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
Bera, A. K., & Koley, M. (Accepted/In press). A History of the Delta Method and Some New Results. Sankhya B. https://doi.org/10.1007/s13571-023-00305-9
Kim, S., & Bera, A. K. (2023). Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets. Journal of Risk and Financial Management, 16(4), Article 212. https://doi.org/10.3390/jrfm16040212
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