Brendan Kinnane Beare
Names
| first: |
Brendan |
| middle: |
Kinnane |
| last: |
Beare |
Identifer
Contact
Affiliations
-
University of Sydney
/ Faculty of Arts and Social Sciences
/ School of Economics
Research profile
author of:
- Representation of I(1) and I(2) autoregressive Hilbertian processes (RePEc:arx:papers:1701.08149)
by Brendan K. Beare & Won-Ki Seo - Determination of Pareto exponents in economic models driven by Markov multiplicative processes (RePEc:arx:papers:1712.01431)
by Brendan K. Beare & Alexis Akira Toda - Randomization tests of copula symmetry (RePEc:arx:papers:1911.05307)
by Brendan K. Beare & Juwon Seo - Tail behavior of stopped L\'evy processes with Markov modulation (RePEc:arx:papers:2009.08010)
by Brendan K. Beare & Won-Ki Seo & Alexis Akira Toda - Optimal measure preserving derivatives revisited (RePEc:arx:papers:2201.09108)
by Brendan K. Beare - Stochastic arbitrage with market index options (RePEc:arx:papers:2207.00949)
by Brendan K. Beare & Juwon Seo - Modified Wilcoxon-Mann-Whitney tests of stochastic dominance (RePEc:arx:papers:2210.08892)
by Brendan K. Beare & Jackson D. Clarke - Optimal taxation and the Domar-Musgrave effect (RePEc:arx:papers:2311.05822)
by Brendan K. Beare & Alexis Akira Toda - The general solution to an autoregressive law of motion (RePEc:arx:papers:2402.01966)
by Brendan K. Beare & Massimo Franchi & Phil Howlett - Vine Copula Specifications for Stationary Multivariate Markov Chains (RePEc:bla:jtsera:v:36:y:2015:i:2:p:228-246)
by Brendan K. Beare & Juwon Seo - Cointegrated Linear Processes in Hilbert Space (RePEc:bla:jtsera:v:38:y:2017:i:6:p:1010-1027)
by Brendan K. Beare & Juwon Seo & Won-Ki Seo - Unit Root Testing with Unstable Volatility (RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835)
by Brendan K. Beare - Optimal measure preserving derivatives revisited (RePEc:bla:mathfi:v:33:y:2023:i:2:p:370-388)
by Brendan K. Beare - Archimedean Copulas and Temporal Dependence (RePEc:cdl:ucsdec:qt0xh8q1g3)
by Beare, Brendan K. - Copulas and Temporal Dependence (RePEc:cdl:ucsdec:qt2880q2jq)
by Beare, Brendan - Time irreversible copula-based Markov Models (RePEc:cdl:ucsdec:qt31f8500p)
by Beare, Brendan K. & Seo, Juwon - An Empirical Test of Pricing Kernel Monotonicity (RePEc:cdl:ucsdec:qt5572n8pc)
by Beare, Brendan K. & Schmidt, Lawrence - Distributional Replication (RePEc:cdl:ucsdec:qt65k3m6x9)
by Beare, Brendan K. - Testing the concavity of an ordinaldominance curve (RePEc:cdl:ucsdec:qt6qg1f8ms)
by Beare, Brendan K. & Moon, Jong-Myun - Optimal Measure Preserving Derivatives (RePEc:cdl:ucsdec:qt78k062ns)
by Beare, Brendan K. - Copulas and Temporal Dependence (RePEc:cdl:ucsdec:qt87p829d4)
by Beare, Brendan K. - On the emergence of a power law in the distribution of COVID-19 cases (RePEc:cdl:ucsdec:qt9k5027d0)
by Beare, Brendan K & Toda, Alexis Akira - Archimedean Copulas And Temporal Dependence (RePEc:cup:etheor:v:28:y:2012:i:06:p:1165-1185_00)
by Beare, Brendan K. - Time Irreversible Copula-Based Markov Models (RePEc:cup:etheor:v:30:y:2014:i:05:p:923-960_00)
by Beare, Brendan K. & Seo, Juwon - Nonparametric Tests Of Density Ratio Ordering (RePEc:cup:etheor:v:31:y:2015:i:03:p:471-492_00)
by Beare, Brendan K. & Moon, Jong-Myun - Representation Of I(1) And I(2) Autoregressive Hilbertian Processes (RePEc:cup:etheor:v:36:y:2020:i:5:p:773-802_1)
by Beare, Brendan K. & Seo, Won-Ki - Randomization Tests Of Copula Symmetry (RePEc:cup:etheor:v:36:y:2020:i:6:p:1025-1063_2)
by Beare, Brendan K. & Seo, Juwon - Tail Behavior Of Stopped Lévy Processes With Markov Modulation (RePEc:cup:etheor:v:38:y:2022:i:5:p:986-1013_7)
by Beare, Brendan K. & Seo, Won-Ki & Toda, Alexis Akira - Copulas and Temporal Dependence (RePEc:ecm:emetrp:v:78:y:2010:i:1:p:395-410)
by Brendan K. Beare - An improved bootstrap test of density ratio ordering (RePEc:eee:ecosta:v:10:y:2019:i:c:p:9-26)
by Beare, Brendan K. & Shi, Xiaoxia - Measure preserving derivatives and the pricing kernel puzzle (RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697)
by Beare, Brendan K. - Cointegrated linear processes in Bayes Hilbert space (RePEc:eee:stapro:v:147:y:2019:i:c:p:90-95)
by Seo, Won-Ki & Beare, Brendan K. - A generalization of Hoeffding's lemma, and a new class of covariance inequalities (RePEc:eee:stapro:v:79:y:2009:i:5:p:637-642)
by Beare, Brendan K. - The Chang-Kim-Park Model of Cointegrated Density-Valued Time Series Cannot Accommodate a Stochastic Trend (RePEc:ejw:journl:v:14:y:2017:i:2:p:133-137)
by Brendan K. Beare - The Soviet Economic Decline Revisited (RePEc:ejw:journl:v:5:y:2008:i:2:p:135-144)
by Brendan K. Beare - Stable Limit Theory for the Variance Targeting Estimator (RePEc:eme:aecozz:s0731-905320140000033018)
by Igor Vaynman & Brendan K. Beare - Unit Root Testing with Unstable Volatility (RePEc:nuf:econwp:0806)
by Brendan K. Beare - A New Mixing Condition (RePEc:oxf:wpaper:348)
by Brendan K. Beare - An improved bootstrap test of density ratio ordering (RePEc:pra:mprapa:74772)
by beare, brendan & shi, xiaoxia - Optimal taxation and the Domar-Musgrave effect (RePEc:syd:wpaper:2023-06)
by Brendan K. Beare & Alexis Akira Toda - The general solution to an autoregressive law of motion (RePEc:syd:wpaper:2024-01)
by Brendan K Beare & Massimo Franchi & Phil Howlett - Improved Nonparametric Bootstrap Tests of Lorenz Dominance (RePEc:taf:jnlbes:v:39:y:2021:i:1:p:189-199)
by Zhenting Sun & Brendan K. Beare - Option augmented density forecasts of market returns with monotone pricing kernel (RePEc:taf:quantf:v:18:y:2018:i:4:p:623-635)
by Brendan K. Beare & Asad Dossani - Determination of Pareto Exponents in Economic Models Driven by Markov Multiplicative Processes (RePEc:wly:emetrp:v:90:y:2022:i:4:p:1811-1833)
by Brendan K. Beare & Alexis Akira Toda - An Empirical Test of Pricing Kernel Monotonicity (RePEc:wly:japmet:v:31:y:2016:i:2:p:338-356)
by Brendan K. Beare & Lawrence D. W. Schmidt