Items where Author is "Murphy, Anthony"

Journal Article

Izzeldin, Marwan and Murphy, Anthony (2010) Recovering the moments of information flow and normality of asset returns. Applied Financial Economics, 20 (10). pp. 761-769. ISSN 0960-3107

Izzeldin, Marwan and Murphy, Anthony (2009) Bootstrapping long memory tests: Some Monte Carlo results. Computational Statistics and Data Analysis, 53 (6). pp. 2325-2334. ISSN 0167-9473

Fuertes, Ana-Maria and Izzeldin, Marwan and Murphy, Anthony (2005) A guided tour of TSMod 4.03. Journal of Applied Econometrics, 20 (5). pp. 691-698. ISSN 0883-7252

Izzeldin, Marwan and Murphy, Anthony (2000) Bootstrapping the small sample critical values of the rescaled range statistic. Economic and Social Review, 31 (4). pp. 351-359.

Monograph

Hizmeri, Rodrigo and Izzeldin, Marwan and Murphy, Anthony and Tsionas, Mike (2019) The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. Working Paper. Lancaster University, Department of Economics, Lancaster.

Murphy, Anthony and Izzeldin, M (2006) Bootstrapping long memory tests: some Monte Carlo results. Working Paper. The Department of Economics, Lancaster University.