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George Milunovich
George Milunovich
Associate Professor - Department of Actuarial Studies and Business Analytics, Macquarie University
Verified email at mq.edu.au - Homepage
Title
Cited by
Cited by
Year
Explaining house prices in Australia: 1970–2003
P Abelson, R Joyeux, G Milunovich, D Chung
Economic record 81, S96-S103, 2005
3272005
Endogenous crisis dating and contagion using smooth transition structural GARCH
M Dungey, G Milunovich, S Thorp, M Yang
Journal of Banking & Finance 58, 71-79, 2015
902015
Unobservable shocks as carriers of contagion
M Dungey, G Milunovich, S Thorp
Journal of Banking & Finance 34 (5), 1008-1021, 2010
862010
Forecasting Australia's real house price index: A comparison of time series and machine learning methods
G Milunovich
Journal of Forecasting 39 (7), 1098-1118, 2020
742020
Market efficiency and price discovery in the EU carbon futures market
G Milunovich, R Joyeux
Applied Financial Economics 20 (10), 2010
702010
Testing market efficiency in the EU carbon futures market
R Joyeux, G Milunovich
Applied Financial Economics 20 (10), 803-809, 2010
662010
Measuring the impact of carbon allowance trading on energy prices
F Nazifi, G Milunovich
Energy & environment 21 (5), 367-383, 2010
612010
Valuing volatility spillovers
G Milunovich, S Thorp
Global Finance Journal 17 (1), 1-22, 2006
592006
On identifying structural VAR models via ARCH effects
G Milunovich, M Yang
Journal of time series econometrics 5 (2), 117-131, 2013
392013
Testing for identification in SVAR-GARCH models
H Luetkepohl, G Milunovich
Journal of Economic Dynamics and Control 73, 241-258, 2016
372016
Cryptocurrencies, mainstream asset classes and risk factors: A study of connectedness
G Milunovich
Australian Economic Review 51 (4), 551-563, 2018
332018
Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007‐2009
G Milunovich, S Trück
Journal of Property Investment & Finance 31 (1), 53-77, 2013
322013
House Prices in Australia: 1970 to 2003; Facts and Explanations
P Abelson, D Chung, R Joyeux, G Milunovich
Macquarie Univ., Department of Economics, 2005
312005
Testing market efficiency and price discovery in European carbon markets
G Milunovich, R Joyeux
Macquarie University, Department of Economics Research Papers, 2007
282007
Bubble detection and sector trading in real time
G Milunovich, S Shi, D Tan
Quantitative Finance 19 (2), 247-263, 2019
272019
Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins
G Milunovich
Economics Letters 211, 110243, 2022
252022
Symmetric versus asymmetric conditional covariance forecasts: Does it pay to switch?
S Thorp, G Milunovich
Journal of Financial Research 30 (3), 355-377, 2007
242007
Linkages between international REITs: the role of economic factors
J Liu, G Loudon, G Milunovich
Journal of Property Investment & Finance 30 (5), 473-492, 2012
222012
Speculative bubbles, financial crises and convergence in global real estate investment trusts
R Joyeux, G Milunovich
Applied Economics 47 (27), 2878-2898, 2015
192015
Cryptocurrency exchanges: Predicting which markets will remain active
G Milunovich, SA Lee
Journal of forecasting 41 (5), 945-955, 2022
172022
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