Forecasting day-ahead electricity load using a multiple equation time series approach von Clements, A.E., Hurn, A.S., Li, Z.

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Modelling interregional links in electricity price spikes von Clements, A.E., Herrera, R., Hurn, A.S.

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Forecasting quantiles of day-ahead electricity load von Li, Z., Hurn, A.S., Clements, A.E.

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Strategic bidding and rebidding in electricity markets von Clements, A.E., Hurn, A.S., Li, Z.

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Selecting volatility forecasting models for portfolio allocation purposes von Becker, R., Clements, A.E., Doolan, M.B., Hurn, A.S.

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Common trends in global volatility von Clements, A.E., Hurn, A.S., Volkov, V.V.

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A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions von Hurn, A.S., Lindsay, K.A., McClelland, A.J.

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Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations von Hurn, A. S., Jeisman, J. I., Lindsay, K. A.

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Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes von Clements, A E, Hurn, A S, Lindsay, K A, Volkov, V V

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Estimating the Parameters of Stochastic Volatility Models Using Option Price Data von Hurn, A. S., Lindsay, K. A., McClelland, A. J.

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Volatility transmission in global financial markets von Clements, A.E., Hurn, A.S., Volkov, V.V.

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Forecasting spikes in electricity prices von Christensen, T.M., Hurn, A.S., Lindsay, K.A.

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On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations von Hurn, A. S., Lindsay, K. A., Martin, V. L.

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Using discrete-time techniques to test continuous-time models for nonlinearity in drift von Becker, R., Hurn, A.S.

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On the Efficacy of Fourier Series Approximations for Pricing European Options von Hurn, A. S., Lindsay, K. A., McClelland, A. J.

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A Closed-Form Approximation for Pricing Temperature-Based Weather Derivatives von Clements, A. E., Hurn, A. S., Lindsay, K. A.

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On the Specification of the Drift and Diffusion Functions for Continuous-time Models of the Spot Interest Rate von Hurn, A. S., Lindsay, K. A.

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Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data von Hurn, A. S., Wright, Robert E.

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The Devil is in the Detail: Hints for Practical Optimisation von Christensen, T.M., Hurn, A.S., Lindsay, K.A.

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Modeling the lifespan of human T lymphocyte subsets von Hurn, A.S., Lindsay, K.A., Michie, C.A.

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