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 4 5 5 251
Rational Pricing of Options during the South Sea Bubble 0 0 1 43 1 1 2 158
Total Working Papers 0 0 1 54 5 6 7 409


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 1 4 6 728
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 0 39 1 2 2 268
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) 0 1 2 30 0 1 4 71
Hypothesis testing based on goodness-of-fit in the moving average time series model 0 1 2 53 1 2 3 276
Interest Rate Term Structure Estimation with Exponential Splines: A Note 0 0 2 320 0 2 6 706
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations 0 0 3 138 1 2 6 287
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 0 3 4 207
Total Journal Articles 0 2 9 580 4 16 31 2,543


Statistics updated 2026-01-09