Concepedia
Statistics
Publications
8
Citations
540
H-Index
Active since
2014
Affiliations
Australian National University(Current)
University of Technology Sydney
Angelia L. Grant is an author at Australian National University specializing in engineering, statistics, and business.
Top concepts
StatisticsEngineeringBusinessEconomicsEconometricsMacroeconomicsEconomic AnalysisStatistical InferenceFinanceForecasting
Publications per year
2014–2017
Modeling energy price dynamics: GARCH versus stochastic volatility
Joshua C. C. Chan, Angelia L. Grant · Energy Economics · 2015 · 195 citations
Economics, Volatility Modeling, Financial Economics +9
On the Observed-Data Deviance Information Criterion for Volatility Modeling
Joshua C. C. Chan, Angelia L. Grant · Journal of Financial Econometrics · 2016 · 71 citations · Full text
Fast computation of the deviance information criterion for latent variable models
Joshua C. C. Chan, Angelia L. Grant · Computational Statistics & Data Analysis · 2014 · 64 citations
Latent Modeling, Engineering, Multivariate Analysis +10
A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output
Angelia L. Grant, Joshua C. C. Chan · Journal of money credit and banking · 2017 · 59 citations
Engineering, Macroeconomic Forecasting, Applied Econometrics +18
The Great Recession and Okun's law
Angelia L. Grant · Economic Modelling · 2017 · 54 citations
Public Policy, Economics, Economic Policy +9
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