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Information about:
John C. Frain

Personal Details | Affiliation | Works
This is information that was supplied by John Frain in registering through RePEc. If you are John C. Frain , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: John
Middle Name: C.
Last Name: Frain
Suffix:

RePEc Short-ID: pfr62

Email:
Homepage: http://www.tcd.ie/Economics/staff/frainj/home.htm
Postal Address: Economics Department Trinity College Dublin 2 Ireland
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. John C. Frain, 2008. "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers tep0308, Trinity College Dublin, Department of Economics, revised May 2008. [Downloadable!]

  2. John C. Frain, 2008. "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers tep0108, Trinity College Dublin, Department of Economics, revised May 2008. [Downloadable!]

  3. John C. Frain, 2007. "Small sample power of tests of normality when the alternative is an alpha-stable distribution," Trinity Economics Papers tep0207, Trinity College Dublin, Department of Economics. [Downloadable!]

  4. Frain, John C., 2004. "A RATS subroutine to implement the Chow-Lin distribution/interpolation procedure," Research Technical Papers 2/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

  5. Frain, John C., 2003. "Inflation and Money Growth: Evidence from a Multi-Country Data-Set," Research Technical Papers 7/RT/03, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
    Published as:

  6. Frain, John & Howlett, Derval & McGuire, Maurice, 1996. "Estimating Investment Functions for a Small-Scale Econometric Model," Research Technical Papers 1/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

  7. Frain, John & Meegan, Conor, 1996. "Market Risk: An introduction to the concept & analytics of Value-at-risk," Research Technical Papers 7/RT/96, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

  8. Frain, John, 1995. "Econometrics and Truth," Research Technical Papers 2/RT/95, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]

Articles

  1. John C. Frain, 2004. "Inflation and Money Growth - Evidence from a Multi-Country Data-Set," The Economic and Social Review, Economic and Social Studies, vol. 35(3), pages 251-266. [Downloadable!]
    Other versions:

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-03-10 2008-05-24 Author is listed
  2. NEP-ORE: Operations Research (1) 2008-05-24 Author is listed
  3. NEP-RMG: Risk Management (1) 2008-06-13 Author is listed
Did you know? About 2700 working paper series are listed on RePEc.

This page was last updated on 2009-10-31.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.