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 1 7 12 258
Rational Pricing of Options during the South Sea Bubble 0 0 1 43 0 6 8 164
Total Working Papers 0 0 1 54 1 13 20 422


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 2 4 10 732
Ex-Post Rational Price Approximations and the Empirical Reliability of the Present-Value Relation 0 0 0 39 0 0 2 268
Financial market analysis can go mad (in the search for irrational behaviour during the South Sea Bubble) 0 0 1 30 3 10 13 81
Hypothesis testing based on goodness-of-fit in the moving average time series model 0 0 2 53 0 1 4 277
Interest Rate Term Structure Estimation with Exponential Splines: A Note 0 0 2 320 2 4 9 710
Pitfalls in Smoothing Interest Rate Term Structure Data: Equilibrium Models and Spline Approximations 0 0 1 138 1 5 9 292
Uncertainty and Implied Variance Bounds in Long-Memory Models of the Interest Rate Term Structure 0 0 0 0 0 3 7 210
Total Journal Articles 0 0 6 580 8 27 54 2,570


Statistics updated 2026-04-09