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Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives
Clements, Adam; Hurn, Stan; Lindsay, Kenneth A. - 2008
Persistent link: https://www.econbiz.de/10003880601
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Discrete time-series models when counts are unobservable
Christensen, T. M.; Hurn, Stan; Lindsay, Kenneth A. - 2008
Persistent link: https://www.econbiz.de/10003880604
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On the efficacy of techniques for evaluating multivariate volatility forecasts
Clements, Adam; Doolan, Mark; Hurn, Stan; Becker, Ralf - 2009
Persistent link: https://www.econbiz.de/10003880627
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Testing for nonlinearity in mean in the presence of heteroskedasticity
Becker, Ralf; Hurn, Stan - In: Economic analysis and policy 39 (2009) 2, pp. 311-326
Persistent link: https://www.econbiz.de/10003900320
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Modelling wages and prices in Australia
Bårdsen, Gunnar; Hurn, Stan; McHugh, Zoë - In: The economic record : er 83 (2007), pp. 143-158
Persistent link: https://www.econbiz.de/10003481398
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Asymmetric unemployment rate dynamics in Australia
Bårdsen, Gunnar; Hurn, Stan; McHugh, Zoë - 2010
Persistent link: https://www.econbiz.de/10003917529
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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions
Hurn, Stan; McClelland, Andrew; Lindsay, Kenneth A. - 2010
Persistent link: https://www.econbiz.de/10008668669
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The devil is in the detail : hints for practical optimisation
Christensen, T. M; Hurn, Stan; Lindsay, Kenneth A. - In: Economic analysis and policy 38 (2008) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10003974342
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Detecting common dynamics in transitory components
Christensen, Tim M.; Hurn, Stan; Pagan, Adrian R. - 2009
Persistent link: https://www.econbiz.de/10003978749
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Testing the profitability of technical analysis as a portfolio selection strategy
Pavlov, Vlad; Hurn, Stan - 2009
Persistent link: https://www.econbiz.de/10003978949