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Type
Journal article
Preprint
Date
2023
2022
2018
Thomas F. P. Wiesen
,
Paul Beaumont
(2023).
A joint impulse response function for Vector Autoregressive Models (Under Review)
.
Aaron D. Smallwood
,
Paul Beaumont
(2022).
Conditional sum of squares estimation of k-factor GARMA models. (Under Review)
.
Paul Beaumont
,
Aaron D. Smallwood
(2022).
Inference for estimators of generalized long memory processes
.
Communications in Statistics Part B: Simulation and Computation
.
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DOI
Yu-Ying Tzeng
,
Paul Beaumont
,
Giray Okten
(2018).
Time Series Simulation with Randomized Quasi-Monte Carlo Methods - An Application to Value at Risk and Expected Shortfall
.
Computational Economics, 52
.
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DOI
Thomas F. P. Wiesen
,
Paul Beaumont
,
Stefan C. Norrbin
,
Anuj Srivastava
(2018).
Are generalized spillover indices overstating connectedness?
.
Economics Letters
.
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DOI
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