Login (DCU Staff Only)
Login (DCU Staff Only)

DORAS | DCU Research Repository

Explore open access research and scholarly works from DCU

Advanced Search

Browse by Author

[Atom feed] Atom [RSS feed] RSS 1.0 [RSS2 feed] RSS 2.0
Group by: Date | No Grouping
Number of items: 6.

Cummins, Mark orcid logoORCID: 0000-0002-3539-8843, Gogolin, Fabian orcid logoORCID: 0000-0002-7192-8530, Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707, Kiely, Greg and Murphy, Bernard orcid logoORCID: 0000-0003-3423-3542 (2022) Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Annals of Operations Research, 330 . pp. 431-455. ISSN 0254-5330

Bagnarosa, Guillaume orcid logoORCID: 0000-0002-3679-790X, Cummins, Mark orcid logoORCID: 0000-0002-3539-8843, Dowling, Michael orcid logoORCID: 0000-0002-8093-9039 and Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707 (2021) Commodity risk in European dairy firms. European Review of Agricultural Economics, 49 (1). pp. 151-181. ISSN 0165-1587

Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707, Cummins, Mark orcid logoORCID: 0000-0002-3539-8843 and Murphy, Finbarr orcid logoORCID: 0000-0002-7463-7923 (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53 . pp. 1-14. ISSN 0927-5398

Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707, Cummins, Mark orcid logoORCID: 0000-0002-3539-8843 and Murphy, Finbarr orcid logoORCID: 0000-0002-7463-7923 (2017) Forecasting implied volatility in foreign exchange markets: a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 0927-5398

Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707 (2015) Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias. PhD thesis, Dublin City University.

Kearney, Fearghal orcid logoORCID: 0000-0002-3251-8707, Murphy, Finbarr and Cummins, Mark orcid logoORCID: 0000-0002-3539-8843 (2014) Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias. Journal of Financial Markets, 19 . pp. 86-109. ISSN 1386-4181

This list was generated on Sun Dec 22 04:02:57 2024 UTC.