Working papers
Bayesian Inference in Asset Pricing: Comparing Two Characteristic Portfolio Building Methodologies, with J. C. de Alencar Moura, submitted.
Long-run Relationship and Price Discovery in the Foreign Exchange Market, with Y.Liu, revised and re-submitted.
Likelihood based inference for an Identifiable Fractional Vector Error Correction Model, with F. Carlini, submitted.
Maximum likelihood estimation of fractionally cointegrated systems, CREATES working paper 2008-53, revise and resubmit (inactive).