Professor Richard Deane Terrell
ANU College of Business and Economics
Areas of expertise
- Statistical Theory 010405
- Economic Models And Forecasting 140303
- Housing Markets, Development, Management 120503
- Financial Economics 140207
- Econometric And Statistical Methods 140302
- Finance 150201
- Biostatistics 010402
- Applied Statistics 010401
Publications
- Penm, J & Terrell, R 2009, 'Sparse patterned moving-average modelling and its applications in both direct and indirect granger-causality', in Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm (ed.), Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics, Evergreen Publishing, Japan, pp. 157 - 173.
- Penm, J & Terrell, R 2009, 'Subset autoregressive maximum likelihood recursions using the bootstrap and forgetting factor approaches for financial simulations', in Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm (ed.), Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics, Evergreen Publishing, Japan, pp. 107-132.
- Penm, J & Terrell, R 2009, 'Balanced Time-Series State Space Model Identification Using the Bootstrap and the Lyapunov Equations', in Yasuo Hoshino, R. D Terrell, T.J. O'Neill and J. Penm (ed.), Collaborative research in electronic healthcare - computer intensive time series, pharmacy informatics and bioinformatics, Evergreen Publishing, Japan, pp. 133-156.
- Penm, J & Terrell, R 2009, 'Economic Integration on the China Stock Market, before and after the Asian Financial Crisis', in Greg N Gregoriou (ed.), Stock Market Volatility, Taylor & Francis Group, Boca Raton, FL, USA, pp. 441 - 455.
- O'Neill, T, Penm, J & Terrell, R 2009, 'Non-linear modelling of the relationship between price movements in the OECD housing markets and significant economic activities', Research in Finance, vol. 25, no. 6 - 24, pp. 159 - 175.
- Hoshino, Y, Terrell, R & Penm, J, eds, 2008, Collaborative Research in Applied Statistics, Quantitative Finance and Economics, Daitec Printing Company, Japan.
- Brailsford, T, Penm, J & Terrell, R 2008, 'Causal relationship testing with applications to exchange rates', International Journal of Electronic Finance, vol. 2, no. 1, pp. 50 - 69.
- Penm, J, Penm, R, Penm, J et al. 2008, 'Petri net and its application in deadlock detection', International Journal of Management and Enterprise Development, vol. 6, no. 1, pp. 118 - 135.
- O'Neill, T, Penm, J & Terrell, R 2008, 'The role of housing activity:a case of major developed countries', International Journal of Management and Enterprise Development, vol. 5, no. 6, pp. 673 - 682.
- O'Neill, T, Penm, J & Terrell, R 2008, 'The role of higher oil prices: A case of major developed countries', in Andrew H Chan (ed.), Research In Finance Volume 24, Emerald Group Publishing Ltd, United Kingdom, pp. 287-300.
- Brailsford, T, Penm, J & Terrell, R 2008, 'Testing PPP by means of ZNZ patterned VECM', International Journal of Theoretical and Applied Finance, vol. 1, no. 4, pp. 345-362.
- Terrell, R, Brailsford, T, Hoshino, Y et al., eds, 2007, Collaborative Research in Financial Services and Administrative Science. 2007, Evergreen Publishing, Australia.
- Chen, A, Kensinger, J & Terrell, R 2007, 'The impact of employee Stock ownership on firms' Investments and market Value', International Journal of Services Technology and Management, vol. 8, no. 4/5, pp. 293-315.
- Chen, A, Chen, E & Terrell, R 2007, 'Management of Indexed Government Debt: Assessing the Case for an Inflation-Indexed Bond', International Journal of Services Technology and Management, vol. 8, no. 4/5, pp. 261-275.
- Lin, S, Service, D & Terrell, R 2007, 'Assessment on the social responsibility of Taiwan's manufacturing industry', International Journal of Services Technology and Management, vol. 8, no. 4/5, pp. 355-388.
- Penm, J, Terrell, R & Liao, S 2007, 'Assessment on synthetic collateralised debt obligations by using modified SSRD stochastic intensity modelling', in D Terrell, TJ Brailsford, TJ O'Neill, Y Hoshina, JHW Penm (ed.), Collaborative Research in Financial Services and Administrative Science. 2007, Evergreen Publishing, Australia, pp. 53-92.
- Brailsford, T, O'Neill, T, Penm, J et al. 2007, 'Development of International Markets for Australian Renewable Energy Resources', Japanese Journal of Administrative Science, vol. 20, no. 2, pp. 1-12.
- Chen, A, Penm, J & Terrell, R 2006, 'An Evolutionary Recursive Algorithm in Selecting Statistical Subset Neural Network/VDL Filtering', Journal of Applied Mathematics and Decision Sciences, vol. 8, no. 4, pp. 1-12.
- Brailsford, T, Penm, J & Terrell, R 2006, 'International Linkages of the Japanese Government Bond Market: Time-Series Evidence', in Jonothan A. Batten, Thomas A. Fetherston and Peter G. Szilagyi (ed.), Japanese Fixed Income Markets, Elsevier, The Netherlands, pp. 395-412.
- Brailsford, T, Penm, J & Terrell, R 2006, 'Kernel Bandwidth Applications to the Euro and the U.S. Mutual Fund Movements', Research in Finance, vol. 23, pp. 81-97.
- Tasi, W, Penm, J & Terrell, R 2006, 'Assessment of Relationships between Yield Spreads of Corporate Bond New-Issues and their Credit Ratings in Emerging Market', Finance India, vol. XX, no. 4, pp. 1295-1320.
- Brailsford, T, Penm, J & Terrell, R 2006, 'An Analysis of Asian Market Integration Pre- and Post-Crisis', International Journal of Theoretical and Applied Finance, vol. 9, no. 4, pp. 483-501.
- Penm, J, Terrell, R & Brailsford, T 2006, 'The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates', Multinational Finance Journal, vol. 10, no. 3/4, pp. 153-177.
- O'Neill, T, Penm, J, Penm, J et al. 2006, 'Breast Cancer Diagnosis by using a Subset Neural Networks Approach', in R Deane Terrell, T Brailsford, TJ O'Neill, Jack HW Penm (ed.), Collaborative Research in Financial Services, Risk Management and Actuarial Sciences., Evergreen Publishing, Australia, pp. 291 - 302.
- O'Neill, T, Penm, J, Penm, R et al. 2006, 'Impact of higher oil prices on Inflation Expectations and Stock Market Returns: A study of five OECD countries', in R Deane Terrell, T Brailsford, TJ O'Neill, Jack HW Penm (ed.), Collaborative Research in Financial Services, Risk Management and Actuarial Sciences., Evergreen Publishing, Australia, pp. 233 - 250.
- Penm, J, O'Neill, T & Terrell, R, eds, 2006, Collaborative Research in Quantitative Finance, Risk Management and Actuarial Sciences. 2006, Evergreen Publishing, Australia.
- Terrell, R, Brailsford, T, O'Neill, T et al., eds, 2005, Collaborative Research in Quantitative Finance, Risk Management and Econometrics. 2005, Evergreen Publishing, Australia.
- Wen, S, Penm, J & Terrell, R 2005, 'A Dynamic Investigation of Permits Auctions with Industrial Restructuring', Empirical Economics Letters, The, vol. 4, no. 1, pp. 26-36.
- Lin, E, Penm, J, Terrell, R et al. 2005, 'Market Integration among Stocks in Shanghai, Taipei, Hong Kong and Singapore Pre- and Post-Crisis', International Journal of Business and Strategy (IJBS), vol. 6, no. 2, pp. 1-20.
- Agarwal, A, Penm, J & Terrell, R 2005, 'VECMX Forgetting Factor Modelling for Improving the Understanding of Aluminium Marketing Behaviour', Finance India, vol. 19, no. 3, pp. 859-869.
- Brailsford, T, Penm, J & Terrell, R 2005, 'Zero-non-zero patterned vector error correction modelling for I(2) cointegrated time series with applications in testing PPP and stock market relationships', Research in Finance, vol. 22, pp. 305-326.
- Lin, S, Wu, S, Penm, J et al. 2005, 'The Relationship and Causality Testing between Diversification, Risk and Financial Performance: Empirical Examiniation in Taiwan's Banking Industry', International Journal of Services Technology and Management, vol. 6, no. 6, pp. 556-575.
- Lin, J, Penm, J, Terrell, R et al. 2005, 'Proposal on Efficient Portfolios and Hedge Ratios: Energy Resouces Strategy', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices, Evergreen Publishing, Australia, pp. 49-54.
- Terrell, R, Brailsford, T, Chen, A et al. 2005, 'Proposal on Investment Evaluation and Price Formation in Markets for oil and Mineral Resources', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices, Evergreen Publishing, Australia, pp. 27-47.
- Terrell, R, Brailsford, T, O'Neill, T et al. 2005, 'Proposal on a Kernal-based Evolutionary Modelling and Forecasting System Using Semiparametric Methods Applied to World Oil, Coal and Metal Markets', in R.D. Terrell, T.J. Brailsford, T.J. O'Neill, J. Penm (ed.), Collaborative Research in Econometrics, Quantitative Finance, Operations Research & Risk Management: Improvement of National Competetiveness, Evergreen Publishing, Australia, pp. 95-102.
- Terrell, R, Brailsford, T, O'Neill, T et al., eds, 2005, Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness. 2005, Evergreen Publishing, Australia.
- Lin, J, Penm, J, Terrell, R et al. 2004, 'A Proposal For: Causal Links Between Prices and Exchange Rates', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004, Evergreen Publishing, Australia, pp. 83-104.
- Brailsford, T, Hyung, N, Penm, J et al. 2004, 'The Sequential Fitting of Subset Auto Regressions with a Forgetting Factor', Journal of Economic Research, vol. 9, pp. 29-57.
- Wong, W, Penm, J, Terrell, R et al. 2004, 'The Relationship Between Stock Markets of Major Developed Countries and Asian Emerging Markets', Journal of Applied Mathematics and Decision Sciences, vol. 8, no. 4, pp. 201-218.
- O'Neill, T, Penm, J & Terrell, R 2004, 'The Sequential Estimation of Subset VAR with Forgetting Factor and Intercept Variable', International Journal of Theoretical and Applied Finance, vol. 7, no. 8, pp. 979-995.
- Brailsford, T, Penm, J & Terrell, R 2004, 'A New Approach to Testing PPP using VECM: Evidence from the Yen', Research in Finance, vol. 21, pp. 135-154.
- Brailsford, T, Penm, J & Terrell, R 2004, 'Subset Autoregressive Filtering Using the Forgetting Factor for Financial Simulations', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004, Evergreen Publishing, Australia, pp. 175-210.
- Brogan, B, Penm, J & Terrell, R 2004, 'A Proposal for: A Common Financial Market for Asia-Pacific', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004, Evergreen Publishing, Australia, pp. 1-29.
- Brailsford, T, Penm, J & Terrell, R 2004, 'A Proposal for Measuring Financial Integration in the Region of Asia', in RD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm (ed.), Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004, Evergreen Publishing, Australia, pp. 71-82.
- Terrell, R, Brailsford, T, O'Neill, T et al., eds, 2004, Collaborative Research in Econometrics and Quantitative Finance. Financial Market Integration. 2004, Evergreen Publishing, Australia.
- Lin, E, Penm, J, Terrell, R et al. 2003, 'Using Zero-non-Zero Patterned Vector Autoregressive Modelling to Test for Causality between Money Supply, GDP Growth, The London Stock Market Index and the Euro Exchange Rate', Research in Finance, vol. 20, pp. 99-117.
- Penm, J, Terrell, R, Wen, S et al. 2003, 'A Proposal for A Common Financial Market For The East Asia Region', International Journal of Business and Strategy (IJBS), vol. 4, no. 1, pp. 13-28.
- Penm, J, Terrell, R & Wong, W 2003, 'Causality and Cointegraton tests in the frameworks of a single Zero-Non-Zero patterned vector time series modelling', Pakistan Journal of Applied Sciences, vol. 3, no. 4, pp. 247-255.
- Agarwal, A, Penm, J & Terrell, R 2003, 'VECM modeling with exogenous variables and metal price formation in panel data using the example of aluminium', Finance India, vol. XVII, no. 2, pp. 481-494.
- Terrell, R, Penm, J & Penm, J, eds, 2003, Collaborative Research in Quantitative Finance And Economics, 2003., Evergreen Publishing, Australia.
- Terrell, R, Penm, J & Penm, J, eds, 2002, Financial and Economic Forecasting. 2002 , Penm, Australia.
- Brailsford, T, Penm, J & Terrell, R 2001, 'The Adjustment of the Yule-Walker Relations in VAR Modelling: The Impact of the Euro on the Hong Kong Stock Market', Multinational Finance Journal, vol. 5, no. 1, pp. 35-58.
- Penm, J, Penm, J & Terrell, R 2001, 'Using a Zero-Non-Zero Patterned Error-Correction Model to Examine the Process of Price Formation in Metals Markets', Industry of Free China, vol. 91, no. 5, pp. 85-105.
- Penm, J, Brailsford, T & Terrell, R 2000, 'A Robust Algorithm in Sequentially Selecting Subset Time Series Systems Using Neural Networks', Journal of Time Series Analysis, vol. 21, pp. 389-412.
