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(50%) Management School Belfast, United Kingdom
: +44 (0)28 9097 4200
+44 (0)28 9097 4201
Riddel Hall, 185 Stranmillis Road, Belfast, Northern Ireland, BT9 5EE
RePEc:edi:dequbuk (more details at EDIRC)
(50%) quantf research (quantf research)http://www.quantf.com
Research outputJump to: Working papers
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- George Kapetanios & Fotis Papailias, 2011.
"Block Bootstrap and Long Memory,"
679, Queen Mary University of London, School of Economics and Finance.
- Adam McCloskey, 2012.
"Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends,"
2012-17, Brown University, Department of Economics.
- Adam McCloskey, 2013. "Estimation of the long-memory stochastic volatility model parameters that is robust to level shifts and deterministic trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 285-301, May.
- Arteche, Josu & Orbe, Jesus, 2016. "A bootstrap approximation for the distribution of the Local Whittle estimator," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 645-660.
- Sizova, Natalia, 2014. "A frequency-domain alternative to long-horizon regressions with application to return predictability," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 261-272.
- Adam McCloskey, 2012. "Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends," Working Papers 2012-17, Brown University, Department of Economics.
More informationResearch fields, statistics, top rankings, if available.
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NEP FieldsNEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
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