publication venue for
- Multivariate models of commodity futures markets: a dynamic copula approach.. 1-21. 2023
- Multiple dimensions of private information in life insurance markets. 1-36. 2023
- The role of price spillovers: what is different in China. 60:459-485. 2021
- Bayesian estimation of bidding process and bidder's preference under shape restrictions. 60:157-176. 2021
- Prequential forecasting in the presence of structure breaks in natural gas spot markets. 59:2363-2384. 2020
- The impact of the H-1B cap exemption on Ph.D. labor markets. 59:2125-2152. 2020
- The role of temporal dependence in factor selection and forecasting oil prices. 58:1185-1223. 2020
- Do parole abolition and Truth-in-Sentencing deter violent crimes in Virginia?. 55:2027-2045. 2018
- Improving the prediction of ranking data. 53:1681-1710. 2017
- Macroeconomic uncertainty indices for the Euro Area and its individual member countries. 53:41-62. 2017
- Considering seasonal unit root in a demand system: an empirical approach. 51:1443-1463. 2016
- Testing explosive behavior in the gold market. 51:1151-1164. 2016
- Sectoral shifts or aggregate shocks? A new test of sectoral shifts hypothesis. 49:481-502. 2015
- A semiparametric varying coefficient model of monotone auction bidding processes. 48:313-335. 2015
- Penalized exponential series estimation of copula densities with an application to intergenerational dependence of body mass index. 48:61-81. 2015
- Does a factor Phillips curve help? An evaluation of the predictive power for US inflation. 40:807-826. 2011
- Nonparametric panel estimation of online auction price processes. 40:51-68. 2011
- Transaction tax and stock market behavior: evidence from an emerging market. 31:393-408. 2006
- Money and prices: U.S. Data 18691914 (A study with directed graphs). 27:427-446. 2002