E-LIB Suche - Ergebnisse für: Martin, Vance L.

1

Identifying changes in the distribution of income from high..:

Martin, Vance L. ; Shi, Jialu ; Song, Yang.
Australian & New Zealand Journal of Statistics. 66 (2024) 1 - p. 21-47 , 2024

Link: https://doi.org/10.1111/..

2

Household willingness to take financial risk: Stockmarket m..:

Cardak, Buly A. ; Martin, Vance L.
Journal of Banking & Finance. 149 (2023) - p. 106752 , 2023

Link: https://doi.org/10.1016/..

3

The Dynamics of Structural Transformation in Australia, 196..:

Chindamo, Philip ; Martin, Vance L.
Economic Record. 98 (2022) 322 - p. 296-315 , 2022

Link: https://doi.org/10.1111/..

4

Modeling time varying risk of natural resource assets: Impl..:

Leroux, Anke D. ; Martin, Vance L. ; St. John, Kathryn A.
Quantitative Economics. 13 (2022) 1 - p. 225-257 , 2022

Link: https://doi.org/10.3982/..

5

Specification tests for univariate diffusions:

Hurn, Stan ; Martin, Vance L. ; Xu, Lina
Econometric Reviews. 41 (2021) 6 - p. 607-632 , 2021

Link: https://doi.org/10.1080/..

6

Forecasting the volatility of asset returns: The informatio..:

Martin, Vance L. ; Tang, Chrismin ; Yao, Wenying
International Journal of Forecasting. 37 (2021) 2 - p. 862-880 , 2021

Link: https://doi.org/10.1016/..

7

Measuring financial interdependence in asset markets with a..:

Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling ; Martin, Vance L.
Journal of Banking & Finance. 122 (2021) - p. 105985 , 2021

Link: https://doi.org/10.1016/..

8

Real sectoral spillovers: A dynamic factor analysis of the ..:

Li, Nan ; Martin, Vance L.
Journal of Monetary Economics. 107 (2019) - p. 77-95 , 2019

Link: https://doi.org/10.1016/..

9

The effects of the Global Financial Crisis on the stock hol..:

Cardak, Buly A. ; Martin, Vance L. ; McAllister, Richard
The North American Journal of Economics and Finance. 50 (2019) - p. 100983 , 2019

Link: https://doi.org/10.1016/..

10

A threshold mixed count time series model: estimation and a..:

Dungey, Mardi ; Martin, Vance L. ; Tang, Chrismin.
Studies in Nonlinear Dynamics & Econometrics. 24 (2019) 2 - p. , 2019

Link: https://doi.org/10.1515/..

11

Coastal dynamics and adaptation to uncertain sea level rise..:

Vinent, Orencio Duran ; Johnston, Robert J. ; Kirwan, Matthew L...
Journal of Environmental Economics and Management. 98 (2019) - p. 102262 , 2019

Link: https://doi.org/10.1016/..

12

Once in a Lifetime? The Effects of the Global Financial Cri..:

Cardak, Buly A. ; Martin, Vance L.
Economic Record. 95 (2019) 311 - p. 442-461 , 2019

Link: https://doi.org/10.1111/..

13

A nonlinear model of asset returns with multiple shocks:

Kahra, Hannu ; Martin, Vance L. ; Sarkar, Saikat
Studies in Nonlinear Dynamics & Econometrics. 23 (2018) 1 - p. , 2018

Link: https://doi.org/10.1515/..

14

News and expected returns in East Asian equity markets: The..:

Martin, Vance L. ; Tang, Chrismin ; Yao, Wenying
Journal of Asian Economics. 57 (2018) - p. 36-52 , 2018

Link: https://doi.org/10.1016/..

15

Joint tests of contagion with applications:

Fry-McKibbin, Renée ; Hsiao, Cody Yu-Ling ; Martin, Vance L.
Quantitative Finance. 19 (2018) 3 - p. 473-490 , 2018

Link: https://doi.org/10.1080/..