Contact Information
225E DKH
1407 W Gregory Dr
M/C 707
Urbana, IL 61801
Research Areas
Additional Campus Affiliations
Professor, Finance
Professor, Agricultural and Consumer Economics
Professor, Statistics
Recent Publications
Agiakloglou, C., Bera, A., & Deligiannakis, E. (2022). Evaluating measures of dependence for linearly generated nonlinear time series along with spurious correlation. Journal of Economics and Finance, 46(3), 535-552. https://doi.org/10.1007/s12197-022-09579-7
Bera, A. K., Doǧan, O., & Taşplnar, S. (Accepted/In press). A new test for non-linear hypotheses under distributional and local parametric misspecification. Studies in Nonlinear Dynamics and Econometrics. https://doi.org/10.1515/snde-2022-0043
Bera, A. K., Doğan, O., & Taşpınar, S. (2022). Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality. Hacettepe Journal of Mathematics and Statistics, 51(1), 253-272. https://doi.org/10.15672/hujms.802601
Bera, A. K., & Ghosh, A. (2022). Fractile Graphical Analysis in Finance: A New Perspective with Applications. Journal of Risk and Financial Management, 15(9), [412]. https://doi.org/10.3390/jrfm15090412
Chae, J., & Bera, A. K. (Accepted/In press). Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach. Journal of Real Estate Finance and Economics. https://doi.org/10.1007/s11146-022-09923-y