Subject area for
Journal Articles Refereed
- A Bayesian Approach to Parameter Estimation for Kernel Density Estimation via Transformations
- Complete subset regressions
- Dynamic currency hedging for international stock portfolios
- Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
- Modelling nonlinearities in equity returns: The mean impact curve analysis
- Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?
- Risk and return spillovers among the G10 currencies
- Smoothed safety first and the holding of assets
- THE IMPACT OF TRADING VOLUME ON REIT VOLATILITY USING THE GARCH MODEL
- Will tighter futures price limits decrease hedge effectiveness?
Major Reports And Working Papers
Minor Reports And Working Papers
Research Book Chapters