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Gray, Philip's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
612 |
Total
Citations
11 |
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Courteau, Lucie Free University of Bozen-Bolzano - School of Economics Gray, Philip Monash University - Department of Accounting and Finance Kao, Jennifer L. University of Alberta - Department of Accounting, Operations & Information Systems O'Keefe, Terry University of Queensland - Accounting and Accountability Richardson, Gordon D. University of Toronto - Rotman School of Management
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446
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2.
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Li, Bin Griffith University - Department of Accounting, Finance and Economics Darrat, Ali F. Louisiana Tech University - College of Business Gray, Philip Monash University - Department of Accounting and Finance
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67
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consumption CAPM, GMM, habit formation, recursive utility
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3.
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Gray, Philip Monash University - Department of Accounting and Finance Gray, Stephen University of Queensland - Business School Roche, Timothy University of Queensland - Business School
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28
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4.
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Gray, Philip Monash University - Department of Accounting and Finance
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27
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1
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Bayesian estimation, Black-Scholes, maximum likelihood estimation, short-rate model
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5.
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Gray, Philip Monash University - Department of Accounting and Finance Whittaker, Mark University of Queensland - Business School
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22
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6.
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Alcock, Jamie University of Cambridge - Department of Land Economy Gray, Philip Monash University - Department of Accounting and Finance
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18
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7.
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Gray, Philip Monash University - Department of Accounting and Finance Koh, Ping-Sheng Hong Kong University of Science & Technology (HKUST) - Department of Accounting Tong, Yen H. affiliation not provided to SSRN
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3
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9
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8.
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Gray, Philip Monash University - Department of Accounting and Finance
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9.
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Chan, Kam Fong University of Queensland - Faculty of Business, Economics and Law Gray, Philip Monash University - Department of Accounting and Finance
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Extreme value theory, Value-at-risk, Electricity, EGARCH, Conditional interval coverage
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10.
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Chan, Kam Fong University of Queensland - Faculty of Business, Economics and Law Gray, Philip Monash University - Department of Accounting and Finance van Campen, Bart University of Auckland - Department of Economics
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Realized volatility, Bipower variation, Quadratic variation, Jumps, Volatility forecast
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11.
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Gaunt, Clive Queensland University of Technology - School of Accountancy Gray, Philip Monash University - Department of Accounting and Finance McIvor, Julie Queensland University of Technology - School of Economics and Finance
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Records 1 -
11
of 11 matches
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1
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