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A new mixing condition
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Beare, Brendan K.
43
Seo, Juwon
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3
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3
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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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12
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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13
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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14
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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15
An empirical test of pricing kernel monotonicity
Beare, Brendan K.
;
Schmidt, Lawrence
-
2011
Persistent link: https://www.econbiz.de/10010205500
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16
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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17
Time irreversible copula-based Markov models
Beare, Brendan K.
;
Seo, Juwon
-
2012
Persistent link: https://www.econbiz.de/10010209971
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18
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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19
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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20
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
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