de/10014281494

Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model

Hall, Anthony D.; Silvennoinen, Annastiina; … - 2021

Persistent link: https://www.econbiz.de/10012815962

Unmasking partnerships for agricultural innovation : the realities of a research-private sector partnership in Lombok, Indonesia

Williams, Liana J.; Jaya, I. Komang Damar; Hall, Andrew; … - In: Innovation and development : RIAD 12 (2022) 3, pp. 417-436

Persistent link: https://www.econbiz.de/10013457349

Asymptotic distribution theory for break point estimators in models estimated via 2SLS

Boldea, O.; Hall, A.R.; Han, S. - Tilburg University, School of Economics and Management - 2012

Persistent link: https://www.econbiz.de/10011088616

Selected writings

Hall, Stuart - 2016

Persistent link: https://www.econbiz.de/10012548895

Evaluating the impact of inequality constraints and parameter uncertainty on optimal portfolio choice

Hall, Anthony D.; Satchell, Stephen; Spence, P. J. - In: Applied economics 47 (2015) 43/45, pp. 4801-4813

Persistent link: https://www.econbiz.de/10011380850

Resiliency of the limit order book

Lo, Danny K.; Hall, Anthony D. - In: Journal of economic dynamics & control 61 (2015), pp. 222-244

Persistent link: https://www.econbiz.de/10011589534

The Model Parameter Estimation Experiment (MOPEX): Its structure, connection to other international initiatives and future directions

Wagener, T; Hogue, T; Schaake, J; Duan, Q; Gupta, H; … - 2009

The Model Parameter Estimation Experiment (MOPEX) is an international project aimed at developing enhanced techniques for the a priori estimation of parameters in hydrologic models and in land surface parameterization schemes connected to atmospheric models. The MOPEX science strategy involves:...

Persistent link: https://www.econbiz.de/10009435686

Model Parameter Estimation Experiment (MOPEX): Overview and Summary of the Second and Third Workshop Results

Duan, Q; Schaake, J; Andreassian, V; Franks, S; Gupta, H V - 2009

Model Parameter Estimation Experiment (MOPEX) is an international project aimed to develop enhanced techniques for the a priori estimation of parameters in hydrologic models and in land surface parameterization schemes of atmospheric models. MOPEX science strategy involves three major steps:...

Persistent link: https://www.econbiz.de/10009436829

Modelling adverse selection on electronic order-driven markets

Mercorelli, Louis R.; Michayluk, David; Hall, Anthony D. - 2008

Persistent link: https://www.econbiz.de/10003856822

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