Stan Hurn : Citation Profile

National Centre for Econometric Research (NCER) (50% share)
Queensland University of Technology (50% share)

21

H index

31

i10 index

1240

Citations

RESEARCH PRODUCTION:

70

Articles

55

Papers

3

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 36
   Journals where Stan Hurn has often published
   Relations with other researchers
   Recent citing documents: 130.    Total self citations: 30 (2.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu111
   Updated: 2026-02-21    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Baum, Christopher (6)

Martin, Vance (3)

Otero, Jesus (3)

Clements, Adam (2)

Volkov, Vladimir (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stan Hurn.

Is cited by:

Weron, Rafał (28)

Creedy, John (24)

Clements, Adam (19)

GUPTA, RANGAN (18)

Trueck, Stefan (15)

Caporin, Massimiliano (14)

Grossi, Luigi (11)

Lau, Chi Keung (10)

Balcilar, Mehmet (9)

Gallagher, David (9)

Janczura, Joanna (9)

Cites to:

Engle, Robert (41)

Bollerslev, Tim (34)

Phillips, Peter (30)

Diebold, Francis (28)

Shephard, Neil (25)

Cartea, Álvaro (24)

Andersen, Torben (22)

Campbell, John (21)

Shi, Shuping (21)

Gallant, A. (20)

Tauchen, George (17)

Main data

Where Stan Hurn has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)6
Studies in Nonlinear Dynamics & Econometrics4
The Economic Record4
Stata Journal4
Scottish Journal of Political Economy3
Economic Analysis and Policy3
Journal of Financial Econometrics3
Energy Economics3
The Energy Journal3
South African Journal of Economics3
Oxford Economic Papers2
The Energy Journal2
Journal of Econometrics2
Oxford Bulletin of Economics and Statistics2
International Journal of Forecasting2
Journal of Time Series Analysis2

Working Papers Series with more than one paper published# docs
NCER Working Paper Series / National Centre for Econometric Research23
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
Stan Hurn Discussion Papers / School of Economics and Finance, Queensland University of Technology3
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2
Econometric Society 2004 Australasian Meetings / Econometric Society2
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney2

Recent works citing Stan Hurn (2025 and 2024)

YearTitle of citing document
2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:347936.

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2024The Painful Double-Knock on Food Prices: 2008 Financial Crises and COVID-19 Pandemic. (2024). Oduniyi, Oluwaseun Samuel. In: Research on World Agricultural Economy. RePEc:ags:reowae:348824.

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2025Investigating commodity price interdependence with grancer causality networks. (2025). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:498.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Method of Moments Estimation for Affine Stochastic Volatility Models. (2024). Wu, Yan-Feng ; Yang, Xiangyu ; Hu, Jian-Qiang. In: Papers. RePEc:arx:papers:2408.09185.

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2024Does the Gini index represent peoples views on inequality?. (2024). magdalou, brice ; Aymeric, Gaelle. In: Papers. RePEc:arx:papers:2411.08601.

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2025Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2025). Saggu, Aman ; Ante, Lennart. In: Papers. RePEc:arx:papers:2501.05299.

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2025Model-Based Soft Maximization of Suitable Metrics of Long-Term Human Power. (2025). Heitzig, Jobst ; Potham, Ram. In: Papers. RePEc:arx:papers:2508.00159.

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2025Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689.

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2024Low‐ frequency versus high‐frequency housing price spillovers in China. (2024). Yang, Jian ; Li, Zheng ; Yu, Ziliang. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3713-3749.

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2024Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads. (2024). Heath, Ellis ; Sobrino, Csar R. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:2:p:171-190.

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2025Time-Varying Causality Impact of Global Economic Conditions Index on Remittances in Lebanon. (2025). Akçay, Selçuk ; Seluk, Akay. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:21:y:2025:i:1:p:73-90:n:1005.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2025Fiscal and External Sustainability: A Two-Step Time-Varying Granger Causality Assessment. (2025). Saadaoui, Jamel ; Coelho, José ; Afonso, Antonio ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11694.

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2024Poverty Without Poverty Line. (2024). Sterck, Olivier. In: CSAE Working Paper Series. RePEc:csa:wpaper:2024-07.

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2024Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks. (2024). Murshed, Muntasir ; Işık, cem ; Alvarado, Rafael ; Hu, Ying S ; Chen, Zhiguang ; Iik, Cem ; Tillaguango, Brayan ; Hossain, Mohammad Razib. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924017045.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Bad news travels fast: Network analysis of the Chinese housing market connectivity. (2024). Li, Xuerong ; Xu, Xiaoyue ; Dong, Jichang ; Mi, Anran. In: China Economic Review. RePEc:eee:chieco:v:84:y:2024:i:c:s1043951x24000208.

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2024On the time-varying impact of Chinas bilateral political relations on its trading partners: “Doux commerce” or “trade follows the flag”?. (2024). Saadaoui, Jamel ; Mignon, Valérie ; Afonso, Antonio. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000737.

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2025Reducing supply shock-led inflation in emerging markets. (2025). Goyal, Ashima ; Ray, Sritama. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2278-2301.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

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2024Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform. (2024). Saiki, Yoshitaka ; Muto, Makoto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001165.

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2025Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2024Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Ait-Sahalia, Yacine ; Xu, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389.

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2025Quantile Granger causality in the presence of instability. (2025). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000466.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

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2024Emission intensities in the Australian National Electricity Market – An econometric analysis. (2024). , Weiming ; Truck, Stefan ; Nazifi, Fatemeh. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006825.

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2024Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331.

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2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

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2024Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Tselika, Maria ; Demetriades, Elias. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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2025Revisiting the crisis: An empirical analysis of the NEM suspension. (2025). Svec, Jiri ; Rangarajan, Arvind ; Trck, Stefan ; Foley, Sean. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324006911.

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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2025Who pays for the EU Emission Trading System? The risk of shifting tax burden from firm to final consumer. (2025). Magazzino, Cosimo ; Bergantino, Angela Stefania ; Amaddeo, Elsa. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000635.

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2025Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025Uncertainty characterization for generation adequacy assessments – Including an application to the recent European energy crisis. (2025). Weber, Christoph ; Schneider, Dennis ; Spilger, Maike. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001276.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2025The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis. (2025). Wu, Bangzheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003792.

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2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

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2024Enhancing electric vehicle charging efficiency at the aggregator level: A deep-weighted ensemble model for wholesale electricity price forecasting. (2024). Eichman, Josh ; Pallonetto, Fabiano ; Hussain, Zakir ; Teni, Abhishek Prasad ; Kim, Yun-Su ; Zia, Muhammad Fahad ; Alharby, Maher ; Alwayle, Ibrahim M ; Irshad, Reyazur Rashid. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224025970.

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2024Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340.

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2025Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test. (2025). Ren, Xiaohang ; Tao, Lizhu ; Liu, Chuanwang ; He, Yue. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225011375.

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2025Short-term scheduling of a hybrid pumped storage-photovoltaic power complementary system considering market-oriented electricity prices. (2025). Wang, Zhenni ; Wen, Xin ; Qiao, Liang ; Tan, Qiaofeng. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225023291.

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2025Heterogeneous housing bubbles and monetary policy. (2025). Duan, Kun ; Zhang, Liya ; Chen, Shuyun ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001668.

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2025Oil supply and U.S.-China tensions: A multinational perspective. (2025). Hong, Yanran ; Guo, Xiaozhu ; Yao, Shibin ; Hao, Yixue. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003655.

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2024Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070.

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2024Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Pan, Zhigang ; Hong, Yanran ; Cao, Shijiao ; Xu, Pengfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240.

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2024Dynamic causality between global supply chain pressures and Chinas resource industries: A time-varying Granger analysis. (2024). Ren, Xiaohang ; Li, Yuyi ; Fu, Chenjia ; Jin, Chenglu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924003090.

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2024Time-varying causality among whisky, wine, and equity markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751.

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

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2025Is the business cycle getting hit by climate policy uncertainty in China?. (2025). Xiao, Zuoping ; Chen, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013734.

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2025The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality. (2025). O'Connor, Fergal ; Farrell, Hugh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015216.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025The effects of global uncertainty and risks on metal prices: Evidence from frequency and time domain causality tests. (2025). Demir, Dris ; Aydin, Halil Brahim ; Erkal, Gkhan ; Yalinkaya, Mer. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000972.

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2024Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Li, Yang ; Du, Qingfeng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x.

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2024Nexus between fintech, green finance and natural resources management: Transition of BRICS nation industries from resource curse to resource blessed sustainable economies. (2024). Luthra, Sunil ; Yadav, Sanjeev ; Pandey, Krishan Kumar ; Samadhiya, Ashutosh ; Kumar, Anil. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002708.

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2024Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Atilgan, Emre ; Ozcan, Burcu ; Ozun, Alper. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004653.

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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Dynamic demand response to electricity prices: Evidence from the Spanish retail market. (2024). Moreno-Del, Javier ; Furio, Dolores. In: Utilities Policy. RePEc:eee:juipol:v:88:y:2024:i:c:s0957178724000560.

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2025Market share, plant ownership, and the merit-order effect of renewable resources: Evidence from Australia’s National Electricity Market. (2025). Lovell, Skylar ; Levitt, Clinton J. In: Utilities Policy. RePEc:eee:juipol:v:96:y:2025:i:c:s0957178725001055.

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2024Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation. (2024). Oviedo, Rodolfo ; Ortiz-Gracia, Luis ; Blanc-Blocquel, Augusto. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:225:y:2024:i:c:p:430-445.

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2025On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571.

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2024Green environments reimagined through the lens of green finance, green innovations, green taxation, and green energies. Wavelet quantile correlation and rolling window-based quantile causality perspective. (2024). Das, Narasingha ; Ngepah, Nicholas ; Uche, Emmanuel. In: Renewable Energy. RePEc:eee:renene:v:228:y:2024:i:c:s0960148124007183.

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2025Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771.

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2025The relation between environmental awareness and stock returns. (2025). Dabbous, Amal ; Croutzet, Alexandre ; Oehler, Andreas ; Horn, Matthias. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005465.

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2024Climate risks and the realized higher-order moments of financial markets: Evidence from China. (2024). Wang, Yihan ; Goutte, Stephane ; Bouri, Elie ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1064-1087.

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2024Harbor in the storm: How Bitcoin navigates challenges of climate change and global uncertainties. (2024). Luo, Fangyuan ; Guo, Lili ; Li, Houjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400666x.

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2025Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220.

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2024Herding in international REITs markets around the COVID-19 pandemic. (2024). GUPTA, RANGAN ; Lesame, Keagile ; Ngene, Geoffrey ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002738.

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2024How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2025Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model. (2025). Ren, Xiaohang ; Fu, Chenjia ; Jin, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004550.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

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2025Higher-order moment and cross-moment spillovers among MENA stock markets: Insights from geopolitical risks and global fear. (2025). Hoque, Mohammad Enamul ; Elsayed, Ahmed H ; Cui, Jinxin ; Helmi, Mohamad Husam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001412.

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2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

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2025New paths of the time-varying Granger-causality test under extreme shocks: An analysis of geopolitical risk and crude oil markets. (2025). Zhao, Chunlan ; Guo, Xiaozhu ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002508.

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2025Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy. (2025). Mbarek, Marouene. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002557.

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2025Dynamic testing of volatility models’ calibration using E-values. (2025). di Leonforte, Davide Carmelo ; Deliu, Nina. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001609.

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2024The role of biodiversity and energy transition in shaping the next techno-economic era. (2024). Zhou, Jianan ; Shen, Lihua. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004980.

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2024Financial Market Stress and Commodity Returns: A Dynamic Approach. (2024). Adhikari, Ramesh ; Putnam, Kyle J. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:4-61:d:1325163.

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2025Monetary Policy Transmission Under Global Versus Local Geopolitical Risk: Exploring Time-Varying Granger Causality, Frequency Domain, and Nonlinear Territory in Tunisia. (2025). Trabelsi, Emna. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:7:p:185-:d:1688738.

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2025Modeling the Duration of Electricity Price Spikes Using Survival Analysis. (2025). Lpez, Manuel Zamudio ; Zareipour, Hamidreza. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:19:p:5255-:d:1764374.

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2024Forecasting the Occurrence of Electricity Price Spikes: A Statistical-Economic Investigation Study. (2024). Quashie, Mike ; Lopez, Manuel Zamudio ; Zareipour, Hamidreza. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:7-137:d:1331777.

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2024Time-Varying Bidirectional Causal Relationships between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network. (2024). Saggu, Aman ; Ante, Lennart. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:19-:d:1313293.

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2025On the time-varying causal relationships that drive bitcoin returns. (2025). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2025-01.

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2024Time-varying Causality among Whisky, Wine, and Equity Markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Post-Print. RePEc:hal:journl:hal-04530296.

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2025Weather Effects in Energy Seasonal Adjustment: An Application to France Energy Consumption. (2025). Thomas, Arthur ; le Saout, Ronan ; Bruguet, Marie. In: Post-Print. RePEc:hal:journl:hal-05288088.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2024Impacto de las variables sociodemográficas en los niveles de alfabetización financiera en México. (2024). Garca, Elena Moreno ; Morteo, Georgina Manrique ; Salazar, Hctor Francisco. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:4:a:3.

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2024Assessing the effect of the COVID-19 pandemic on wellbeing: a comparison between CBA and SWF approaches for policies evaluation. (2024). Simeone, Enza. In: Working Papers. RePEc:inq:inqwps:ecineq2024-662.

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2024Does the Gini index represent peoples views on inequality?. (2024). magdalou, brice ; Aymeric, Gaaelle. In: Working Papers. RePEc:inq:inqwps:ecineq2024-678.

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More than 100 citations found, this list is not complete...

Stan Hurn has edited the books:

YearTitleTypeCited

Works by Stan Hurn:

YearTitleTypeCited
2010Asymmetric unemployment rate dynamics in Australia In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2012Asymmetric Unemployment Rate Dynamics in Australia.(2012) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2010Asymmetric unemployment rate dynamics in Australia.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2011Asymmetric unemployment rate dynamics in Australia.(2011) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market In: CREATES Research Papers.
[Full Text][Citation analysis]		paper16
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market.(2014) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2016A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2018Transition from the Taylor rule to the zero lower bound In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2022Transition from the Taylor rule to the zero lower bound.(2022) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2009It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article34
2008It never rains but it pours: Modelling the persistence of spikes in electricity prices.(2008) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2009It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices.(2009) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2017The Effect of Transmission Constraints on Electricity Prices In: The Energy Journal.
[Full Text][Citation analysis]		article7
2017The Effect of Transmission Constraints on Electricity Prices.(2017) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2003Mobius-Like Mappings and Their Use in Kernel Density Estimation In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article7
2007Modelling Wages and Prices in Australia In: The Economic Record.
[Full Text][Citation analysis]		article10
2005Modelling Wages and Prices in Australia.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2007Modelling Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article31
2013Semi-parametric Forecasting of Spikes in Electricity Prices In: The Economic Record.
[Full Text][Citation analysis]		article12
2021Assessing the Informational Content of Official Australian Bureau of Meteorology Forecasts of Wind Speed In: The Economic Record.
[Full Text][Citation analysis]		article0
1992 Cointegration and Dynamic Time Series Models. In: Journal of Economic Surveys.
[Citation analysis]		article51
2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
2018Change Detection and the Causal Impact of the Yield Curve In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article144
2016Change Detection and the Causal Impact of the Yield Curve.(2016) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
2015Change Detection and the Casual Impact of the Yield Curve.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144		paper
1996Modelling the Demand for M4 in the U.K. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article2
1992Testing Superexogeneity: The Demand for Broad Money in the UK. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article9
2002On the Specification of the Drift and Diffusion Functions for Continuous‐time Models of the Spot Interest Rate In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
1994Theory and Tests of Generalized Purchasing-Power Parity: Common Trends and Real Exchange Rates in the Pacific Rim. In: Review of International Economics.
[Citation analysis]		article53
1991Causality, Predictability and Monetary Targets in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1992The Long‐run Properties of the Demand for M3 in South Africa In: South African Journal of Economics.
[Full Text][Citation analysis]		article3
1993The Money‐income Causality Debate in South Africa: Reply In: South African Journal of Economics.
[Full Text][Citation analysis]		article0
1999Measuring Attitudes Towards Inequality In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article121
1993Seasonality, Cointegration and Error Correction: An Illustration Using South African Monetary Data. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1995In Search of Time-Varying Term Premia in the London Interbank Market. In: Scottish Journal of Political Economy.
[Citation analysis]		article3
2003Dollar‐Deutschemark Polarisation: Comparing The Pound And Franc In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article3
2021Testing for time-varying Granger causality In: Economics Virtual Symposium 2021.
[Full Text][Citation analysis]		paper17
2022Testing for time-varying Granger causality.(2022) In: Stata Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2011Detecting Common Dynamics in Transitory Components In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2009Detecting Common Dynamics in Transitory Components.(2009) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011Semi-Parametric Forecasting of Realized Volatility In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2004Linearizations and Equilibrium Correction Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2019Modeling directional (circular) time series In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]		book29
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 29		book
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper9
2016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship.(2016) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2024Teaching Financial Econometrics to Students Converting to Finance In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1994Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data. In: Economic Journal.
[Full Text][Citation analysis]		article45
2004Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper13
2009Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity.(2009) In: Economic Analysis and Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2006Testing for nonlinearity in mean in the presence of heteroskedasticity.(2006) In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2004Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper6
2008Practitioners Corner: Introduction In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2008The Devil is in the Detail: Hints for Practical Optimisation In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article7
2008The Devil is in the Detail: Hints for Practical Optimisation.(2008) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2017An empirical investigation of herding in the U.S. stock market In: Economic Modelling.
[Full Text][Citation analysis]		article27
2006Asset pricing puzzles in finance: Introduction In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2013A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2010A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Modelling circular time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
2025The dynamics of U.S. industrial production: A time-varying Granger causality perspective In: Econometrics and Statistics.
[Full Text][Citation analysis]		article1
2016Forecasting day-ahead electricity load using a multiple equation time series approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article37
2015Forecasting day-ahead electricity load using a multiple equation time series approach.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2015Volatility transmission in global financial markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2015Modelling interregional links in electricity price spikes In: Energy Economics.
[Full Text][Citation analysis]		article45
2016Strategic bidding and rebidding in electricity markets In: Energy Economics.
[Full Text][Citation analysis]		article25
2017Forecasting quantiles of day-ahead electricity load In: Energy Economics.
[Full Text][Citation analysis]		article15
2012Forecasting spikes in electricity prices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article62
2015Selecting volatility forecasting models for portfolio allocation purposes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article31
2022Housing networks and driving forces In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2016Common trends in global volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2002Asymmetric price adjustment and the Phillips curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
1995Unobservable cyclical components in term premia of fixed-term financial instruments In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1993Unobservable Cyclical Components in Term Premia of Fixed- Term Financial Instruments..(1993) In: Tasmania - Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997Isolating cyclical patterns in irregular time-series data In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
1995Isolating Cyclical Patterns in Irregular Time Series Data..(1995) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1997Common trends and generalized purchasing power parity In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article11
1997Estimating the parameters of stochastic differential equations by Monte Carlo methods In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
1995Estimating the Parameters of Stochastic Differential Equations by Monte Carlo Methods..(1995) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1999Estimating the parameters of stochastic differential equations In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article5
2004Using discrete-time techniques to test continuous-time models for nonlinearity in drift In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		chapter0
2006Modeling Inflation and Money Demand Using a Fourier-Series Approximation In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2019Revisiting the numerical solution of stochastic differential equations In: China Finance Review International.
[Full Text][Citation analysis]		article0
1994Bank of England Intervention and the Structure of Interest Rates in the London Interbank Market. In: Tasmania - Department of Economics.
[Citation analysis]		paper0
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
[Full Text][Citation analysis]		article4
1998Modelling Stock Market Excess Returns by Markov Modulated Gaussian Noise In: Working Papers.
[Full Text][Citation analysis]		paper0
2020The Bootstrap In: Post-Print.
[Citation analysis]		paper0
1995The Empirical Size and Power of Some Tests for Detecting Autoregressive Conditional Heteroskedasticity in the Presence of Serial Correlation. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1995Modelling the Lifespan of Human T Lymphocyte Subsets. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1996Time Series Evidence of Global Warming. In: Department of Economics - Working Papers Series.
[Citation analysis]		paper0
1998Distributional Preferences and the Extended Gini Measures of Inequality In: Department of Economics - Working Papers Series.
[Citation analysis]		paper1
1999The Generic Properties of Equilibrium Correction Mechanisms In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2003A smooth-transition model of the Australian unemployment rate In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2019Modelling and forecasting wind drought In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2023A Comparative Study of Likelihood Approximations for Univariate Diffusions* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2023Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article29
2006Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations.(2006) In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1995The Term Structure of Interest Rates in the London Interbank Market. In: Oxford Economic Papers.
[Citation analysis]		article34
2007Identifying aggregate demand and supply shocks in a small open economy In: Oxford Economic Papers.
[Full Text][Citation analysis]		article26
2006Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper2
2007Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper4
2007Testing for nonlinearity in mean in the presence of heteroskedasticity. Working paper #8 In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2007Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper1
2008Momentum in Australian Stock Returns: An Update In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper31
2008Estimating the Payoffs of Temperature-based Weather Derivatives In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2008Developing analytical distributions for temperature indices for the purposes of pricing temperature-based weather derivatives In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2008Discrete time-series models when counts are unobservable In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Evaluating multivariate volatility forecasts In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper32
2009Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Selecting forecasting models for portfolio allocation In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper1
2012A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper3
2013On the Efficacy of Fourier Series Approximations for Pricing European and Digital Options In: NCER Working Paper Series.
[Full Text][Citation analysis]		paper0
2006Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation In: Stan Hurn Discussion Papers.
[Full Text][Citation analysis]		paper6
2003Momentum in Australian Stock Returns In: Australian Journal of Management.
[Full Text][Citation analysis]		article42
2023Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach In: The Energy Journal.
[Full Text][Citation analysis]		article0
2022Specification tests for univariate diffusions In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2015Estimating the Parameters of Stochastic Volatility Models Using Option Price Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article12
2017A semi-parametric point process model of the interactions between equity markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2021A simple linear alternative to multiplicative error models with an application to trading volume In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Environmental Econometrics Using Stata In: Stata Press books.
[Full Text][Citation analysis]		book4
2020Local Whittle estimation of the long-memory parameter In: Stata Journal.
[Full Text][Citation analysis]		article1
2021The BDS test of independence In: Stata Journal.
[Full Text][Citation analysis]		article1
2021“What good is a volatility model?” A reexamination after 20 years In: Stata Journal.
[Full Text][Citation analysis]		article0
2001Testing for Time Dependence in Parameters In: Research Paper Series.
[Full Text][Citation analysis]		paper12
2001Modelling Structural Change in Money Demand Using a Fourier-Series Approximation In: Research Paper Series.
[Full Text][Citation analysis]		paper3
2006Mixture distribution‐based forecasting using stochastic volatility models In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team