Prof Tomo Ando
Professorial Fellow
Department of Business Administration
46 Scholarly works
2 Projects
HIGHLIGHTS
2025
Journal article
SIMPLEX QUANTILE REGRESSION WITHOUT CROSSING
DOI: 10.1214/24-AOS24582025
Research grants (ARC, NHMRC, MRFF)
Macroeconomic and Financial Modelling in an Era of Extremes
2025
Report
Towards sustainable housing market: A simple distributional analysis of Australia
2024
Journal article
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network
DOI: 10.1016/j.jeconom.2024.1057862023
Journal article
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
DOI: 10.1080/07350015.2022.20979132022
Journal article
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
DOI: 10.1016/j.jeconom.2020.11.0132021
Research Contracts
Multiple Distribution Updates Using the Bayesian Inference
RECENT SCHOLARLY WORKS
2022
Journal article
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
DOI: 10.1287/mnsc.2021.39842021
Journal article
A spatial panel quantile model with unobserved heterogeneity
DOI: 10.1016/j.jeconom.2021.08.0042020
Journal article
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
DOI: 10.1080/01621459.2018.15435982019
Journal article
Regularization parameter selection for penalized empirical likelihood estimator
DOI: 10.1016/j.econlet.2019.02.0112018
Journal article
Merchant selection and pricing strategy for a platform firm in the online group buying market
DOI: 10.1007/s10479-015-2036-9