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Copulas and temporal dependence
Beare, Brendan K. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 1, pp. 395-410
Persistent link: https://www.econbiz.de/10003989270
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Time irreversible copula-based Markov models
Beare, Brendan K.; Seo, Juwon - In: Econometric theory 30 (2014) 5, pp. 923-960
Persistent link: https://www.econbiz.de/10010502134
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Nonparametric tests of density ratio ordering
Beare, Brendan K.; Moon, Jong-Myun - In: Econometric theory 31 (2015) 3, pp. 471-492
Persistent link: https://www.econbiz.de/10011290911
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Stable limit theory for the variance targeting estimator
Vaynman, Igor; Beare, Brendan K. - In: Essays in honor of Peter C. B. Phillips, (pp. 639-672). 2014
Persistent link: https://www.econbiz.de/10010442831
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An empirical test of pricing kernel monotonicity
Beare, Brendan K.; Schmidt, Lawrence - 2011
Persistent link: https://www.econbiz.de/10010205500
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Testing the concavity of an ordinal dominance curve
Beare, Brendan K.; Moon, Jong-Myun - 2012
Persistent link: https://www.econbiz.de/10010209967
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Time irreversible copula-based Markov models
Beare, Brendan K.; Seo, Juwon - 2012
Persistent link: https://www.econbiz.de/10010209971
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Representation of I(1) and I(2) autoregressive hilbertian processes
Beare, Brendan K.; Seo, Won-Ki - In: Econometric theory 36 (2020) 5, pp. 773-802
Persistent link: https://www.econbiz.de/10012307239
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An empirical test of pricing kernel monotonicity
Beare, Brendan K.; Schmidt, Lawrence - In: Journal of applied econometrics 31 (2016) 2, pp. 338-356
Persistent link: https://www.econbiz.de/10011644348
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Option augmented density forecasts of market returns with monotone pricing kernel
Beare, Brendan K.; Dossani, Asad - In: Quantitative finance 18 (2018) 4, pp. 623-635
Persistent link: https://www.econbiz.de/10011906445