Brendan K Beare

Brendan K Beare

University of Sydney - Sydney / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 52095
person_outline Brendan K Beare's MOST POPULAR ARTICLES
1-) Copulas and temporal dependenceBK BeareEconometrica 78 (1), 395-410, 20101502010
2-) An empirical test of pricing kernel monotonicityBK Beare, LDW SchmidtJournal of Applied Econometrics 31 (2), 338-356, 2016792016
3-) Unit root testing with unstable volatilityBK BeareJournal of Time Series Analysis 39 (6), 816-835, 201858*2018
4-) Vine copula specifications for stationary multivariate Markov chainsBK Beare, J SeoJournal of Time Series Analysis 36 (2), 228-246, 2015622015
5-) On the emergence of a power law in the distribution of COVID-19 casesBK Beare, AA TodaPhysica D: Nonlinear Phenomena 412, 132649, 2020572020