George Milunovich
George Milunovich
Associate Professor - Department of Actuarial Studies and Business Analytics, Macquarie University
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Cited by
Cited by
Explaining house prices in Australia: 1970–2003
P Abelson, R Joyeux, G Milunovich, D Chung
Economic record 81, S96-S103, 2005
Unobservable shocks as carriers of contagion
M Dungey, G Milunovich, S Thorp
Journal of Banking & Finance 34 (5), 1008-1021, 2010
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
Market efficiency and price discovery in the EU carbon futures market
G Milunovich, R Joyeux
Applied Financial Economics 20 (10), 2010
Testing market efficiency in the EU carbon futures market
R Joyeux, G Milunovich
Applied Financial Economics 20 (10), 803-809, 2010
Measuring the impact of carbon allowance trading on energy prices
F Nazifi, G Milunovich
Energy & environment 21 (5), 367-383, 2010
Valuing volatility spillovers
G Milunovich, S Thorp
Global Finance Journal 17 (1), 1-22, 2006
On identifying structural VAR models via ARCH effects
G Milunovich, M Yang
Journal of time series econometrics 5 (2), 117-131, 2013
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, 2013
Testing market efficiency and price discovery in European carbon markets
G Milunovich, R Joyeux
Macquarie University, Department of Economics Research Papers, 2007
Testing for identification in SVAR-GARCH models
H Luetkepohl, G Milunovich
Journal of Economic Dynamics and Control 73, 241-258, 2016
House Prices in Australia: 1970 to 2003; Facts and Explanations
P Abelson, D Chung, R Joyeux, G Milunovich
Macquarie Univ., Department of Economics, 2005
Symmetric versus asymmetric conditional covariance forecasts: Does it pay to switch?
S Thorp, G Milunovich
Journal of Financial Research 30 (3), 355-377, 2007
Linkages between international REITs: the role of economic factors
J Liu, G Loudon, G Milunovich
Journal of Property Investment & Finance, 2012
Bubble detection and sector trading in real time
G Milunovich, S Shi, D Tan
Quantitative Finance 19 (2), 247-263, 2019
Cryptocurrencies, mainstream asset classes and risk factors: A study of connectedness
G Milunovich
Australian Economic Review 51 (4), 551-563, 2018
Speculative bubbles, financial crises and convergence in global real estate investment trusts
R Joyeux, G Milunovich
Applied Economics 47 (27), 2878-2898, 2015
Pricing efficiency and arbitrage in the EU ETS carbon futures market
G Milunovich, R Joyeux
Journal of Investment Strategy 2 (2), 23-26, 2007
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
Testing for contagion in US industry portfolios–a four-factor pricing approach
G Milunovich, A Tan
Applied financial economics 23 (1), 15-26, 2013
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