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Social and Economic Statistics

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  1. 2023
  2. Published

    When “time varying” volatility meets “transaction cost” in portfolio selection

    Qiao, W., Bu, D., Gibberd, A., Liao, Y., Wen, T. & Li, E., 30/09/2023, In: Journal of Empirical Finance. 73, p. 220-237 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    Care Experience, Ethnicity and Youth Justice Involvement: Key Trends and Policy Implications

    Hunter, K., Francis, B. & Fitzpatrick, C., 21/09/2023, 15 p. ADR-UK.

    Research output: Other contribution

  4. Published

    Police risk assessment and case outcomes in missing person investigations

    Phoenix, J. & Francis, B., 1/09/2023, In: The Police Journal: Theory, Practice and Principles. 96, 3, p. 390-410 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    Identifying irregular activity sequences: an application to passive household monitoring

    Gillam, J., Killick, R., Taylor, S., Heal, J. & Norwood, B., 30/06/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 3, p. 519-543 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    M-Estimation in GARCH Models in the Absence of Higher-Order Moments

    Hallin, M., Liu, H. & Mukherjee, K., 1/06/2023, Research papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi. 1 ed. Singapore: Springer, p. 195-219 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  7. Published

    Micro-Macro Changepoint Inference for Periodic Data Sequences

    Ushakova, A., Taylor, S. & Killick, R., 31/05/2023, In: Journal of Computational and Graphical Statistics. 32, 2, p. 684-695 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    Stranded houses? The price effect of a minimum energy efficiency standard

    Ferentinos, K., Gibberd, A. & Guin, B., 30/04/2023, In: Energy Economics. 120, 19 p., 106555.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  9. Published

    Integrated Population Models: Achieving Their Potential

    Frost, F., McCrea, R., King, R., Gimenez, O. & Zipkin, E., 31/03/2023, In: Journal of Statistical Theory and Practice. 17, 1, 28 p., 6.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Identifying Metering Hierarchies with Distance Correlation and Dominance Constraints

    Chan, T.-S. & Gibberd, A., 23/03/2023, Proceedings - 21st IEEE International Conference on Machine Learning and Applications, ICMLA 2022. Wani, M. A., Kantardzic, M., Palade, V., Neagu, D., Yang, L. & Chan, K.-Y. (eds.). IEEE, p. 1551-1558 8 p. (2022 21st IEEE International Conference on Machine Learning and Applications (ICMLA)).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

  11. Published

    Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic

    Killick, R., Knight, M. I., Nason, G. P., Nunes, M. A. & Eckley, I. A., 14/03/2023.

    Research output: Working paper › Preprint

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