Research Output 1959 2020

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Chapter (Book)
2017

When did it go wrong? The case of Greek sovereign debt

Sarafidis, V., Panagiotelis, A. & Panagiotidis, T., 1 Jan 2017, The Greek Debt Crisis: In Quest of Growth in Times of Austerity. Floros, C. & Chatziantoniou, I. (eds.). 1st ed. Cham Switzerland: Palgrave Macmillan, p. 1-35 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2016

Mutual fund industry performance: A network data envelopment analysis approach

Premachandra, I. M., Zhu, J., Watson, J. & Galagedera, D. U. A., 20 Apr 2016, Data Envelopment Analysis: A Handbook of Empirical Studies and Applications. Zhu, J. (ed.). New York: Springer, p. 165-228 64 p. 7. (International Series in Operations Research & Management Science).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

On sampling methods for costly multi-objective black-box optimization

Steponavice, I., Shirazi Manesh, M., Hyndman, R., Smith-Miles, K. & Villanova, L., 5 Nov 2016, Advances in Stochastic and Deterministic Global Optimization. Pardalos, P. M., Zhigljavsky, A. & Žilinskas, J. (eds.). Switzerland: Springer, Vol. 107. p. 273-296 24 p. (Springer Optimization and Its Applications; vol. 107, no. Part III).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Realized volatility of the spread: analysis in the foreign exchange market

Bissoondoyal-Bheenick, E., Brooks, R. D., Treepongkaruna, S. & Wee, M., 2016, Risk Management in Emerging Markets: Issues, Framework, and Modeling. Boubaker, S., Buchannan, B. & Ngyuyen, D. K. (eds.). Bingley UK: Emerald Group Publishing Limited, p. 3-35 33 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

The twentieth-century computer graphics revolution in statistics

Cook, D., 2016, Visible Numbers: Essays on the History of Statistical Graphics. Kimball, M. A. & Kostelnick, C. (eds.). 1st ed. Abingdon Oxon UK: Routledge, p. 207-218 12 p. (Ashgate Studies in Technical Communication, Rhetoric, and Culture).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Time series clustering

Caido, J., Maharaj, E. A. & D'Urso, P., 2016, Handbook of Cluster Analysis. Hennig, C., Meila, M., Murtagh, F. & Rocci, R. (eds.). Boca Raton FL USA: Chapman & Hall/CRC, p. 241-264 24 p. (Handbooks of Modern Statistical Methods).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2015

Dynamic panel data models

Bun, M. & Sarafidis, V., 2015, The Oxford Handbook of Panel Data. Baltagi, B. H. (ed.). New York NY USA: Oxford University Press, p. 76-110 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Generic models of sports governance and their potential for sustainability

Booth, R., Gilligan, G., de Zwart, F. & Gordon-Brown, L., 2015, The Sports Business in The Pacific Rim. Lee, Y. H. & Fort, R. (eds.). Cham Switzerland: Springer, p. 233-250 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Stock market impact of sovereign rating changes: Alternative benchmark models

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2015, Emerging Markets and Sovereign Risk. Finch, N. (ed.). Basingstoke UK: Palgrave Macmillan, p. 231-252 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2014

Common nonlinearities in multiple series of stock market volatility

Anderson, H. M. & Vahid-Araghi, F., 2014, Essays in Nonlinear Time Series Econometrics. Haldrup, N., Meitz, M. & Saikkonen, P. (eds.). 1st ed. Oxford UK: Oxford University Press, p. 93 - 117 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Faces of opposition: juvenile resistance, high treason and the People’s Court in Nazi Germany

Geerling, W., Magee, G. B. & Brooks, R., 2014, Crime: A batch from The Journal of Interdisciplinary History. MIT Press - Journals, (Batches).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Identification, estimation, and specification in a class of semilinear time series models

Gao, J., 2014, The Oxford Handbook of Applied Nonparametric and Semiparametric Econometrics and Statistics. Racine, J. S., Su, L. & Ullah, A. (eds.). New York NY USA: Oxford University Press, p. 421 - 443 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Problem-based learning of statistical sampling concepts using fantasy sports team data

Brooks, R., Booth, R., Wright, J. & Suntah, N., 2014, Topics from Australian Conferences on Teaching Statistics - OZCOTS 2008-2012. MacGillivray, H., Martin, M. A. & Phillips, B. (eds.). New York NY USA: Springer, Vol. 81. p. 397-403 7 p. (Springer Proceedings in Mathematics & Statistics; vol. 81).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Specification testing in parametric trending models with unknown errors

Gao, J. & King, M. L., 2014, Essays in Honor of Peter C. B. Phillips (Advances in Econometrics Vol 33). Chang, Y., Fomby, T. B. & Park, J. Y. (eds.). 33 ed. Bingley UK: Emerald Group Publishing Limited, p. 151 - 202 52 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2013

Hedge funds: Replication and nonlinearities

Tupitsyn, M. & Lajbcygier, P. R., 2013, Alternative Investments: Instruments, Performance, Benchmarks, and Strategies. Baker, H. K. & Filbeck, G. (eds.). Hoboken NJ USA: John Wiley & Sons, p. 541 - 566 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2011

Sanitation and health: The past, the future and working out what works

Cameron, L. & Olivia, S., 2011, Employment, Living Standards and Poverty in Contemporary Indonesia. Manning, C. & Sumarto, S. (eds.). 1st ed. Singapore: Institute of Southeast Asian Studies, p. 245 - 269 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Testing the lower partial moment asset-pricing models in emerging markets

Iqbal, J., Brooks, R. & Galagedera, D., 2011, Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures. Gregoriou, G. N. & Pascalau, R. (eds.). 1st ed. Basingstoke UK: Palgrave Macmillan, p. 154-175 22 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

VARS, cointegration, and common cycle restrictions

Anderson, H. & Vahid-Araghi, F., 2011, The Oxford Handbook of Economic Forecasting. Clements, M. P. & Hendry, D. F. (eds.). Oxford United Kingdom: Oxford University Press, p. 9-34 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Violence in the Australian football league: Good or bad?

Booth, D. & Brooks, R., 2011, Violence and Aggression in Sporting Contests: Economics, History and Policy. Jewell, R. T. (ed.). New York NY USA: Springer, p. 133-151 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2010

Are emerging stock markets less efficient? A survey of empirical literature

Lim, K. & Brooks, R. D., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 21 - 38 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Asset pricing with higher-order co-moments and alternative factor models: The case of an emerging market

Iqbal, J., Brooks, R. D. & Galagedera, D. U. A., 2010, Emerging Markets: Performance, Analysis and Innovation. Gregoriou, G. N. (ed.). 1st ed. Boca Raton FL USA: CRC Press, p. 509 - 531 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

The market timing ability of Australian superannuation funds: Nonlinearities and smooth transition models

Woodward, G. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 59 - 73 15 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Volatility asymmetry and leverage: Some U.S. evidence

Bissoondoyal-Bheenick, E. & Brooks, R. D., 2010, The Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets. Gregoriou, G. N., Hoppe, C. & Wehn, C. S. (eds.). 1st ed. USA: McGraw-Hill Education, p. 115 - 123 9 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2009

Current measures to protect e-consumers' privacy in Australia

Ha, T. T. H., Coghill, K. A. & Maharaj, E. A., 2009, Online Consumer Protection: Theories of Human Relativism. Chen, K. & Fadlalla, A. (eds.). Hershey PA USA: Information Science Publishing, p. 123-150 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Designing adaptive artificial agents for an economic production and conflict model

Hassani Mahmooei, B. & Parris, B. W., 2009, Artificial Life: Borrowing from Biology. Korb, K., Randall, M. & Hendtlass, T. (eds.). Heidelberg Germany: Springer-Verlag London Ltd., p. 179 - 190 12 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Incorporating exploratory methods using dynamic graphics into multivariate statistics classes: Curriculum development

Cook, D., 2009, Quality Research in Literacy and Science Education: International Perspectives and Gold Standards. Springer, p. 337-355 19 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Time series analysis of the Indian Ocean Dipole index

Maharaj, E. A., 2009, Atlantic and Indian Oceans: New Oceanographic Research. Askew, E. S. & Bromley, J. P. (eds.). New York USA: Nova Science Publishers, p. 141 - 158 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2008

Bagplots, boxplots and outlier detection for functional data

Hyndman, R. J. & Shang, H. L., 2008, Functional and Operatorial Statistics. Dabo-Niang, S. & Ferraty, F. (eds.). Heidelberg Germany: Physica Verlag, p. 201 - 207 7 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Dynamic models for short panels

Harris, M. N., Matyas, L. & Sevestre, P., 2008, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice. Matyas, L. & Sevestre, P. (eds.). 3rd ed. Berlin Germany: Springer, p. 249 - 277 29 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Estimating income distributions using a mixture of gamma densities

Chotikapanich, D. & Griffiths, W. E., 2008, Modeling Income Distributions and Lorenz Curves. Chotikapanich, D. (ed.). New York USA: Springer, p. 285 - 302 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

U-tests for variance components in one-way random effects models

Nobre, J. S., Singer, J. M. & Silvapulle, M. J., 2008, Beyond Parametrics in Interdisciplinary Research: Festschrift in Honor of Professor Pranab K. Sen. Balakrishnan, N., Pena, E. A. & Silvapulle, M. J. (eds.). 1 ed. Beachwood OH USA: Institute of Mathematical Statistics, p. 197 - 210 14 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Other

2007

Modelling the impacts and effectiveness of aid

Parris, B. W., 2007, Measuring Effectiveness in Humanitarian and Development Aid: Conceptual Frameworks, Principles and Practice. Renzaho, A. M. N. (ed.). New York USA: Nova Science Publishers, p. 69 - 92 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Towards distributed association rule mining privacy

Ashrafi, M. Z., Taniar, D. & Smith, K., 2007, Application of Agents and Intelligent Information Technologies. IGI Global, p. 245-271 27 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2006

Bayesian assessment of Lorenz and stochastic dominance in income distributions

Chotikapanich, D. & Griffiths, W. E., 2006, Dynamics of Inequality and Poverty. Creedy, J. & Kalb, G. (eds.). 1 ed. Oxford UK: JAI Press, p. 297 - 321 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Common cycles

Vahid-Araghi, F., 2006, Palgrave Handbook of Econometrics: Volume 1 Econometric Theory. Mills, T. C. & Patterson, K. (eds.). 1st ed. Basingstoke UK: Palgrave Macmillan, p. 610 - 630 21 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Employee turnover: less is not necessarily more?

Harris, M. N., Tang, K. K. & Tseng, Y-P., 2006, Panel Data Econometrics: Theoretical Contributions and Empirical Applications. Baltagi, B. H. (ed.). 1 ed. Amsterdam, The Netherlands: Elsevier, p. 327 - 349 23 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Random walk smooth transition autoregressive models

Anderson, H. & Low, C., 2006, Nonlinear Time Series Analysis of Business Cycles. Milas, C., Rothman, P. & van Dijk, D. (eds.). 1st ed. Amsterdam Netherlands: Elsevier, p. 247 - 281 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2005

Censoring and its impact on beta risk estimation

Brooks, R. D., Faff, R., Fry, T. R. L. & Gunn, L. D., 2005, Advances in Investment Analysis and Portfolio Management (New Issue) Volume 1. Lee, C. F. & Lee, A. C. (eds.). 1 ed. New Jersey: Center for Pacific Basin Business, Economics, and Finance Research, p. 111 - 136 26 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Changing candidature approval processes: a review of the RMIT business panel review of candidature process

Brooks, R. D. & Merlot, E. S., 2005, Supervising postgraduate research: contexts and processes, theories and practices. Green, P. (ed.). 1 ed. Melbourne Vic Australia: RMIT University Press, p. 178 - 201 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Changing times, changing research, changing degrees: supervising and managing the first PhD by project undertaken in a business faculty

Boucher, C. & Brooks, R. D., 2005, Supervising postgraduate research: contexts and processes, theories and practices. Green, P. (ed.). 1 ed. Melbourne Vic Australia: RMIT University Press, p. 73 - 88 16 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2004

Computational Methods for High-Dimensional Rotations in Data Visualization

Buja, A., Cook, D., Asimov, D. & Hurley, C., 1 Dec 2004, Data Mining and Data Visualization. Rao, C. R., Wegman, O. & Solka, J. L. (eds.). p. 391-413 23 p. (Handbook of Statistics; vol. 24).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2003

Explanations of an empirical puzzle: what can be earned from a test of the rational expectations hypothesis?

Anderson, H. M., 2003, Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics. Stigum, B. P. (ed.). 1st ed. Princeton NJ USA: Princeton University Press, p. 525-557 33 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Otherpeer-review

Finding optimal penalties for model selection in the linear regression model

King, M. L. & Bose, G. K., 2003, Computer-Aided Econometrics. Giles, D. E. A. (ed.). New York NY USA: Marcel Dekker, p. 37 - 68 32 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Scientific explanation in econometrics: a case study

Anderson, H. M., Stigum, B. P. & Storvik, G. O., 2003, Econometrics and the Philosophy of Economics. Stigum, B. P. (ed.). Princeton USA: Princeton University Press, p. 578 - 609 32 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2002

Bayesian Estimation of Atkinson Inequality Measures

Chotikapanich, D. & Creedy, J., 2002, Modelling Income Dsitribution. Creedy, J. (ed.). Edward Elgar Publishing, p. 257-278

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Improvements to the Wald test

King, M. L. & Goh, K-L., 2002, Handbook of Applied Econometrics and Statistical Inference. Ullah, A., Wan, A. T. K. & Chaturvedi, A. (eds.). 1 ed. New York NY USA: Marcel Dekker, p. 251 - 275 25 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Sample Size Requirements for Estimation in SUR Models

Griffiths, W. E., Skeels, C. L. & Chotikapanich, D., 2002, Handbook of Applied Econometrics and Statistical Inference. Ullah, A., Chaturvedi, A. & Wan, A. (eds.). New York: Marcel Dekker, p. 575-590

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Trends in printed matter exports

Brooks, R. D. & Sayers, R., 2002, The International Publishing Services Market: Emerging Markets for Books, from Creator to Consumer. Cope, B. & Ziguras, C. (eds.). Altona Vic Australia: Common Ground Publishing, p. 27 - 38 12 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2001

Modified likelihood and related methods for handling nuisance parameters in the linear regression model

Laskar, M. R. & King, M. L., 2001, Data Analysis from Statistical Foundations. Saleh, A. K. M. E. (ed.). 1 ed. Huntington NY USA: Nova Science Publishers, p. 119 - 142 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

1999

Asymmetric nonlinear smooth transition GARCH models

Anderson, H. M., Nam, K. & Vahid, F., 1999, Nonlinear time series analysis of economic and financial data. Boston USA: Kluwer, p. 191 - 207 17 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review