Articles by Brendan K. Beare | Synthical

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12

The general solution to an autoregressive law of motion

26 September 2024 by Brendan Beare and others

Stochastic arbitrage with market index options

23 May 2024 by Brendan Beare and others

Computational Finance

The effect of reducible Markov modulation on tail probabilities in models of random growth

22 May 2024 by Brendan Beare and Alexis Akira Toda

Optimal taxation and the Domar-Musgrave effect

10 November 2023 by Brendan Beare and Alexis Akira Toda at

University of Sydney

General Economics, Economics

Modified Wilcoxon-Mann-Whitney tests of stochastic dominance

17 October 2022 by Brendan Beare and Jackson Clarke

Optimal measure preserving derivatives revisited

11 July 2022 by Brendan Beare

Mathematical Finance, Theoretical Economics

Least favorability of the uniform distribution for tests of the concavity of a distribution function

8 March 2021 by Brendan Beare

Statistics Theory

Tail behavior of stopped Lévy processes with Markov modulation

17 September 2020 by Brendan Beare and others

Probability, Theoretical Economics

On the Emergence of a Power Law in the Distribution of COVID-19 Cases

14 June 2020 by Brendan Beare and Alexis Akira Toda

Physics and Society, Populations and Evolution

Randomization tests of copula symmetry

13 November 2019 by Brendan Beare and Juwon Seo

Econometrics, Methodology

Geometrically stopped Markovian random growth processes and Pareto tails

1 July 2019 by Brendan Beare and Alexis Akira Toda

Econometrics, Statistics Theory

Representation of I(1) and I(2) autoregressive Hilbertian processes

2 April 2018 by Brendan Beare and W. -K. Seo

Statistics Theory, Econometrics

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Statistics Theory Econometrics Probability Theoretical Economics Computational Finance General Economics Economics Mathematical Finance Physics and Society Populations and Evolution Methodology