Skip navigation
Skip to main content

Browsing by Author Discipline of Business Analytics, University of Sydney

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

or enter first few letters:  
Showing results 1 to 10 of 10
PreviewIssue DateTitleAuthor(s)
11-Sep-2015Bayesian Semi-parametric Realized-CARE Models for Tail Risk Forecasting Incorporating Range and Realized MeasuresGerlach, Richard; Wang, Chao; Discipline of Business Analytics, University of Sydney
30-Mar-2016Block-Wise Pseudo-Marginal Metropolis-HastingsTran, M.-N.; Kohn, R.; Quiroz, M.; Villani, M.; Discipline of Business Analytics, University of Sydney
23-Sep-2015Exact ABC using Importance SamplingTran, Minh-Ngoc; Kohn, Robert; Discipline of Business Analytics, University of Sydney
30-Mar-2016Fast Inference for Intractable Likelihood Problems using Variational BayesGunawan, David; Tran, Minh-Ngoc; Kohn, Robert; Discipline of Business Analytics, University of Sydney
11-Sep-2015Fat tails and copulas: limits of diversification revisitedIbragimov, Rustam; Prokhorov, Artem; Mo, Jingyuan; Discipline of Business Analytics, University of Sydney
11-Sep-2015GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015Generalized Information Matrix Tests for CopulasProkhorov, Artem; Schepsmeier, Ulf; Zhu, Yajing; Discipline of Business Analytics, University of Sydney
30-Apr-2015Generalized Variance: A Robust Estimator of Stock Price VolatilitySutton, M; Vasnev, A; Gerlach, R; Discipline of Business Analytics, University of Sydney
11-Mar-2016A New Measure of Vector Dependence, with an Application to Financial ContagionMedovikov, Ivan; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney
11-Sep-2015Supplemental Material for GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood InferenceHill, Jonathan B.; Prokhorov, Artem; Discipline of Business Analytics, University of Sydney