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Taqqu, Murad S.


 SSRN Author Rank: 30,441 by Downloads
 Professor
 

Boston University - Department of Mathematics and Statistics


 111 Cummington St.
 Boston, MA 02215
 United States
 617-353-3022 (Phone)
 email address

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. Taqqu, Murad S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
845
Total
Citations
9
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Empirical Evidence on Spatial Contagion Between Financial Markets | Show Abstract | Download This Paper |
Finance Letters, Vol. 3, No. 1, pp. 77-86, 2005
Number of Pages in PDF File: 10
Bradley, Brendan
Acadian Asset Management Inc., USA
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
04 May 05
345
(52,982)
4

2.  
How to Estimate Spatial Contagion between Financial Markets | Show Abstract | Download This Paper |
Finance Letters, Vol. 3, No. 1, pp. 64-76, 2005
Number of Pages in PDF File: 13
Bradley, Brendan
Acadian Asset Management Inc., USA
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
04 May 05
265
(71,363)
1

3.  
Framework for Analyzing Spatial Contagion between Financial Markets | Show Abstract | Download This Paper |
Finance Letters, Vol. 2, No. 6, pp. 8-15, 2004
Number of Pages in PDF File: 8
Bradley, Brendan
Acadian Asset Management Inc., USA
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
15 Apr 05
205
(93,768)
3

4.  
Stoev, Stilian
Boston University - Department of Mathematics and Statistics
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
18 Feb 05
13
(375,880)
 

5.  
Deconvolution of Fractional Brownian Motion | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 23, pp. 487-501, 2002
Number of Pages in PDF File: 15
Pipiras, Vladas
University of North Carolina (UNC) at Chapel Hill - Department of Statistics
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
07 May 03
10
(389,446)
1

6.  
Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 27, No. 3, pp. 367-380, May 2006
Number of Pages in PDF File: 14
Zhu, Zhengyuan
University of North Carolina (UNC) at Chapel Hill - Department of Statistics
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
08 May 06
7
(402,213)
 

7.  
Multivariate Limit Theorems in the Context of Long‐Range Dependence | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 34, Issue 6, pp. 717-743, 2013
Number of Pages in PDF File: 27
Bai, Shuyang
Boston University
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
16 Nov 13
0
(444,360)
 

8.  
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Posted:
16 Sep 01
 

9.  
Stock Market Prices and Long-Range Dependence | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Willinger, Walter
AT&T - Research Department
Taqqu, Murad S.
Boston University - Department of Mathematics and Statistics
Teverovsky, Vadim
Boston University - Department of Mathematics and Statistics
Posted:
11 Dec 98
 


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