A/Prof Jonathan Dark
Associate Professor
Department of Finance
23 Scholarly works
1 Projects
HIGHLIGHTS
2026
Research contracts (non-grants)
Axioma Academic Research Licence
2024
Journal article
An adaptive long memory conditional correlation model
DOI: 10.1016/j.jempfin.2023.1014632022
Journal article
Forecasting variance swap payoffs
DOI: 10.1002/fut.223712022
Journal article
An application of the Flexible Fourier Form to the Australian housing market
2021
Journal article
The lead of oil price rises on US equity market beliefs and preferences
DOI: 10.1002/fut.222472020
Scholarly Contribution to Database/Website
THE IMPACT OF COVID-19 ON AUSTRALIA’S HOUSING MARKET
2018
Journal article
Multivariate models with long memory dependence in conditional correlation and volatility
DOI: 10.1016/j.jempfin.2018.06.011
RECENT SCHOLARLY WORKS
2017
Journal article
Randomized controlled trial of probiotics after colonoscopy
DOI: 10.1111/ans.132252015
Journal article
Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
DOI: 10.1016/j.jbankfin.2015.08.0172015
Journal article
Currency Overlay for Global Equity Portfolios: Cross-Hedging and Base Currency
DOI: 10.1002/fut.216622014
Journal article
Lymph node status as a prognostic indicator after preoperative neoadjuvant chemoradiotherapy of rectal cancer
DOI: 10.1111/codi.12682