Access Statistics for Gary Stephen Shea

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long memory models of interest rates, the term structure, and variance bounds tests 0 0 0 11 0 0 2 246
Rational Pricing of Options during the South Sea Bubble 0 0 1 42 0 0 2 156
Total Working Papers 0 0 1 53 0 0 4 402


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors 0 0 0 0 0 2 5 722
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 0 39 0 0 0 266
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) 1 1 3 29 1 1 4 68
Hypothesis testing based on goodness-of-fit in the moving average time series model 0 0 0 51 0 0 0 273
Interest Rate Term Structure Estimation with Exponential Splines: A Note 0 0 1 318 0 1 8 701
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations 0 1 1 136 0 1 4 282
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 0 0 1 203
Total Journal Articles 1 2 5 573 1 5 22 2,515


Statistics updated 2025-03-03