Cummins, Mark ORCID: 0000-0002-3539-8843, Gogolin, Fabian ORCID: 0000-0002-7192-8530, Kearney, Fearghal ORCID: 0000-0002-3251-8707, Kiely, Greg and Murphy, Bernard ORCID: 0000-0003-3423-3542 (2022) Practice-relevant model validation: distributional parameter risk analysis in financial model risk management. Annals of Operations Research, 330 . pp. 431-455. ISSN 0254-5330
Bagnarosa, Guillaume ORCID: 0000-0002-3679-790X, Cummins, Mark ORCID: 0000-0002-3539-8843, Dowling, Michael ORCID: 0000-0002-8093-9039 and Kearney, Fearghal ORCID: 0000-0002-3251-8707 (2021) Commodity risk in European dairy firms. European Review of Agricultural Economics, 49 (1). pp. 151-181. ISSN 0165-1587
Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2019) Using extracted forward rate term structure information to forecast foreign exchange rates. Journal of Empirical Finance, 53 . pp. 1-14. ISSN 0927-5398
Kearney, Fearghal ORCID: 0000-0002-3251-8707, Cummins, Mark ORCID: 0000-0002-3539-8843 and Murphy, Finbarr ORCID: 0000-0002-7463-7923 (2017) Forecasting implied volatility in foreign exchange markets: a functional time series approach. European Journal of Finance, 24 (1). pp. 1-18. ISSN 0927-5398
Kearney, Fearghal ORCID: 0000-0002-3251-8707 (2015) Cross asset class applications of functional data analysis: evaluation with controls for data snooping bias. PhD thesis, Dublin City University.
Kearney, Fearghal ORCID: 0000-0002-3251-8707, Murphy, Finbarr and Cummins, Mark ORCID: 0000-0002-3539-8843 (2014) Outperformance in exchange traded fund pricing deviations: generalised control of data snooping bias. Journal of Financial Markets, 19 . pp. 86-109. ISSN 1386-4181